NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.850 |
67.575 |
-0.275 |
-0.4% |
66.400 |
High |
67.875 |
68.000 |
0.125 |
0.2% |
68.050 |
Low |
67.850 |
67.550 |
-0.300 |
-0.4% |
66.275 |
Close |
67.430 |
67.950 |
0.520 |
0.8% |
67.860 |
Range |
0.025 |
0.450 |
0.425 |
1,700.0% |
1.775 |
ATR |
0.653 |
0.647 |
-0.006 |
-0.9% |
0.000 |
Volume |
1 |
2 |
1 |
100.0% |
30 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.183 |
69.017 |
68.198 |
|
R3 |
68.733 |
68.567 |
68.074 |
|
R2 |
68.283 |
68.283 |
68.033 |
|
R1 |
68.117 |
68.117 |
67.991 |
68.200 |
PP |
67.833 |
67.833 |
67.833 |
67.875 |
S1 |
67.667 |
67.667 |
67.909 |
67.750 |
S2 |
67.383 |
67.383 |
67.868 |
|
S3 |
66.933 |
67.217 |
67.826 |
|
S4 |
66.483 |
66.767 |
67.703 |
|
|
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 |
66.950 |
1.100 |
1.6% |
0.445 |
0.7% |
91% |
False |
False |
3 |
10 |
68.050 |
65.550 |
2.500 |
3.7% |
0.233 |
0.3% |
96% |
False |
False |
3 |
20 |
69.340 |
65.125 |
4.215 |
6.2% |
0.140 |
0.2% |
67% |
False |
False |
2 |
40 |
69.575 |
65.125 |
4.450 |
6.5% |
0.126 |
0.2% |
63% |
False |
False |
5 |
60 |
69.575 |
62.840 |
6.735 |
9.9% |
0.084 |
0.1% |
76% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.913 |
2.618 |
69.178 |
1.618 |
68.728 |
1.000 |
68.450 |
0.618 |
68.278 |
HIGH |
68.000 |
0.618 |
67.828 |
0.500 |
67.775 |
0.382 |
67.722 |
LOW |
67.550 |
0.618 |
67.272 |
1.000 |
67.100 |
1.618 |
66.822 |
2.618 |
66.372 |
4.250 |
65.638 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.892 |
67.892 |
PP |
67.833 |
67.833 |
S1 |
67.775 |
67.775 |
|