NYMEX miNY Light Sweet Crude Oil Future August 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 |
64.500 |
63.700 |
-0.800 |
-1.2% |
68.700 |
| High |
65.250 |
64.150 |
-1.100 |
-1.7% |
68.900 |
| Low |
64.475 |
63.700 |
-0.775 |
-1.2% |
64.900 |
| Close |
65.090 |
64.370 |
-0.720 |
-1.1% |
65.150 |
| Range |
0.775 |
0.450 |
-0.325 |
-41.9% |
4.000 |
| ATR |
0.860 |
0.898 |
0.038 |
4.4% |
0.000 |
| Volume |
5 |
12 |
7 |
140.0% |
50 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.423 |
65.347 |
64.618 |
|
| R3 |
64.973 |
64.897 |
64.494 |
|
| R2 |
64.523 |
64.523 |
64.453 |
|
| R1 |
64.447 |
64.447 |
64.411 |
64.485 |
| PP |
64.073 |
64.073 |
64.073 |
64.093 |
| S1 |
63.997 |
63.997 |
64.329 |
64.035 |
| S2 |
63.623 |
63.623 |
64.288 |
|
| S3 |
63.173 |
63.547 |
64.246 |
|
| S4 |
62.723 |
63.097 |
64.123 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.317 |
75.733 |
67.350 |
|
| R3 |
74.317 |
71.733 |
66.250 |
|
| R2 |
70.317 |
70.317 |
65.883 |
|
| R1 |
67.733 |
67.733 |
65.517 |
67.025 |
| PP |
66.317 |
66.317 |
66.317 |
65.963 |
| S1 |
63.733 |
63.733 |
64.783 |
63.025 |
| S2 |
62.317 |
62.317 |
64.417 |
|
| S3 |
58.317 |
59.733 |
64.050 |
|
| S4 |
54.317 |
55.733 |
62.950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.500 |
63.700 |
2.800 |
4.3% |
0.815 |
1.3% |
24% |
False |
True |
11 |
| 10 |
68.900 |
63.700 |
5.200 |
8.1% |
0.910 |
1.4% |
13% |
False |
True |
9 |
| 20 |
69.000 |
63.700 |
5.300 |
8.2% |
0.674 |
1.0% |
13% |
False |
True |
6 |
| 40 |
69.275 |
61.900 |
7.375 |
11.5% |
0.474 |
0.7% |
33% |
False |
False |
8 |
| 60 |
69.275 |
60.650 |
8.625 |
13.4% |
0.353 |
0.5% |
43% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.063 |
|
2.618 |
65.328 |
|
1.618 |
64.878 |
|
1.000 |
64.600 |
|
0.618 |
64.428 |
|
HIGH |
64.150 |
|
0.618 |
63.978 |
|
0.500 |
63.925 |
|
0.382 |
63.872 |
|
LOW |
63.700 |
|
0.618 |
63.422 |
|
1.000 |
63.250 |
|
1.618 |
62.972 |
|
2.618 |
62.522 |
|
4.250 |
61.788 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
64.222 |
64.475 |
| PP |
64.073 |
64.440 |
| S1 |
63.925 |
64.405 |
|