NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 30-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
Open |
66.025 |
64.575 |
-1.450 |
-2.2% |
67.300 |
High |
66.050 |
64.900 |
-1.150 |
-1.7% |
68.150 |
Low |
64.300 |
64.175 |
-0.125 |
-0.2% |
65.350 |
Close |
64.380 |
64.650 |
0.270 |
0.4% |
66.520 |
Range |
1.750 |
0.725 |
-1.025 |
-58.6% |
2.800 |
ATR |
1.152 |
1.122 |
-0.031 |
-2.6% |
0.000 |
Volume |
156 |
446 |
290 |
185.9% |
2,107 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.750 |
66.425 |
65.049 |
|
R3 |
66.025 |
65.700 |
64.849 |
|
R2 |
65.300 |
65.300 |
64.783 |
|
R1 |
64.975 |
64.975 |
64.716 |
65.138 |
PP |
64.575 |
64.575 |
64.575 |
64.656 |
S1 |
64.250 |
64.250 |
64.584 |
64.413 |
S2 |
63.850 |
63.850 |
64.517 |
|
S3 |
63.125 |
63.525 |
64.451 |
|
S4 |
62.400 |
62.800 |
64.251 |
|
|
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 |
67.325 |
64.175 |
3.150 |
4.9% |
1.230 |
1.9% |
15% |
False |
True |
442 |
10 |
68.150 |
64.175 |
3.975 |
6.1% |
1.295 |
2.0% |
12% |
False |
True |
279 |
20 |
68.150 |
63.700 |
4.450 |
6.9% |
1.015 |
1.6% |
21% |
False |
False |
145 |
40 |
69.000 |
63.700 |
5.300 |
8.2% |
0.720 |
1.1% |
18% |
False |
False |
75 |
60 |
69.275 |
61.900 |
7.375 |
11.4% |
0.601 |
0.9% |
37% |
False |
False |
53 |
80 |
69.275 |
60.550 |
8.725 |
13.5% |
0.451 |
0.7% |
47% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.981 |
2.618 |
66.798 |
1.618 |
66.073 |
1.000 |
65.625 |
0.618 |
65.348 |
HIGH |
64.900 |
0.618 |
64.623 |
0.500 |
64.538 |
0.382 |
64.452 |
LOW |
64.175 |
0.618 |
63.727 |
1.000 |
63.450 |
1.618 |
63.002 |
2.618 |
62.277 |
4.250 |
61.094 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.613 |
65.350 |
PP |
64.575 |
65.117 |
S1 |
64.538 |
64.883 |
|