NYMEX miNY Light Sweet Crude Oil Future July 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 |
63.475 |
64.000 |
0.525 |
0.8% |
68.050 |
| High |
64.300 |
64.250 |
-0.050 |
-0.1% |
68.075 |
| Low |
63.075 |
62.400 |
-0.675 |
-1.1% |
63.500 |
| Close |
63.990 |
63.160 |
-0.830 |
-1.3% |
63.860 |
| Range |
1.225 |
1.850 |
0.625 |
51.0% |
4.575 |
| ATR |
1.373 |
1.408 |
0.034 |
2.5% |
0.000 |
| Volume |
792 |
876 |
84 |
10.6% |
3,877 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.820 |
67.840 |
64.178 |
|
| R3 |
66.970 |
65.990 |
63.669 |
|
| R2 |
65.120 |
65.120 |
63.499 |
|
| R1 |
64.140 |
64.140 |
63.330 |
63.705 |
| PP |
63.270 |
63.270 |
63.270 |
63.053 |
| S1 |
62.290 |
62.290 |
62.990 |
61.855 |
| S2 |
61.420 |
61.420 |
62.821 |
|
| S3 |
59.570 |
60.440 |
62.651 |
|
| S4 |
57.720 |
58.590 |
62.143 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.870 |
75.940 |
66.376 |
|
| R3 |
74.295 |
71.365 |
65.118 |
|
| R2 |
69.720 |
69.720 |
64.699 |
|
| R1 |
66.790 |
66.790 |
64.279 |
65.968 |
| PP |
65.145 |
65.145 |
65.145 |
64.734 |
| S1 |
62.215 |
62.215 |
63.441 |
61.393 |
| S2 |
60.570 |
60.570 |
63.021 |
|
| S3 |
55.995 |
57.640 |
62.602 |
|
| S4 |
51.420 |
53.065 |
61.344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.700 |
62.400 |
3.300 |
5.2% |
1.465 |
2.3% |
23% |
False |
True |
967 |
| 10 |
68.075 |
62.400 |
5.675 |
9.0% |
1.518 |
2.4% |
13% |
False |
True |
754 |
| 20 |
68.450 |
62.400 |
6.050 |
9.6% |
1.484 |
2.3% |
13% |
False |
True |
452 |
| 40 |
68.750 |
61.700 |
7.050 |
11.2% |
1.136 |
1.8% |
21% |
False |
False |
259 |
| 60 |
68.750 |
60.220 |
8.530 |
13.5% |
0.813 |
1.3% |
34% |
False |
False |
173 |
| 80 |
68.750 |
55.150 |
13.600 |
21.5% |
0.610 |
1.0% |
59% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.113 |
|
2.618 |
69.093 |
|
1.618 |
67.243 |
|
1.000 |
66.100 |
|
0.618 |
65.393 |
|
HIGH |
64.250 |
|
0.618 |
63.543 |
|
0.500 |
63.325 |
|
0.382 |
63.107 |
|
LOW |
62.400 |
|
0.618 |
61.257 |
|
1.000 |
60.550 |
|
1.618 |
59.407 |
|
2.618 |
57.557 |
|
4.250 |
54.538 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.325 |
63.350 |
| PP |
63.270 |
63.287 |
| S1 |
63.215 |
63.223 |
|