NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
66.400 |
66.275 |
-0.125 |
-0.2% |
65.125 |
High |
66.500 |
66.275 |
-0.225 |
-0.3% |
65.900 |
Low |
66.400 |
66.275 |
-0.125 |
-0.2% |
65.125 |
Close |
65.870 |
66.620 |
0.750 |
1.1% |
66.140 |
Range |
0.100 |
0.000 |
-0.100 |
-100.0% |
0.775 |
ATR |
0.622 |
0.607 |
-0.016 |
-2.5% |
0.000 |
Volume |
6 |
5 |
-1 |
-16.7% |
7 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.390 |
66.505 |
66.620 |
|
R3 |
66.390 |
66.505 |
66.620 |
|
R2 |
66.390 |
66.390 |
66.620 |
|
R1 |
66.505 |
66.505 |
66.620 |
66.448 |
PP |
66.390 |
66.390 |
66.390 |
66.361 |
S1 |
66.505 |
66.505 |
66.620 |
66.448 |
S2 |
66.390 |
66.390 |
66.620 |
|
S3 |
66.390 |
66.505 |
66.620 |
|
S4 |
66.390 |
66.505 |
66.620 |
|
|
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% |
110% |
False |
False |
2 |
10 |
67.375 |
65.125 |
2.250 |
3.4% |
0.058 |
0.1% |
66% |
False |
False |
2 |
20 |
69.340 |
65.125 |
4.215 |
6.3% |
0.091 |
0.1% |
35% |
False |
False |
2 |
40 |
69.575 |
62.840 |
6.735 |
10.1% |
0.070 |
0.1% |
56% |
False |
False |
5 |
60 |
69.575 |
61.640 |
7.935 |
11.9% |
0.050 |
0.1% |
63% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.275 |
2.618 |
66.275 |
1.618 |
66.275 |
1.000 |
66.275 |
0.618 |
66.275 |
HIGH |
66.275 |
0.618 |
66.275 |
0.500 |
66.275 |
0.382 |
66.275 |
LOW |
66.275 |
0.618 |
66.275 |
1.000 |
66.275 |
1.618 |
66.275 |
2.618 |
66.275 |
4.250 |
66.275 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.505 |
66.447 |
PP |
66.390 |
66.273 |
S1 |
66.275 |
66.100 |
|