NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.625 |
64.600 |
-1.025 |
-1.6% |
62.350 |
High |
65.900 |
65.100 |
-0.800 |
-1.2% |
66.800 |
Low |
63.975 |
63.575 |
-0.400 |
-0.6% |
62.225 |
Close |
64.640 |
64.380 |
-0.260 |
-0.4% |
65.870 |
Range |
1.925 |
1.525 |
-0.400 |
-20.8% |
4.575 |
ATR |
1.744 |
1.728 |
-0.016 |
-0.9% |
0.000 |
Volume |
18,746 |
19,473 |
727 |
3.9% |
101,618 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.927 |
68.178 |
65.219 |
|
R3 |
67.402 |
66.653 |
64.799 |
|
R2 |
65.877 |
65.877 |
64.660 |
|
R1 |
65.128 |
65.128 |
64.520 |
64.740 |
PP |
64.352 |
64.352 |
64.352 |
64.158 |
S1 |
63.603 |
63.603 |
64.240 |
63.215 |
S2 |
62.827 |
62.827 |
64.100 |
|
S3 |
61.302 |
62.078 |
63.961 |
|
S4 |
59.777 |
60.553 |
63.541 |
|
|
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 |
66.775 |
63.525 |
3.250 |
5.0% |
1.845 |
2.9% |
26% |
False |
False |
24,295 |
10 |
66.800 |
59.950 |
6.850 |
10.6% |
1.983 |
3.1% |
65% |
False |
False |
19,682 |
20 |
66.800 |
58.850 |
7.950 |
12.3% |
1.656 |
2.6% |
70% |
False |
False |
12,343 |
40 |
66.800 |
57.850 |
8.950 |
13.9% |
1.633 |
2.5% |
73% |
False |
False |
6,408 |
60 |
66.800 |
53.000 |
13.800 |
21.4% |
1.493 |
2.3% |
82% |
False |
False |
4,276 |
80 |
66.800 |
53.000 |
13.800 |
21.4% |
1.119 |
1.7% |
82% |
False |
False |
3,207 |
100 |
67.460 |
53.000 |
14.460 |
22.5% |
0.896 |
1.4% |
79% |
False |
False |
2,566 |
120 |
67.460 |
53.000 |
14.460 |
22.5% |
0.746 |
1.2% |
79% |
False |
False |
2,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.581 |
2.618 |
69.092 |
1.618 |
67.567 |
1.000 |
66.625 |
0.618 |
66.042 |
HIGH |
65.100 |
0.618 |
64.517 |
0.500 |
64.338 |
0.382 |
64.158 |
LOW |
63.575 |
0.618 |
62.633 |
1.000 |
62.050 |
1.618 |
61.108 |
2.618 |
59.583 |
4.250 |
57.094 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
64.366 |
65.125 |
PP |
64.352 |
64.877 |
S1 |
64.338 |
64.628 |
|