NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
61.675 |
61.650 |
-0.025 |
0.0% |
66.425 |
| High |
62.050 |
62.575 |
0.525 |
0.8% |
66.625 |
| Low |
60.850 |
61.200 |
0.350 |
0.6% |
61.575 |
| Close |
61.470 |
62.260 |
0.790 |
1.3% |
61.930 |
| Range |
1.200 |
1.375 |
0.175 |
14.6% |
5.050 |
| ATR |
1.588 |
1.573 |
-0.015 |
-1.0% |
0.000 |
| Volume |
19,785 |
17,370 |
-2,415 |
-12.2% |
95,173 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.137 |
65.573 |
63.016 |
|
| R3 |
64.762 |
64.198 |
62.638 |
|
| R2 |
63.387 |
63.387 |
62.512 |
|
| R1 |
62.823 |
62.823 |
62.386 |
63.105 |
| PP |
62.012 |
62.012 |
62.012 |
62.153 |
| S1 |
61.448 |
61.448 |
62.134 |
61.730 |
| S2 |
60.637 |
60.637 |
62.008 |
|
| S3 |
59.262 |
60.073 |
61.882 |
|
| S4 |
57.887 |
58.698 |
61.504 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.527 |
75.278 |
64.708 |
|
| R3 |
73.477 |
70.228 |
63.319 |
|
| R2 |
68.427 |
68.427 |
62.856 |
|
| R1 |
65.178 |
65.178 |
62.393 |
64.278 |
| PP |
63.377 |
63.377 |
63.377 |
62.926 |
| S1 |
60.128 |
60.128 |
61.467 |
59.228 |
| S2 |
58.327 |
58.327 |
61.004 |
|
| S3 |
53.277 |
55.078 |
60.541 |
|
| S4 |
48.227 |
50.028 |
59.153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.675 |
60.850 |
3.825 |
6.1% |
1.480 |
2.4% |
37% |
False |
False |
19,845 |
| 10 |
66.650 |
60.850 |
5.800 |
9.3% |
1.555 |
2.5% |
24% |
False |
False |
19,506 |
| 20 |
67.050 |
60.850 |
6.200 |
10.0% |
1.589 |
2.6% |
23% |
False |
False |
13,306 |
| 40 |
68.200 |
60.250 |
7.950 |
12.8% |
1.507 |
2.4% |
25% |
False |
False |
6,961 |
| 60 |
68.200 |
59.500 |
8.700 |
14.0% |
1.379 |
2.2% |
32% |
False |
False |
4,651 |
| 80 |
68.200 |
53.100 |
15.100 |
24.3% |
1.206 |
1.9% |
61% |
False |
False |
3,489 |
| 100 |
68.200 |
53.100 |
15.100 |
24.3% |
1.009 |
1.6% |
61% |
False |
False |
2,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.419 |
|
2.618 |
66.175 |
|
1.618 |
64.800 |
|
1.000 |
63.950 |
|
0.618 |
63.425 |
|
HIGH |
62.575 |
|
0.618 |
62.050 |
|
0.500 |
61.888 |
|
0.382 |
61.725 |
|
LOW |
61.200 |
|
0.618 |
60.350 |
|
1.000 |
59.825 |
|
1.618 |
58.975 |
|
2.618 |
57.600 |
|
4.250 |
55.356 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
62.136 |
62.219 |
| PP |
62.012 |
62.178 |
| S1 |
61.888 |
62.138 |
|