NYMEX miNY Light Sweet Crude Oil Future September 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
67.350 |
67.850 |
0.500 |
0.7% |
66.400 |
| High |
68.000 |
67.850 |
-0.150 |
-0.2% |
68.050 |
| Low |
67.350 |
67.850 |
0.500 |
0.7% |
66.275 |
| Close |
67.860 |
68.770 |
0.910 |
1.3% |
67.860 |
| Range |
0.650 |
0.000 |
-0.650 |
-100.0% |
1.775 |
| ATR |
0.680 |
0.632 |
-0.048 |
-7.0% |
0.000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
30 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.157 |
68.463 |
68.770 |
|
| R3 |
68.157 |
68.463 |
68.770 |
|
| R2 |
68.157 |
68.157 |
68.770 |
|
| R1 |
68.463 |
68.463 |
68.770 |
68.310 |
| PP |
68.157 |
68.157 |
68.157 |
68.080 |
| S1 |
68.463 |
68.463 |
68.770 |
68.310 |
| S2 |
68.157 |
68.157 |
68.770 |
|
| S3 |
68.157 |
68.463 |
68.770 |
|
| S4 |
68.157 |
68.463 |
68.770 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.720 |
72.065 |
68.836 |
|
| R3 |
70.945 |
70.290 |
68.348 |
|
| R2 |
69.170 |
69.170 |
68.185 |
|
| R1 |
68.515 |
68.515 |
68.023 |
68.843 |
| PP |
67.395 |
67.395 |
67.395 |
67.559 |
| S1 |
66.740 |
66.740 |
67.697 |
67.068 |
| S2 |
65.620 |
65.620 |
67.535 |
|
| S3 |
63.845 |
64.965 |
67.372 |
|
| S4 |
62.070 |
63.190 |
66.884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.050 |
66.275 |
1.775 |
2.6% |
0.350 |
0.5% |
141% |
False |
False |
5 |
| 10 |
68.050 |
65.240 |
2.810 |
4.1% |
0.185 |
0.3% |
126% |
False |
False |
3 |
| 20 |
69.340 |
65.125 |
4.215 |
6.1% |
0.116 |
0.2% |
86% |
False |
False |
2 |
| 40 |
69.575 |
65.125 |
4.450 |
6.5% |
0.114 |
0.2% |
82% |
False |
False |
5 |
| 60 |
69.575 |
62.840 |
6.735 |
9.8% |
0.079 |
0.1% |
88% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.850 |
|
2.618 |
67.850 |
|
1.618 |
67.850 |
|
1.000 |
67.850 |
|
0.618 |
67.850 |
|
HIGH |
67.850 |
|
0.618 |
67.850 |
|
0.500 |
67.850 |
|
0.382 |
67.850 |
|
LOW |
67.850 |
|
0.618 |
67.850 |
|
1.000 |
67.850 |
|
1.618 |
67.850 |
|
2.618 |
67.850 |
|
4.250 |
67.850 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
68.463 |
68.347 |
| PP |
68.157 |
67.923 |
| S1 |
67.850 |
67.500 |
|