NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
64.575 |
64.500 |
-0.075 |
-0.1% |
67.300 |
| High |
64.900 |
64.925 |
0.025 |
0.0% |
68.150 |
| Low |
64.175 |
63.500 |
-0.675 |
-1.1% |
65.350 |
| Close |
64.650 |
64.990 |
0.340 |
0.5% |
66.520 |
| Range |
0.725 |
1.425 |
0.700 |
96.6% |
2.800 |
| ATR |
1.122 |
1.143 |
0.022 |
1.9% |
0.000 |
| Volume |
446 |
667 |
221 |
49.6% |
2,107 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.747 |
68.293 |
65.774 |
|
| R3 |
67.322 |
66.868 |
65.382 |
|
| R2 |
65.897 |
65.897 |
65.251 |
|
| R1 |
65.443 |
65.443 |
65.121 |
65.670 |
| PP |
64.472 |
64.472 |
64.472 |
64.585 |
| S1 |
64.018 |
64.018 |
64.859 |
64.245 |
| S2 |
63.047 |
63.047 |
64.729 |
|
| S3 |
61.622 |
62.593 |
64.598 |
|
| S4 |
60.197 |
61.168 |
64.206 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.073 |
73.597 |
68.060 |
|
| R3 |
72.273 |
70.797 |
67.290 |
|
| R2 |
69.473 |
69.473 |
67.033 |
|
| R1 |
67.997 |
67.997 |
66.777 |
67.335 |
| PP |
66.673 |
66.673 |
66.673 |
66.343 |
| S1 |
65.197 |
65.197 |
66.263 |
64.535 |
| S2 |
63.873 |
63.873 |
66.007 |
|
| S3 |
61.073 |
62.397 |
65.750 |
|
| S4 |
58.273 |
59.597 |
64.980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.150 |
63.500 |
3.650 |
5.6% |
1.315 |
2.0% |
41% |
False |
True |
497 |
| 10 |
68.150 |
63.500 |
4.650 |
7.2% |
1.380 |
2.1% |
32% |
False |
True |
343 |
| 20 |
68.150 |
63.500 |
4.650 |
7.2% |
1.021 |
1.6% |
32% |
False |
True |
177 |
| 40 |
69.000 |
63.500 |
5.500 |
8.5% |
0.756 |
1.2% |
27% |
False |
True |
91 |
| 60 |
69.275 |
61.900 |
7.375 |
11.3% |
0.625 |
1.0% |
42% |
False |
False |
64 |
| 80 |
69.275 |
60.550 |
8.725 |
13.4% |
0.469 |
0.7% |
51% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.981 |
|
2.618 |
68.656 |
|
1.618 |
67.231 |
|
1.000 |
66.350 |
|
0.618 |
65.806 |
|
HIGH |
64.925 |
|
0.618 |
64.381 |
|
0.500 |
64.213 |
|
0.382 |
64.044 |
|
LOW |
63.500 |
|
0.618 |
62.619 |
|
1.000 |
62.075 |
|
1.618 |
61.194 |
|
2.618 |
59.769 |
|
4.250 |
57.444 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
64.731 |
64.918 |
| PP |
64.472 |
64.847 |
| S1 |
64.213 |
64.775 |
|