NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
63.275 |
62.625 |
-0.650 |
-1.0% |
63.875 |
High |
63.400 |
63.250 |
-0.150 |
-0.2% |
64.600 |
Low |
62.400 |
61.325 |
-1.075 |
-1.7% |
61.350 |
Close |
63.130 |
61.830 |
-1.300 |
-2.1% |
63.630 |
Range |
1.000 |
1.925 |
0.925 |
92.5% |
3.250 |
ATR |
1.618 |
1.640 |
0.022 |
1.4% |
0.000 |
Volume |
13,875 |
7,240 |
-6,635 |
-47.8% |
80,684 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.910 |
66.795 |
62.889 |
|
R3 |
65.985 |
64.870 |
62.359 |
|
R2 |
64.060 |
64.060 |
62.183 |
|
R1 |
62.945 |
62.945 |
62.006 |
62.540 |
PP |
62.135 |
62.135 |
62.135 |
61.933 |
S1 |
61.020 |
61.020 |
61.654 |
60.615 |
S2 |
60.210 |
60.210 |
61.477 |
|
S3 |
58.285 |
59.095 |
61.301 |
|
S4 |
56.360 |
57.170 |
60.771 |
|
|
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 |
61.325 |
3.300 |
5.3% |
1.475 |
2.4% |
15% |
False |
True |
12,998 |
10 |
64.950 |
61.325 |
3.625 |
5.9% |
1.555 |
2.5% |
14% |
False |
True |
15,574 |
20 |
66.800 |
59.950 |
6.850 |
11.1% |
1.769 |
2.9% |
27% |
False |
False |
17,628 |
40 |
66.800 |
58.850 |
7.950 |
12.9% |
1.584 |
2.6% |
37% |
False |
False |
10,277 |
60 |
66.800 |
55.500 |
11.300 |
18.3% |
1.594 |
2.6% |
56% |
False |
False |
6,871 |
80 |
66.800 |
53.000 |
13.800 |
22.3% |
1.314 |
2.1% |
64% |
False |
False |
5,154 |
100 |
67.460 |
53.000 |
14.460 |
23.4% |
1.051 |
1.7% |
61% |
False |
False |
4,123 |
120 |
67.460 |
53.000 |
14.460 |
23.4% |
0.876 |
1.4% |
61% |
False |
False |
3,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.431 |
2.618 |
68.290 |
1.618 |
66.365 |
1.000 |
65.175 |
0.618 |
64.440 |
HIGH |
63.250 |
0.618 |
62.515 |
0.500 |
62.288 |
0.382 |
62.060 |
LOW |
61.325 |
0.618 |
60.135 |
1.000 |
59.400 |
1.618 |
58.210 |
2.618 |
56.285 |
4.250 |
53.144 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
62.288 |
62.975 |
PP |
62.135 |
62.593 |
S1 |
61.983 |
62.212 |
|