NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.350 |
65.350 |
0.000 |
0.0% |
67.850 |
High |
65.450 |
65.725 |
0.275 |
0.4% |
68.000 |
Low |
65.250 |
64.550 |
-0.700 |
-1.1% |
66.550 |
Close |
65.560 |
65.830 |
0.270 |
0.4% |
67.530 |
Range |
0.200 |
1.175 |
0.975 |
487.5% |
1.450 |
ATR |
0.743 |
0.774 |
0.031 |
4.2% |
0.000 |
Volume |
9 |
14 |
5 |
55.6% |
30 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.893 |
68.537 |
66.476 |
|
R3 |
67.718 |
67.362 |
66.153 |
|
R2 |
66.543 |
66.543 |
66.045 |
|
R1 |
66.187 |
66.187 |
65.938 |
66.365 |
PP |
65.368 |
65.368 |
65.368 |
65.458 |
S1 |
65.012 |
65.012 |
65.722 |
65.190 |
S2 |
64.193 |
64.193 |
65.615 |
|
S3 |
63.018 |
63.837 |
65.507 |
|
S4 |
61.843 |
62.662 |
65.184 |
|
|
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 |
64.550 |
3.450 |
5.2% |
0.675 |
1.0% |
37% |
False |
True |
11 |
10 |
68.050 |
64.550 |
3.500 |
5.3% |
0.560 |
0.9% |
37% |
False |
True |
7 |
20 |
68.050 |
64.550 |
3.500 |
5.3% |
0.285 |
0.4% |
37% |
False |
True |
5 |
40 |
69.340 |
64.550 |
4.790 |
7.3% |
0.186 |
0.3% |
27% |
False |
True |
5 |
60 |
69.575 |
62.840 |
6.735 |
10.2% |
0.140 |
0.2% |
44% |
False |
False |
5 |
80 |
69.575 |
60.960 |
8.615 |
13.1% |
0.107 |
0.2% |
57% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.719 |
2.618 |
68.801 |
1.618 |
67.626 |
1.000 |
66.900 |
0.618 |
66.451 |
HIGH |
65.725 |
0.618 |
65.276 |
0.500 |
65.138 |
0.382 |
64.999 |
LOW |
64.550 |
0.618 |
63.824 |
1.000 |
63.375 |
1.618 |
62.649 |
2.618 |
61.474 |
4.250 |
59.556 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.599 |
65.645 |
PP |
65.368 |
65.460 |
S1 |
65.138 |
65.275 |
|