NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
61.650 |
62.200 |
0.550 |
0.9% |
66.425 |
| High |
62.575 |
62.450 |
-0.125 |
-0.2% |
66.625 |
| Low |
61.200 |
60.700 |
-0.500 |
-0.8% |
61.575 |
| Close |
62.260 |
61.550 |
-0.710 |
-1.1% |
61.930 |
| Range |
1.375 |
1.750 |
0.375 |
27.3% |
5.050 |
| ATR |
1.573 |
1.586 |
0.013 |
0.8% |
0.000 |
| Volume |
17,370 |
20,767 |
3,397 |
19.6% |
95,173 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.817 |
65.933 |
62.513 |
|
| R3 |
65.067 |
64.183 |
62.031 |
|
| R2 |
63.317 |
63.317 |
61.871 |
|
| R1 |
62.433 |
62.433 |
61.710 |
62.000 |
| PP |
61.567 |
61.567 |
61.567 |
61.350 |
| S1 |
60.683 |
60.683 |
61.390 |
60.250 |
| S2 |
59.817 |
59.817 |
61.229 |
|
| S3 |
58.067 |
58.933 |
61.069 |
|
| S4 |
56.317 |
57.183 |
60.588 |
|
|
| 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 |
64.075 |
60.700 |
3.375 |
5.5% |
1.505 |
2.4% |
25% |
False |
True |
20,186 |
| 10 |
66.650 |
60.700 |
5.950 |
9.7% |
1.585 |
2.6% |
14% |
False |
True |
19,121 |
| 20 |
67.050 |
60.700 |
6.350 |
10.3% |
1.633 |
2.7% |
13% |
False |
True |
14,250 |
| 40 |
68.200 |
60.250 |
7.950 |
12.9% |
1.528 |
2.5% |
16% |
False |
False |
7,479 |
| 60 |
68.200 |
59.500 |
8.700 |
14.1% |
1.381 |
2.2% |
24% |
False |
False |
4,997 |
| 80 |
68.200 |
53.100 |
15.100 |
24.5% |
1.228 |
2.0% |
56% |
False |
False |
3,749 |
| 100 |
68.200 |
53.100 |
15.100 |
24.5% |
1.026 |
1.7% |
56% |
False |
False |
3,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.888 |
|
2.618 |
67.032 |
|
1.618 |
65.282 |
|
1.000 |
64.200 |
|
0.618 |
63.532 |
|
HIGH |
62.450 |
|
0.618 |
61.782 |
|
0.500 |
61.575 |
|
0.382 |
61.369 |
|
LOW |
60.700 |
|
0.618 |
59.619 |
|
1.000 |
58.950 |
|
1.618 |
57.869 |
|
2.618 |
56.119 |
|
4.250 |
53.263 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
61.575 |
61.638 |
| PP |
61.567 |
61.608 |
| S1 |
61.558 |
61.579 |
|