NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.850 |
67.850 |
0.000 |
0.0% |
66.400 |
High |
67.850 |
67.875 |
0.025 |
0.0% |
68.050 |
Low |
67.850 |
67.850 |
0.000 |
0.0% |
66.275 |
Close |
68.770 |
67.430 |
-1.340 |
-1.9% |
67.860 |
Range |
0.000 |
0.025 |
0.025 |
|
1.775 |
ATR |
0.632 |
0.653 |
0.021 |
3.3% |
0.000 |
Volume |
3 |
1 |
-2 |
-66.7% |
30 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.793 |
67.637 |
67.444 |
|
R3 |
67.768 |
67.612 |
67.437 |
|
R2 |
67.743 |
67.743 |
67.435 |
|
R1 |
67.587 |
67.587 |
67.432 |
67.653 |
PP |
67.718 |
67.718 |
67.718 |
67.751 |
S1 |
67.562 |
67.562 |
67.428 |
67.628 |
S2 |
67.693 |
67.693 |
67.425 |
|
S3 |
67.668 |
67.537 |
67.423 |
|
S4 |
67.643 |
67.512 |
67.416 |
|
|
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% |
0.355 |
0.5% |
65% |
False |
False |
4 |
10 |
68.050 |
65.240 |
2.810 |
4.2% |
0.188 |
0.3% |
78% |
False |
False |
3 |
20 |
69.340 |
65.125 |
4.215 |
6.3% |
0.118 |
0.2% |
55% |
False |
False |
2 |
40 |
69.575 |
65.125 |
4.450 |
6.6% |
0.114 |
0.2% |
52% |
False |
False |
5 |
60 |
69.575 |
62.840 |
6.735 |
10.0% |
0.079 |
0.1% |
68% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.981 |
2.618 |
67.940 |
1.618 |
67.915 |
1.000 |
67.900 |
0.618 |
67.890 |
HIGH |
67.875 |
0.618 |
67.865 |
0.500 |
67.863 |
0.382 |
67.860 |
LOW |
67.850 |
0.618 |
67.835 |
1.000 |
67.825 |
1.618 |
67.810 |
2.618 |
67.785 |
4.250 |
67.744 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.863 |
67.675 |
PP |
67.718 |
67.593 |
S1 |
67.574 |
67.512 |
|