NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 25-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.950 |
67.350 |
-0.600 |
-0.9% |
67.850 |
High |
68.000 |
67.475 |
-0.525 |
-0.8% |
68.000 |
Low |
66.550 |
67.200 |
0.650 |
1.0% |
66.550 |
Close |
66.740 |
67.530 |
0.790 |
1.2% |
67.530 |
Range |
1.450 |
0.275 |
-1.175 |
-81.0% |
1.450 |
ATR |
0.704 |
0.706 |
0.002 |
0.3% |
0.000 |
Volume |
7 |
17 |
10 |
142.9% |
30 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.227 |
68.153 |
67.681 |
|
R3 |
67.952 |
67.878 |
67.606 |
|
R2 |
67.677 |
67.677 |
67.580 |
|
R1 |
67.603 |
67.603 |
67.555 |
67.640 |
PP |
67.402 |
67.402 |
67.402 |
67.420 |
S1 |
67.328 |
67.328 |
67.505 |
67.365 |
S2 |
67.127 |
67.127 |
67.480 |
|
S3 |
66.852 |
67.053 |
67.454 |
|
S4 |
66.577 |
66.778 |
67.379 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.710 |
71.070 |
68.328 |
|
R3 |
70.260 |
69.620 |
67.929 |
|
R2 |
68.810 |
68.810 |
67.796 |
|
R1 |
68.170 |
68.170 |
67.663 |
67.765 |
PP |
67.360 |
67.360 |
67.360 |
67.158 |
S1 |
66.720 |
66.720 |
67.397 |
66.315 |
S2 |
65.910 |
65.910 |
67.264 |
|
S3 |
64.460 |
65.270 |
67.131 |
|
S4 |
63.010 |
63.820 |
66.733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.000 |
66.550 |
1.450 |
2.1% |
0.440 |
0.7% |
68% |
False |
False |
6 |
10 |
68.050 |
66.275 |
1.775 |
2.6% |
0.405 |
0.6% |
71% |
False |
False |
6 |
20 |
68.770 |
65.125 |
3.645 |
5.4% |
0.226 |
0.3% |
66% |
False |
False |
3 |
40 |
69.575 |
65.125 |
4.450 |
6.6% |
0.169 |
0.2% |
54% |
False |
False |
6 |
60 |
69.575 |
62.840 |
6.735 |
10.0% |
0.113 |
0.2% |
70% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.644 |
2.618 |
68.195 |
1.618 |
67.920 |
1.000 |
67.750 |
0.618 |
67.645 |
HIGH |
67.475 |
0.618 |
67.370 |
0.500 |
67.338 |
0.382 |
67.305 |
LOW |
67.200 |
0.618 |
67.030 |
1.000 |
66.925 |
1.618 |
66.755 |
2.618 |
66.480 |
4.250 |
66.031 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.466 |
67.445 |
PP |
67.402 |
67.360 |
S1 |
67.338 |
67.275 |
|