NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 29-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.900 |
66.025 |
0.125 |
0.2% |
67.300 |
High |
66.525 |
66.050 |
-0.475 |
-0.7% |
68.150 |
Low |
65.650 |
64.300 |
-1.350 |
-2.1% |
65.350 |
Close |
66.520 |
64.380 |
-2.140 |
-3.2% |
66.520 |
Range |
0.875 |
1.750 |
0.875 |
100.0% |
2.800 |
ATR |
1.070 |
1.152 |
0.082 |
7.7% |
0.000 |
Volume |
609 |
156 |
-453 |
-74.4% |
2,107 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.160 |
69.020 |
65.343 |
|
R3 |
68.410 |
67.270 |
64.861 |
|
R2 |
66.660 |
66.660 |
64.701 |
|
R1 |
65.520 |
65.520 |
64.540 |
65.215 |
PP |
64.910 |
64.910 |
64.910 |
64.758 |
S1 |
63.770 |
63.770 |
64.220 |
63.465 |
S2 |
63.160 |
63.160 |
64.059 |
|
S3 |
61.410 |
62.020 |
63.899 |
|
S4 |
59.660 |
60.270 |
63.418 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.073 |
73.597 |
68.060 |
|
R3 |
72.273 |
70.797 |
67.290 |
|
R2 |
69.473 |
69.473 |
67.033 |
|
R1 |
67.997 |
67.997 |
66.777 |
67.335 |
PP |
66.673 |
66.673 |
66.673 |
66.343 |
S1 |
65.197 |
65.197 |
66.263 |
64.535 |
S2 |
63.873 |
63.873 |
66.007 |
|
S3 |
61.073 |
62.397 |
65.750 |
|
S4 |
58.273 |
59.597 |
64.980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.000 |
64.300 |
3.700 |
5.7% |
1.375 |
2.1% |
2% |
False |
True |
447 |
10 |
68.150 |
64.300 |
3.850 |
6.0% |
1.313 |
2.0% |
2% |
False |
True |
236 |
20 |
68.550 |
63.700 |
4.850 |
7.5% |
1.051 |
1.6% |
14% |
False |
False |
123 |
40 |
69.000 |
63.700 |
5.300 |
8.2% |
0.710 |
1.1% |
13% |
False |
False |
65 |
60 |
69.275 |
61.900 |
7.375 |
11.5% |
0.589 |
0.9% |
34% |
False |
False |
45 |
80 |
69.275 |
60.550 |
8.725 |
13.6% |
0.442 |
0.7% |
44% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.488 |
2.618 |
70.632 |
1.618 |
68.882 |
1.000 |
67.800 |
0.618 |
67.132 |
HIGH |
66.050 |
0.618 |
65.382 |
0.500 |
65.175 |
0.382 |
64.969 |
LOW |
64.300 |
0.618 |
63.219 |
1.000 |
62.550 |
1.618 |
61.469 |
2.618 |
59.719 |
4.250 |
56.863 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.175 |
65.725 |
PP |
64.910 |
65.277 |
S1 |
64.645 |
64.828 |
|