NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.475 |
64.200 |
0.725 |
1.1% |
63.825 |
High |
64.200 |
64.650 |
0.450 |
0.7% |
64.300 |
Low |
63.400 |
63.550 |
0.150 |
0.2% |
62.400 |
Close |
64.120 |
63.890 |
-0.230 |
-0.4% |
64.120 |
Range |
0.800 |
1.100 |
0.300 |
37.5% |
1.900 |
ATR |
1.337 |
1.320 |
-0.017 |
-1.3% |
0.000 |
Volume |
1,000 |
665 |
-335 |
-33.5% |
4,610 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.330 |
66.710 |
64.495 |
|
R3 |
66.230 |
65.610 |
64.193 |
|
R2 |
65.130 |
65.130 |
64.092 |
|
R1 |
64.510 |
64.510 |
63.991 |
64.270 |
PP |
64.030 |
64.030 |
64.030 |
63.910 |
S1 |
63.410 |
63.410 |
63.789 |
63.170 |
S2 |
62.930 |
62.930 |
63.688 |
|
S3 |
61.830 |
62.310 |
63.588 |
|
S4 |
60.730 |
61.210 |
63.285 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.307 |
68.613 |
65.165 |
|
R3 |
67.407 |
66.713 |
64.643 |
|
R2 |
65.507 |
65.507 |
64.468 |
|
R1 |
64.813 |
64.813 |
64.294 |
65.160 |
PP |
63.607 |
63.607 |
63.607 |
63.780 |
S1 |
62.913 |
62.913 |
63.946 |
63.260 |
S2 |
61.707 |
61.707 |
63.772 |
|
S3 |
59.807 |
61.013 |
63.598 |
|
S4 |
57.907 |
59.113 |
63.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.650 |
62.400 |
2.250 |
3.5% |
1.195 |
1.9% |
66% |
True |
False |
809 |
10 |
67.700 |
62.400 |
5.300 |
8.3% |
1.363 |
2.1% |
28% |
False |
False |
847 |
20 |
68.075 |
62.400 |
5.675 |
8.9% |
1.459 |
2.3% |
26% |
False |
False |
567 |
40 |
68.750 |
61.900 |
6.850 |
10.7% |
1.209 |
1.9% |
29% |
False |
False |
318 |
60 |
68.750 |
60.250 |
8.500 |
13.3% |
0.862 |
1.3% |
43% |
False |
False |
213 |
80 |
68.750 |
55.650 |
13.100 |
20.5% |
0.646 |
1.0% |
63% |
False |
False |
160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.325 |
2.618 |
67.530 |
1.618 |
66.430 |
1.000 |
65.750 |
0.618 |
65.330 |
HIGH |
64.650 |
0.618 |
64.230 |
0.500 |
64.100 |
0.382 |
63.970 |
LOW |
63.550 |
0.618 |
62.870 |
1.000 |
62.450 |
1.618 |
61.770 |
2.618 |
60.670 |
4.250 |
58.875 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.100 |
63.860 |
PP |
64.030 |
63.830 |
S1 |
63.960 |
63.800 |
|