NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.700 |
66.400 |
0.700 |
1.1% |
65.125 |
High |
65.700 |
66.500 |
0.800 |
1.2% |
65.900 |
Low |
65.700 |
66.400 |
0.700 |
1.1% |
65.125 |
Close |
66.140 |
65.870 |
-0.270 |
-0.4% |
66.140 |
Range |
0.000 |
0.100 |
0.100 |
|
0.775 |
ATR |
0.642 |
0.622 |
-0.020 |
-3.1% |
0.000 |
Volume |
1 |
6 |
5 |
500.0% |
7 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.557 |
66.313 |
65.925 |
|
R3 |
66.457 |
66.213 |
65.898 |
|
R2 |
66.357 |
66.357 |
65.888 |
|
R1 |
66.113 |
66.113 |
65.879 |
66.185 |
PP |
66.257 |
66.257 |
66.257 |
66.293 |
S1 |
66.013 |
66.013 |
65.861 |
66.085 |
S2 |
66.157 |
66.157 |
65.852 |
|
S3 |
66.057 |
65.913 |
65.843 |
|
S4 |
65.957 |
65.813 |
65.815 |
|
|
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 |
66.500 |
65.240 |
1.260 |
1.9% |
0.020 |
0.0% |
50% |
True |
False |
2 |
10 |
67.950 |
65.125 |
2.825 |
4.3% |
0.058 |
0.1% |
26% |
False |
False |
2 |
20 |
69.340 |
65.125 |
4.215 |
6.4% |
0.091 |
0.1% |
18% |
False |
False |
2 |
40 |
69.575 |
62.840 |
6.735 |
10.2% |
0.070 |
0.1% |
45% |
False |
False |
5 |
60 |
69.575 |
61.640 |
7.935 |
12.0% |
0.050 |
0.1% |
53% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.925 |
2.618 |
66.762 |
1.618 |
66.662 |
1.000 |
66.600 |
0.618 |
66.562 |
HIGH |
66.500 |
0.618 |
66.462 |
0.500 |
66.450 |
0.382 |
66.438 |
LOW |
66.400 |
0.618 |
66.338 |
1.000 |
66.300 |
1.618 |
66.238 |
2.618 |
66.138 |
4.250 |
65.975 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.450 |
66.025 |
PP |
66.257 |
65.973 |
S1 |
66.063 |
65.922 |
|