NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.575 |
65.675 |
0.100 |
0.2% |
64.200 |
High |
66.175 |
66.125 |
-0.050 |
-0.1% |
66.450 |
Low |
65.050 |
63.825 |
-1.225 |
-1.9% |
63.225 |
Close |
65.770 |
64.180 |
-1.590 |
-2.4% |
65.980 |
Range |
1.125 |
2.300 |
1.175 |
104.4% |
3.225 |
ATR |
1.372 |
1.438 |
0.066 |
4.8% |
0.000 |
Volume |
13,024 |
17,509 |
4,485 |
34.4% |
9,658 |
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.610 |
70.195 |
65.445 |
|
R3 |
69.310 |
67.895 |
64.813 |
|
R2 |
67.010 |
67.010 |
64.602 |
|
R1 |
65.595 |
65.595 |
64.391 |
65.153 |
PP |
64.710 |
64.710 |
64.710 |
64.489 |
S1 |
63.295 |
63.295 |
63.969 |
62.853 |
S2 |
62.410 |
62.410 |
63.758 |
|
S3 |
60.110 |
60.995 |
63.548 |
|
S4 |
57.810 |
58.695 |
62.915 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.893 |
73.662 |
67.754 |
|
R3 |
71.668 |
70.437 |
66.867 |
|
R2 |
68.443 |
68.443 |
66.571 |
|
R1 |
67.212 |
67.212 |
66.276 |
67.828 |
PP |
65.218 |
65.218 |
65.218 |
65.526 |
S1 |
63.987 |
63.987 |
65.684 |
64.603 |
S2 |
61.993 |
61.993 |
65.389 |
|
S3 |
58.768 |
60.762 |
65.093 |
|
S4 |
55.543 |
57.537 |
64.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.100 |
63.825 |
3.275 |
5.1% |
1.530 |
2.4% |
11% |
False |
True |
10,731 |
10 |
67.100 |
63.225 |
3.875 |
6.0% |
1.438 |
2.2% |
25% |
False |
False |
6,025 |
20 |
68.075 |
62.400 |
5.675 |
8.8% |
1.458 |
2.3% |
31% |
False |
False |
3,407 |
40 |
68.750 |
62.400 |
6.350 |
9.9% |
1.379 |
2.1% |
28% |
False |
False |
1,772 |
60 |
68.750 |
61.700 |
7.050 |
11.0% |
1.020 |
1.6% |
35% |
False |
False |
1,189 |
80 |
68.750 |
59.910 |
8.840 |
13.8% |
0.802 |
1.2% |
48% |
False |
False |
892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.900 |
2.618 |
72.146 |
1.618 |
69.846 |
1.000 |
68.425 |
0.618 |
67.546 |
HIGH |
66.125 |
0.618 |
65.246 |
0.500 |
64.975 |
0.382 |
64.704 |
LOW |
63.825 |
0.618 |
62.404 |
1.000 |
61.525 |
1.618 |
60.104 |
2.618 |
57.804 |
4.250 |
54.050 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.975 |
65.400 |
PP |
64.710 |
64.993 |
S1 |
64.445 |
64.587 |
|