NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 13-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
61.875 |
63.875 |
2.000 |
3.2% |
63.875 |
High |
63.950 |
64.600 |
0.650 |
1.0% |
64.600 |
Low |
61.850 |
63.375 |
1.525 |
2.5% |
61.350 |
Close |
63.850 |
63.630 |
-0.220 |
-0.3% |
63.630 |
Range |
2.100 |
1.225 |
-0.875 |
-41.7% |
3.250 |
ATR |
1.709 |
1.674 |
-0.035 |
-2.0% |
0.000 |
Volume |
14,999 |
15,145 |
146 |
1.0% |
80,684 |
|
Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.543 |
66.812 |
64.304 |
|
R3 |
66.318 |
65.587 |
63.967 |
|
R2 |
65.093 |
65.093 |
63.855 |
|
R1 |
64.362 |
64.362 |
63.742 |
64.115 |
PP |
63.868 |
63.868 |
63.868 |
63.745 |
S1 |
63.137 |
63.137 |
63.518 |
62.890 |
S2 |
62.643 |
62.643 |
63.405 |
|
S3 |
61.418 |
61.912 |
63.293 |
|
S4 |
60.193 |
60.687 |
62.956 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.943 |
71.537 |
65.418 |
|
R3 |
69.693 |
68.287 |
64.524 |
|
R2 |
66.443 |
66.443 |
64.226 |
|
R1 |
65.037 |
65.037 |
63.928 |
64.115 |
PP |
63.193 |
63.193 |
63.193 |
62.733 |
S1 |
61.787 |
61.787 |
63.332 |
60.865 |
S2 |
59.943 |
59.943 |
63.034 |
|
S3 |
56.693 |
58.537 |
62.736 |
|
S4 |
53.443 |
55.287 |
61.843 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.600 |
61.350 |
3.250 |
5.1% |
1.610 |
2.5% |
70% |
True |
False |
16,136 |
10 |
66.775 |
61.350 |
5.425 |
8.5% |
1.573 |
2.5% |
42% |
False |
False |
20,327 |
20 |
66.800 |
58.850 |
7.950 |
12.5% |
1.721 |
2.7% |
60% |
False |
False |
17,174 |
40 |
66.800 |
58.650 |
8.150 |
12.8% |
1.598 |
2.5% |
61% |
False |
False |
9,045 |
60 |
66.800 |
53.800 |
13.000 |
20.4% |
1.583 |
2.5% |
76% |
False |
False |
6,041 |
80 |
66.800 |
53.000 |
13.800 |
21.7% |
1.237 |
1.9% |
77% |
False |
False |
4,531 |
100 |
67.460 |
53.000 |
14.460 |
22.7% |
0.990 |
1.6% |
74% |
False |
False |
3,625 |
120 |
67.460 |
53.000 |
14.460 |
22.7% |
0.825 |
1.3% |
74% |
False |
False |
3,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.806 |
2.618 |
67.807 |
1.618 |
66.582 |
1.000 |
65.825 |
0.618 |
65.357 |
HIGH |
64.600 |
0.618 |
64.132 |
0.500 |
63.988 |
0.382 |
63.843 |
LOW |
63.375 |
0.618 |
62.618 |
1.000 |
62.150 |
1.618 |
61.393 |
2.618 |
60.168 |
4.250 |
58.169 |
|
|
Fisher Pivots for day following 13-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
63.988 |
63.441 |
PP |
63.868 |
63.252 |
S1 |
63.749 |
63.063 |
|