NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 16-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
63.875 |
63.525 |
-0.350 |
-0.5% |
63.875 |
High |
64.600 |
64.200 |
-0.400 |
-0.6% |
64.600 |
Low |
63.375 |
62.550 |
-0.825 |
-1.3% |
61.350 |
Close |
63.630 |
63.610 |
-0.020 |
0.0% |
63.630 |
Range |
1.225 |
1.650 |
0.425 |
34.7% |
3.250 |
ATR |
1.674 |
1.673 |
-0.002 |
-0.1% |
0.000 |
Volume |
15,145 |
11,757 |
-3,388 |
-22.4% |
80,684 |
|
Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.403 |
67.657 |
64.518 |
|
R3 |
66.753 |
66.007 |
64.064 |
|
R2 |
65.103 |
65.103 |
63.913 |
|
R1 |
64.357 |
64.357 |
63.761 |
64.730 |
PP |
63.453 |
63.453 |
63.453 |
63.640 |
S1 |
62.707 |
62.707 |
63.459 |
63.080 |
S2 |
61.803 |
61.803 |
63.308 |
|
S3 |
60.153 |
61.057 |
63.156 |
|
S4 |
58.503 |
59.407 |
62.703 |
|
|
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% |
1.390 |
2.2% |
70% |
False |
False |
15,039 |
10 |
66.675 |
61.350 |
5.325 |
8.4% |
1.610 |
2.5% |
42% |
False |
False |
18,237 |
20 |
66.800 |
59.150 |
7.650 |
12.0% |
1.698 |
2.7% |
58% |
False |
False |
17,646 |
40 |
66.800 |
58.650 |
8.150 |
12.8% |
1.600 |
2.5% |
61% |
False |
False |
9,338 |
60 |
66.800 |
54.075 |
12.725 |
20.0% |
1.590 |
2.5% |
75% |
False |
False |
6,237 |
80 |
66.800 |
53.000 |
13.800 |
21.7% |
1.258 |
2.0% |
77% |
False |
False |
4,678 |
100 |
67.460 |
53.000 |
14.460 |
22.7% |
1.006 |
1.6% |
73% |
False |
False |
3,742 |
120 |
67.460 |
53.000 |
14.460 |
22.7% |
0.838 |
1.3% |
73% |
False |
False |
3,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.213 |
2.618 |
68.520 |
1.618 |
66.870 |
1.000 |
65.850 |
0.618 |
65.220 |
HIGH |
64.200 |
0.618 |
63.570 |
0.500 |
63.375 |
0.382 |
63.180 |
LOW |
62.550 |
0.618 |
61.530 |
1.000 |
60.900 |
1.618 |
59.880 |
2.618 |
58.230 |
4.250 |
55.538 |
|
|
Fisher Pivots for day following 16-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
63.532 |
63.482 |
PP |
63.453 |
63.353 |
S1 |
63.375 |
63.225 |
|