NYMEX miNY Light Sweet Crude Oil Future July 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 |
63.150 |
63.475 |
0.325 |
0.5% |
63.825 |
High |
63.950 |
64.200 |
0.250 |
0.4% |
64.300 |
Low |
62.950 |
63.400 |
0.450 |
0.7% |
62.400 |
Close |
63.430 |
64.120 |
0.690 |
1.1% |
64.120 |
Range |
1.000 |
0.800 |
-0.200 |
-20.0% |
1.900 |
ATR |
1.378 |
1.337 |
-0.041 |
-3.0% |
0.000 |
Volume |
712 |
1,000 |
288 |
40.4% |
4,610 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.307 |
66.013 |
64.560 |
|
R3 |
65.507 |
65.213 |
64.340 |
|
R2 |
64.707 |
64.707 |
64.267 |
|
R1 |
64.413 |
64.413 |
64.193 |
64.560 |
PP |
63.907 |
63.907 |
63.907 |
63.980 |
S1 |
63.613 |
63.613 |
64.047 |
63.760 |
S2 |
63.107 |
63.107 |
63.973 |
|
S3 |
62.307 |
62.813 |
63.900 |
|
S4 |
61.507 |
62.013 |
63.680 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.307 |
68.613 |
65.165 |
|
R3 |
67.407 |
66.713 |
64.643 |
|
R2 |
65.507 |
65.507 |
64.468 |
|
R1 |
64.813 |
64.813 |
64.294 |
65.160 |
PP |
63.607 |
63.607 |
63.607 |
63.780 |
S1 |
62.913 |
62.913 |
63.946 |
63.260 |
S2 |
61.707 |
61.707 |
63.772 |
|
S3 |
59.807 |
61.013 |
63.598 |
|
S4 |
57.907 |
59.113 |
63.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.300 |
62.400 |
1.900 |
3.0% |
1.215 |
1.9% |
91% |
False |
False |
922 |
10 |
68.075 |
62.400 |
5.675 |
8.9% |
1.360 |
2.1% |
30% |
False |
False |
848 |
20 |
68.075 |
62.400 |
5.675 |
8.9% |
1.474 |
2.3% |
30% |
False |
False |
536 |
40 |
68.750 |
61.700 |
7.050 |
11.0% |
1.181 |
1.8% |
34% |
False |
False |
302 |
60 |
68.750 |
60.250 |
8.500 |
13.3% |
0.843 |
1.3% |
46% |
False |
False |
202 |
80 |
68.750 |
55.650 |
13.100 |
20.4% |
0.633 |
1.0% |
65% |
False |
False |
151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.600 |
2.618 |
66.294 |
1.618 |
65.494 |
1.000 |
65.000 |
0.618 |
64.694 |
HIGH |
64.200 |
0.618 |
63.894 |
0.500 |
63.800 |
0.382 |
63.706 |
LOW |
63.400 |
0.618 |
62.906 |
1.000 |
62.600 |
1.618 |
62.106 |
2.618 |
61.306 |
4.250 |
60.000 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.013 |
63.855 |
PP |
63.907 |
63.590 |
S1 |
63.800 |
63.325 |
|