NYMEX miNY Light Sweet Crude Oil Future July 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
63.900 |
64.600 |
0.700 |
1.1% |
63.825 |
| High |
64.675 |
64.775 |
0.100 |
0.2% |
64.300 |
| Low |
63.475 |
63.225 |
-0.250 |
-0.4% |
62.400 |
| Close |
64.600 |
63.950 |
-0.650 |
-1.0% |
64.120 |
| Range |
1.200 |
1.550 |
0.350 |
29.2% |
1.900 |
| ATR |
1.312 |
1.329 |
0.017 |
1.3% |
0.000 |
| Volume |
1,214 |
1,591 |
377 |
31.1% |
4,610 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.633 |
67.842 |
64.803 |
|
| R3 |
67.083 |
66.292 |
64.376 |
|
| R2 |
65.533 |
65.533 |
64.234 |
|
| R1 |
64.742 |
64.742 |
64.092 |
64.363 |
| PP |
63.983 |
63.983 |
63.983 |
63.794 |
| S1 |
63.192 |
63.192 |
63.808 |
62.813 |
| S2 |
62.433 |
62.433 |
63.666 |
|
| S3 |
60.883 |
61.642 |
63.524 |
|
| S4 |
59.333 |
60.092 |
63.098 |
|
|
| 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 |
64.775 |
62.950 |
1.825 |
2.9% |
1.130 |
1.8% |
55% |
True |
False |
1,036 |
| 10 |
65.700 |
62.400 |
3.300 |
5.2% |
1.298 |
2.0% |
47% |
False |
False |
1,002 |
| 20 |
68.075 |
62.400 |
5.675 |
8.9% |
1.445 |
2.3% |
27% |
False |
False |
697 |
| 40 |
68.750 |
61.900 |
6.850 |
10.7% |
1.265 |
2.0% |
30% |
False |
False |
388 |
| 60 |
68.750 |
61.700 |
7.050 |
11.0% |
0.908 |
1.4% |
32% |
False |
False |
259 |
| 80 |
68.750 |
56.680 |
12.070 |
18.9% |
0.681 |
1.1% |
60% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.363 |
|
2.618 |
68.833 |
|
1.618 |
67.283 |
|
1.000 |
66.325 |
|
0.618 |
65.733 |
|
HIGH |
64.775 |
|
0.618 |
64.183 |
|
0.500 |
64.000 |
|
0.382 |
63.817 |
|
LOW |
63.225 |
|
0.618 |
62.267 |
|
1.000 |
61.675 |
|
1.618 |
60.717 |
|
2.618 |
59.167 |
|
4.250 |
56.638 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
64.000 |
64.000 |
| PP |
63.983 |
63.983 |
| S1 |
63.967 |
63.967 |
|