NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
61.525 |
61.900 |
0.375 |
0.6% |
61.675 |
| High |
62.500 |
62.525 |
0.025 |
0.0% |
62.575 |
| Low |
61.375 |
61.675 |
0.300 |
0.5% |
60.700 |
| Close |
61.810 |
62.370 |
0.560 |
0.9% |
62.370 |
| Range |
1.125 |
0.850 |
-0.275 |
-24.4% |
1.875 |
| ATR |
1.553 |
1.503 |
-0.050 |
-3.2% |
0.000 |
| Volume |
20,091 |
16,192 |
-3,899 |
-19.4% |
94,205 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.740 |
64.405 |
62.838 |
|
| R3 |
63.890 |
63.555 |
62.604 |
|
| R2 |
63.040 |
63.040 |
62.526 |
|
| R1 |
62.705 |
62.705 |
62.448 |
62.873 |
| PP |
62.190 |
62.190 |
62.190 |
62.274 |
| S1 |
61.855 |
61.855 |
62.292 |
62.023 |
| S2 |
61.340 |
61.340 |
62.214 |
|
| S3 |
60.490 |
61.005 |
62.136 |
|
| S4 |
59.640 |
60.155 |
61.903 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.507 |
66.813 |
63.401 |
|
| R3 |
65.632 |
64.938 |
62.886 |
|
| R2 |
63.757 |
63.757 |
62.714 |
|
| R1 |
63.063 |
63.063 |
62.542 |
63.410 |
| PP |
61.882 |
61.882 |
61.882 |
62.055 |
| S1 |
61.188 |
61.188 |
62.198 |
61.535 |
| S2 |
60.007 |
60.007 |
62.026 |
|
| S3 |
58.132 |
59.313 |
61.854 |
|
| S4 |
56.257 |
57.438 |
61.339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.575 |
60.700 |
1.875 |
3.0% |
1.260 |
2.0% |
89% |
False |
False |
18,841 |
| 10 |
66.625 |
60.700 |
5.925 |
9.5% |
1.415 |
2.3% |
28% |
False |
False |
18,937 |
| 20 |
67.050 |
60.700 |
6.350 |
10.2% |
1.594 |
2.6% |
26% |
False |
False |
15,902 |
| 40 |
68.200 |
60.250 |
7.950 |
12.7% |
1.528 |
2.4% |
27% |
False |
False |
8,384 |
| 60 |
68.200 |
59.500 |
8.700 |
13.9% |
1.388 |
2.2% |
33% |
False |
False |
5,601 |
| 80 |
68.200 |
53.500 |
14.700 |
23.6% |
1.202 |
1.9% |
60% |
False |
False |
4,202 |
| 100 |
68.200 |
53.100 |
15.100 |
24.2% |
1.046 |
1.7% |
61% |
False |
False |
3,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.138 |
|
2.618 |
64.750 |
|
1.618 |
63.900 |
|
1.000 |
63.375 |
|
0.618 |
63.050 |
|
HIGH |
62.525 |
|
0.618 |
62.200 |
|
0.500 |
62.100 |
|
0.382 |
62.000 |
|
LOW |
61.675 |
|
0.618 |
61.150 |
|
1.000 |
60.825 |
|
1.618 |
60.300 |
|
2.618 |
59.450 |
|
4.250 |
58.063 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
62.280 |
62.118 |
| PP |
62.190 |
61.865 |
| S1 |
62.100 |
61.613 |
|