NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.700 |
64.675 |
0.975 |
1.5% |
68.700 |
High |
64.150 |
64.700 |
0.550 |
0.9% |
68.900 |
Low |
63.700 |
64.275 |
0.575 |
0.9% |
64.900 |
Close |
64.370 |
64.660 |
0.290 |
0.5% |
65.150 |
Range |
0.450 |
0.425 |
-0.025 |
-5.6% |
4.000 |
ATR |
0.898 |
0.864 |
-0.034 |
-3.8% |
0.000 |
Volume |
12 |
6 |
-6 |
-50.0% |
50 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.820 |
65.665 |
64.894 |
|
R3 |
65.395 |
65.240 |
64.777 |
|
R2 |
64.970 |
64.970 |
64.738 |
|
R1 |
64.815 |
64.815 |
64.699 |
64.680 |
PP |
64.545 |
64.545 |
64.545 |
64.478 |
S1 |
64.390 |
64.390 |
64.621 |
64.255 |
S2 |
64.120 |
64.120 |
64.582 |
|
S3 |
63.695 |
63.965 |
64.543 |
|
S4 |
63.270 |
63.540 |
64.426 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.317 |
75.733 |
67.350 |
|
R3 |
74.317 |
71.733 |
66.250 |
|
R2 |
70.317 |
70.317 |
65.883 |
|
R1 |
67.733 |
67.733 |
65.517 |
67.025 |
PP |
66.317 |
66.317 |
66.317 |
65.963 |
S1 |
63.733 |
63.733 |
64.783 |
63.025 |
S2 |
62.317 |
62.317 |
64.417 |
|
S3 |
58.317 |
59.733 |
64.050 |
|
S4 |
54.317 |
55.733 |
62.950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.350 |
63.700 |
2.650 |
4.1% |
0.740 |
1.1% |
36% |
False |
False |
9 |
10 |
68.900 |
63.700 |
5.200 |
8.0% |
0.893 |
1.4% |
18% |
False |
False |
9 |
20 |
69.000 |
63.700 |
5.300 |
8.2% |
0.695 |
1.1% |
18% |
False |
False |
6 |
40 |
69.275 |
62.200 |
7.075 |
10.9% |
0.429 |
0.7% |
35% |
False |
False |
9 |
60 |
69.275 |
60.650 |
8.625 |
13.3% |
0.360 |
0.6% |
46% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.506 |
2.618 |
65.813 |
1.618 |
65.388 |
1.000 |
65.125 |
0.618 |
64.963 |
HIGH |
64.700 |
0.618 |
64.538 |
0.500 |
64.488 |
0.382 |
64.437 |
LOW |
64.275 |
0.618 |
64.012 |
1.000 |
63.850 |
1.618 |
63.587 |
2.618 |
63.162 |
4.250 |
62.469 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.603 |
64.598 |
PP |
64.545 |
64.537 |
S1 |
64.488 |
64.475 |
|