NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.075 |
66.050 |
-0.025 |
0.0% |
62.350 |
High |
66.775 |
66.675 |
-0.100 |
-0.1% |
66.800 |
Low |
65.500 |
65.075 |
-0.425 |
-0.6% |
62.225 |
Close |
65.870 |
65.940 |
0.070 |
0.1% |
65.870 |
Range |
1.275 |
1.600 |
0.325 |
25.5% |
4.575 |
ATR |
1.737 |
1.727 |
-0.010 |
-0.6% |
0.000 |
Volume |
32,659 |
26,504 |
-6,155 |
-18.8% |
101,618 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.697 |
69.918 |
66.820 |
|
R3 |
69.097 |
68.318 |
66.380 |
|
R2 |
67.497 |
67.497 |
66.233 |
|
R1 |
66.718 |
66.718 |
66.087 |
66.308 |
PP |
65.897 |
65.897 |
65.897 |
65.691 |
S1 |
65.118 |
65.118 |
65.793 |
64.708 |
S2 |
64.297 |
64.297 |
65.647 |
|
S3 |
62.697 |
63.518 |
65.500 |
|
S4 |
61.097 |
61.918 |
65.060 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.690 |
76.855 |
68.386 |
|
R3 |
74.115 |
72.280 |
67.128 |
|
R2 |
69.540 |
69.540 |
66.709 |
|
R1 |
67.705 |
67.705 |
66.289 |
68.623 |
PP |
64.965 |
64.965 |
64.965 |
65.424 |
S1 |
63.130 |
63.130 |
65.451 |
64.048 |
S2 |
60.390 |
60.390 |
65.031 |
|
S3 |
55.815 |
58.555 |
64.612 |
|
S4 |
51.240 |
53.980 |
63.354 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.800 |
62.225 |
4.575 |
6.9% |
2.385 |
3.6% |
81% |
False |
False |
21,939 |
10 |
66.800 |
59.150 |
7.650 |
11.6% |
1.830 |
2.8% |
89% |
False |
False |
18,928 |
20 |
66.800 |
58.850 |
7.950 |
12.1% |
1.611 |
2.4% |
89% |
False |
False |
10,527 |
40 |
66.800 |
57.850 |
8.950 |
13.6% |
1.625 |
2.5% |
90% |
False |
False |
5,454 |
60 |
66.800 |
53.000 |
13.800 |
20.9% |
1.435 |
2.2% |
94% |
False |
False |
3,639 |
80 |
66.800 |
53.000 |
13.800 |
20.9% |
1.076 |
1.6% |
94% |
False |
False |
2,729 |
100 |
67.460 |
53.000 |
14.460 |
21.9% |
0.861 |
1.3% |
89% |
False |
False |
2,183 |
120 |
67.460 |
53.000 |
14.460 |
21.9% |
0.718 |
1.1% |
89% |
False |
False |
1,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.475 |
2.618 |
70.864 |
1.618 |
69.264 |
1.000 |
68.275 |
0.618 |
67.664 |
HIGH |
66.675 |
0.618 |
66.064 |
0.500 |
65.875 |
0.382 |
65.686 |
LOW |
65.075 |
0.618 |
64.086 |
1.000 |
63.475 |
1.618 |
62.486 |
2.618 |
60.886 |
4.250 |
58.275 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
65.918 |
65.677 |
PP |
65.897 |
65.413 |
S1 |
65.875 |
65.150 |
|