NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
61.900 |
61.875 |
-0.025 |
0.0% |
66.050 |
High |
62.575 |
63.950 |
1.375 |
2.2% |
66.675 |
Low |
61.525 |
61.850 |
0.325 |
0.5% |
63.575 |
Close |
62.010 |
63.850 |
1.840 |
3.0% |
64.280 |
Range |
1.050 |
2.100 |
1.050 |
100.0% |
3.100 |
ATR |
1.679 |
1.709 |
0.030 |
1.8% |
0.000 |
Volume |
14,110 |
14,999 |
889 |
6.3% |
89,936 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.517 |
68.783 |
65.005 |
|
R3 |
67.417 |
66.683 |
64.428 |
|
R2 |
65.317 |
65.317 |
64.235 |
|
R1 |
64.583 |
64.583 |
64.043 |
64.950 |
PP |
63.217 |
63.217 |
63.217 |
63.400 |
S1 |
62.483 |
62.483 |
63.658 |
62.850 |
S2 |
61.117 |
61.117 |
63.465 |
|
S3 |
59.017 |
60.383 |
63.273 |
|
S4 |
56.917 |
58.283 |
62.695 |
|
|
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 |
64.950 |
61.350 |
3.600 |
5.6% |
1.635 |
2.6% |
69% |
False |
False |
18,150 |
10 |
66.775 |
61.350 |
5.425 |
8.5% |
1.740 |
2.7% |
46% |
False |
False |
21,223 |
20 |
66.800 |
58.850 |
7.950 |
12.5% |
1.724 |
2.7% |
63% |
False |
False |
16,621 |
40 |
66.800 |
57.850 |
8.950 |
14.0% |
1.608 |
2.5% |
67% |
False |
False |
8,668 |
60 |
66.800 |
53.400 |
13.400 |
21.0% |
1.586 |
2.5% |
78% |
False |
False |
5,789 |
80 |
66.800 |
53.000 |
13.800 |
21.6% |
1.222 |
1.9% |
79% |
False |
False |
4,342 |
100 |
67.460 |
53.000 |
14.460 |
22.6% |
0.977 |
1.5% |
75% |
False |
False |
3,473 |
120 |
67.460 |
53.000 |
14.460 |
22.6% |
0.814 |
1.3% |
75% |
False |
False |
2,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.875 |
2.618 |
69.448 |
1.618 |
67.348 |
1.000 |
66.050 |
0.618 |
65.248 |
HIGH |
63.950 |
0.618 |
63.148 |
0.500 |
62.900 |
0.382 |
62.652 |
LOW |
61.850 |
0.618 |
60.552 |
1.000 |
59.750 |
1.618 |
58.452 |
2.618 |
56.352 |
4.250 |
52.925 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
63.533 |
63.450 |
PP |
63.217 |
63.050 |
S1 |
62.900 |
62.650 |
|