NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
65.350 |
65.000 |
-0.350 |
-0.5% |
65.150 |
| High |
65.800 |
65.700 |
-0.100 |
-0.2% |
65.250 |
| Low |
65.150 |
64.800 |
-0.350 |
-0.5% |
63.700 |
| Close |
65.020 |
65.760 |
0.740 |
1.1% |
65.270 |
| Range |
0.650 |
0.900 |
0.250 |
38.5% |
1.550 |
| ATR |
0.822 |
0.828 |
0.006 |
0.7% |
0.000 |
| Volume |
2 |
13 |
11 |
550.0% |
50 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.120 |
67.840 |
66.255 |
|
| R3 |
67.220 |
66.940 |
66.008 |
|
| R2 |
66.320 |
66.320 |
65.925 |
|
| R1 |
66.040 |
66.040 |
65.843 |
66.180 |
| PP |
65.420 |
65.420 |
65.420 |
65.490 |
| S1 |
65.140 |
65.140 |
65.678 |
65.280 |
| S2 |
64.520 |
64.520 |
65.595 |
|
| S3 |
63.620 |
64.240 |
65.513 |
|
| S4 |
62.720 |
63.340 |
65.265 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.390 |
68.880 |
66.123 |
|
| R3 |
67.840 |
67.330 |
65.696 |
|
| R2 |
66.290 |
66.290 |
65.554 |
|
| R1 |
65.780 |
65.780 |
65.412 |
66.035 |
| PP |
64.740 |
64.740 |
64.740 |
64.868 |
| S1 |
64.230 |
64.230 |
65.128 |
64.485 |
| S2 |
63.190 |
63.190 |
64.986 |
|
| S3 |
61.640 |
62.680 |
64.844 |
|
| S4 |
60.090 |
61.130 |
64.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.800 |
63.700 |
2.100 |
3.2% |
0.485 |
0.7% |
98% |
False |
False |
8 |
| 10 |
67.100 |
63.700 |
3.400 |
5.2% |
0.735 |
1.1% |
61% |
False |
False |
10 |
| 20 |
68.900 |
63.700 |
5.200 |
7.9% |
0.700 |
1.1% |
40% |
False |
False |
7 |
| 40 |
69.275 |
62.500 |
6.775 |
10.3% |
0.468 |
0.7% |
48% |
False |
False |
9 |
| 60 |
69.275 |
61.240 |
8.035 |
12.2% |
0.385 |
0.6% |
56% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.525 |
|
2.618 |
68.056 |
|
1.618 |
67.156 |
|
1.000 |
66.600 |
|
0.618 |
66.256 |
|
HIGH |
65.700 |
|
0.618 |
65.356 |
|
0.500 |
65.250 |
|
0.382 |
65.144 |
|
LOW |
64.800 |
|
0.618 |
64.244 |
|
1.000 |
63.900 |
|
1.618 |
63.344 |
|
2.618 |
62.444 |
|
4.250 |
60.975 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
65.590 |
65.607 |
| PP |
65.420 |
65.453 |
| S1 |
65.250 |
65.300 |
|