NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 18-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
63.675 |
63.275 |
-0.400 |
-0.6% |
63.875 |
High |
64.625 |
63.400 |
-1.225 |
-1.9% |
64.600 |
Low |
63.050 |
62.400 |
-0.650 |
-1.0% |
61.350 |
Close |
63.100 |
63.130 |
0.030 |
0.0% |
63.630 |
Range |
1.575 |
1.000 |
-0.575 |
-36.5% |
3.250 |
ATR |
1.666 |
1.618 |
-0.048 |
-2.9% |
0.000 |
Volume |
16,975 |
13,875 |
-3,100 |
-18.3% |
80,684 |
|
Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.977 |
65.553 |
63.680 |
|
R3 |
64.977 |
64.553 |
63.405 |
|
R2 |
63.977 |
63.977 |
63.313 |
|
R1 |
63.553 |
63.553 |
63.222 |
63.265 |
PP |
62.977 |
62.977 |
62.977 |
62.833 |
S1 |
62.553 |
62.553 |
63.038 |
62.265 |
S2 |
61.977 |
61.977 |
62.947 |
|
S3 |
60.977 |
61.553 |
62.855 |
|
S4 |
59.977 |
60.553 |
62.580 |
|
|
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 |
64.625 |
61.850 |
2.775 |
4.4% |
1.510 |
2.4% |
46% |
False |
False |
14,550 |
10 |
65.100 |
61.350 |
3.750 |
5.9% |
1.515 |
2.4% |
47% |
False |
False |
16,797 |
20 |
66.800 |
59.200 |
7.600 |
12.0% |
1.718 |
2.7% |
52% |
False |
False |
18,050 |
40 |
66.800 |
58.850 |
7.950 |
12.6% |
1.599 |
2.5% |
54% |
False |
False |
10,105 |
60 |
66.800 |
55.500 |
11.300 |
17.9% |
1.584 |
2.5% |
68% |
False |
False |
6,751 |
80 |
66.800 |
53.000 |
13.800 |
21.9% |
1.290 |
2.0% |
73% |
False |
False |
5,064 |
100 |
67.460 |
53.000 |
14.460 |
22.9% |
1.032 |
1.6% |
70% |
False |
False |
4,051 |
120 |
67.460 |
53.000 |
14.460 |
22.9% |
0.860 |
1.4% |
70% |
False |
False |
3,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.650 |
2.618 |
66.018 |
1.618 |
65.018 |
1.000 |
64.400 |
0.618 |
64.018 |
HIGH |
63.400 |
0.618 |
63.018 |
0.500 |
62.900 |
0.382 |
62.782 |
LOW |
62.400 |
0.618 |
61.782 |
1.000 |
61.400 |
1.618 |
60.782 |
2.618 |
59.782 |
4.250 |
58.150 |
|
|
Fisher Pivots for day following 18-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
63.053 |
63.513 |
PP |
62.977 |
63.385 |
S1 |
62.900 |
63.258 |
|