NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 09-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.350 |
63.875 |
-0.475 |
-0.7% |
66.050 |
High |
64.950 |
64.100 |
-0.850 |
-1.3% |
66.675 |
Low |
63.600 |
61.350 |
-2.250 |
-3.5% |
63.575 |
Close |
64.280 |
61.510 |
-2.770 |
-4.3% |
64.280 |
Range |
1.350 |
2.750 |
1.400 |
103.7% |
3.100 |
ATR |
1.701 |
1.789 |
0.088 |
5.2% |
0.000 |
Volume |
25,213 |
17,243 |
-7,970 |
-31.6% |
89,936 |
|
Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.570 |
68.790 |
63.023 |
|
R3 |
67.820 |
66.040 |
62.266 |
|
R2 |
65.070 |
65.070 |
62.014 |
|
R1 |
63.290 |
63.290 |
61.762 |
62.805 |
PP |
62.320 |
62.320 |
62.320 |
62.078 |
S1 |
60.540 |
60.540 |
61.258 |
60.055 |
S2 |
59.570 |
59.570 |
61.006 |
|
S3 |
56.820 |
57.790 |
60.754 |
|
S4 |
54.070 |
55.040 |
59.998 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.143 |
72.312 |
65.985 |
|
R3 |
71.043 |
69.212 |
65.133 |
|
R2 |
67.943 |
67.943 |
64.848 |
|
R1 |
66.112 |
66.112 |
64.564 |
65.478 |
PP |
64.843 |
64.843 |
64.843 |
64.526 |
S1 |
63.012 |
63.012 |
63.996 |
62.378 |
S2 |
61.743 |
61.743 |
63.712 |
|
S3 |
58.643 |
59.912 |
63.428 |
|
S4 |
55.543 |
56.812 |
62.575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.675 |
61.350 |
5.325 |
8.7% |
1.830 |
3.0% |
3% |
False |
True |
21,435 |
10 |
66.800 |
61.350 |
5.450 |
8.9% |
2.040 |
3.3% |
3% |
False |
True |
20,879 |
20 |
66.800 |
58.850 |
7.950 |
12.9% |
1.720 |
2.8% |
33% |
False |
False |
14,390 |
40 |
66.800 |
57.850 |
8.950 |
14.6% |
1.650 |
2.7% |
41% |
False |
False |
7,466 |
60 |
66.800 |
53.000 |
13.800 |
22.4% |
1.561 |
2.5% |
62% |
False |
False |
4,984 |
80 |
66.800 |
53.000 |
13.800 |
22.4% |
1.171 |
1.9% |
62% |
False |
False |
3,738 |
100 |
67.460 |
53.000 |
14.460 |
23.5% |
0.937 |
1.5% |
59% |
False |
False |
2,990 |
120 |
67.460 |
53.000 |
14.460 |
23.5% |
0.780 |
1.3% |
59% |
False |
False |
2,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.788 |
2.618 |
71.300 |
1.618 |
68.550 |
1.000 |
66.850 |
0.618 |
65.800 |
HIGH |
64.100 |
0.618 |
63.050 |
0.500 |
62.725 |
0.382 |
62.401 |
LOW |
61.350 |
0.618 |
59.651 |
1.000 |
58.600 |
1.618 |
56.901 |
2.618 |
54.151 |
4.250 |
49.663 |
|
|
Fisher Pivots for day following 09-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
62.725 |
63.225 |
PP |
62.320 |
62.653 |
S1 |
61.915 |
62.082 |
|