NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
66.950 |
67.350 |
0.400 |
0.6% |
66.400 |
High |
68.050 |
68.000 |
-0.050 |
-0.1% |
68.050 |
Low |
66.950 |
67.350 |
0.400 |
0.6% |
66.275 |
Close |
67.890 |
67.860 |
-0.030 |
0.0% |
67.860 |
Range |
1.100 |
0.650 |
-0.450 |
-40.9% |
1.775 |
ATR |
0.682 |
0.680 |
-0.002 |
-0.3% |
0.000 |
Volume |
5 |
8 |
3 |
60.0% |
30 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.687 |
69.423 |
68.218 |
|
R3 |
69.037 |
68.773 |
68.039 |
|
R2 |
68.387 |
68.387 |
67.979 |
|
R1 |
68.123 |
68.123 |
67.920 |
68.255 |
PP |
67.737 |
67.737 |
67.737 |
67.803 |
S1 |
67.473 |
67.473 |
67.800 |
67.605 |
S2 |
67.087 |
67.087 |
67.741 |
|
S3 |
66.437 |
66.823 |
67.681 |
|
S4 |
65.787 |
66.173 |
67.503 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.720 |
72.065 |
68.836 |
|
R3 |
70.945 |
70.290 |
68.348 |
|
R2 |
69.170 |
69.170 |
68.185 |
|
R1 |
68.515 |
68.515 |
68.023 |
68.843 |
PP |
67.395 |
67.395 |
67.395 |
67.559 |
S1 |
66.740 |
66.740 |
67.697 |
67.068 |
S2 |
65.620 |
65.620 |
67.535 |
|
S3 |
63.845 |
64.965 |
67.372 |
|
S4 |
62.070 |
63.190 |
66.884 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.050 |
66.275 |
1.775 |
2.6% |
0.370 |
0.5% |
89% |
False |
False |
6 |
10 |
68.050 |
65.125 |
2.925 |
4.3% |
0.185 |
0.3% |
94% |
False |
False |
3 |
20 |
69.340 |
65.125 |
4.215 |
6.2% |
0.179 |
0.3% |
65% |
False |
False |
2 |
40 |
69.575 |
65.125 |
4.450 |
6.6% |
0.114 |
0.2% |
61% |
False |
False |
5 |
60 |
69.575 |
62.840 |
6.735 |
9.9% |
0.079 |
0.1% |
75% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.763 |
2.618 |
69.702 |
1.618 |
69.052 |
1.000 |
68.650 |
0.618 |
68.402 |
HIGH |
68.000 |
0.618 |
67.752 |
0.500 |
67.675 |
0.382 |
67.598 |
LOW |
67.350 |
0.618 |
66.948 |
1.000 |
66.700 |
1.618 |
66.298 |
2.618 |
65.648 |
4.250 |
64.588 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.798 |
67.628 |
PP |
67.737 |
67.395 |
S1 |
67.675 |
67.163 |
|