NYMEX miNY Light Sweet Crude Oil Future August 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 |
66.625 |
67.150 |
0.525 |
0.8% |
65.350 |
| High |
67.325 |
67.150 |
-0.175 |
-0.3% |
67.275 |
| Low |
66.325 |
65.350 |
-0.975 |
-1.5% |
64.750 |
| Close |
67.020 |
65.630 |
-1.390 |
-2.1% |
67.050 |
| Range |
1.000 |
1.800 |
0.800 |
80.0% |
2.525 |
| ATR |
1.028 |
1.083 |
0.055 |
5.4% |
0.000 |
| Volume |
396 |
607 |
211 |
53.3% |
103 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.443 |
70.337 |
66.620 |
|
| R3 |
69.643 |
68.537 |
66.125 |
|
| R2 |
67.843 |
67.843 |
65.960 |
|
| R1 |
66.737 |
66.737 |
65.795 |
66.390 |
| PP |
66.043 |
66.043 |
66.043 |
65.870 |
| S1 |
64.937 |
64.937 |
65.465 |
64.590 |
| S2 |
64.243 |
64.243 |
65.300 |
|
| S3 |
62.443 |
63.137 |
65.135 |
|
| S4 |
60.643 |
61.337 |
64.640 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.933 |
73.017 |
68.439 |
|
| R3 |
71.408 |
70.492 |
67.744 |
|
| R2 |
68.883 |
68.883 |
67.513 |
|
| R1 |
67.967 |
67.967 |
67.281 |
68.425 |
| PP |
66.358 |
66.358 |
66.358 |
66.588 |
| S1 |
65.442 |
65.442 |
66.819 |
65.900 |
| S2 |
63.833 |
63.833 |
66.587 |
|
| S3 |
61.308 |
62.917 |
66.356 |
|
| S4 |
58.783 |
60.392 |
65.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.150 |
65.350 |
2.800 |
4.3% |
1.420 |
2.2% |
10% |
False |
True |
308 |
| 10 |
68.150 |
64.750 |
3.400 |
5.2% |
1.115 |
1.7% |
26% |
False |
False |
161 |
| 20 |
68.900 |
63.700 |
5.200 |
7.9% |
1.004 |
1.5% |
37% |
False |
False |
85 |
| 40 |
69.275 |
63.700 |
5.575 |
8.5% |
0.693 |
1.1% |
35% |
False |
False |
47 |
| 60 |
69.275 |
61.900 |
7.375 |
11.2% |
0.545 |
0.8% |
51% |
False |
False |
33 |
| 80 |
69.275 |
60.410 |
8.865 |
13.5% |
0.409 |
0.6% |
59% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.800 |
|
2.618 |
71.862 |
|
1.618 |
70.062 |
|
1.000 |
68.950 |
|
0.618 |
68.262 |
|
HIGH |
67.150 |
|
0.618 |
66.462 |
|
0.500 |
66.250 |
|
0.382 |
66.038 |
|
LOW |
65.350 |
|
0.618 |
64.238 |
|
1.000 |
63.550 |
|
1.618 |
62.438 |
|
2.618 |
60.638 |
|
4.250 |
57.700 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
66.250 |
66.675 |
| PP |
66.043 |
66.327 |
| S1 |
65.837 |
65.978 |
|