NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.550 |
65.700 |
0.150 |
0.2% |
65.125 |
High |
65.550 |
65.700 |
0.150 |
0.2% |
65.900 |
Low |
65.550 |
65.700 |
0.150 |
0.2% |
65.125 |
Close |
65.550 |
66.140 |
0.590 |
0.9% |
66.140 |
Range |
|
|
|
|
|
ATR |
0.680 |
0.642 |
-0.038 |
-5.6% |
0.000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.847 |
65.993 |
66.140 |
|
R3 |
65.847 |
65.993 |
66.140 |
|
R2 |
65.847 |
65.847 |
66.140 |
|
R1 |
65.993 |
65.993 |
66.140 |
65.920 |
PP |
65.847 |
65.847 |
65.847 |
65.810 |
S1 |
65.993 |
65.993 |
66.140 |
65.920 |
S2 |
65.847 |
65.847 |
66.140 |
|
S3 |
65.847 |
65.993 |
66.140 |
|
S4 |
65.847 |
65.993 |
66.140 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.047 |
67.868 |
66.566 |
|
R3 |
67.272 |
67.093 |
66.353 |
|
R2 |
66.497 |
66.497 |
66.282 |
|
R1 |
66.318 |
66.318 |
66.211 |
66.408 |
PP |
65.722 |
65.722 |
65.722 |
65.766 |
S1 |
65.543 |
65.543 |
66.069 |
65.633 |
S2 |
64.947 |
64.947 |
65.998 |
|
S3 |
64.172 |
64.768 |
65.927 |
|
S4 |
63.397 |
63.993 |
65.714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.900 |
65.125 |
0.775 |
1.2% |
0.000 |
0.0% |
131% |
False |
False |
1 |
10 |
68.770 |
65.125 |
3.645 |
5.5% |
0.048 |
0.1% |
28% |
False |
False |
1 |
20 |
69.340 |
65.125 |
4.215 |
6.4% |
0.086 |
0.1% |
24% |
False |
False |
1 |
40 |
69.575 |
62.840 |
6.735 |
10.2% |
0.068 |
0.1% |
49% |
False |
False |
4 |
60 |
69.575 |
61.200 |
8.375 |
12.7% |
0.048 |
0.1% |
59% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.700 |
2.618 |
65.700 |
1.618 |
65.700 |
1.000 |
65.700 |
0.618 |
65.700 |
HIGH |
65.700 |
0.618 |
65.700 |
0.500 |
65.700 |
0.382 |
65.700 |
LOW |
65.700 |
0.618 |
65.700 |
1.000 |
65.700 |
1.618 |
65.700 |
2.618 |
65.700 |
4.250 |
65.700 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.993 |
65.917 |
PP |
65.847 |
65.693 |
S1 |
65.700 |
65.470 |
|