NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 02-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.450 |
67.550 |
0.100 |
0.1% |
63.750 |
High |
68.050 |
68.200 |
0.150 |
0.2% |
68.050 |
Low |
66.850 |
66.800 |
-0.050 |
-0.1% |
63.700 |
Close |
67.470 |
67.550 |
0.080 |
0.1% |
67.470 |
Range |
1.200 |
1.400 |
0.200 |
16.7% |
4.350 |
ATR |
1.468 |
1.463 |
-0.005 |
-0.3% |
0.000 |
Volume |
1,840 |
1,580 |
-260 |
-14.1% |
4,959 |
|
Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.717 |
71.033 |
68.320 |
|
R3 |
70.317 |
69.633 |
67.935 |
|
R2 |
68.917 |
68.917 |
67.807 |
|
R1 |
68.233 |
68.233 |
67.678 |
68.250 |
PP |
67.517 |
67.517 |
67.517 |
67.525 |
S1 |
66.833 |
66.833 |
67.422 |
66.850 |
S2 |
66.117 |
66.117 |
67.293 |
|
S3 |
64.717 |
65.433 |
67.165 |
|
S4 |
63.317 |
64.033 |
66.780 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.457 |
77.813 |
69.863 |
|
R3 |
75.107 |
73.463 |
68.666 |
|
R2 |
70.757 |
70.757 |
68.268 |
|
R1 |
69.113 |
69.113 |
67.869 |
69.935 |
PP |
66.407 |
66.407 |
66.407 |
66.818 |
S1 |
64.763 |
64.763 |
67.071 |
65.585 |
S2 |
62.057 |
62.057 |
66.673 |
|
S3 |
57.707 |
60.413 |
66.274 |
|
S4 |
53.357 |
56.063 |
65.078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.200 |
64.000 |
4.200 |
6.2% |
1.895 |
2.8% |
85% |
True |
False |
1,230 |
10 |
68.200 |
60.650 |
7.550 |
11.2% |
1.525 |
2.3% |
91% |
True |
False |
785 |
20 |
68.200 |
60.250 |
7.950 |
11.8% |
1.346 |
2.0% |
92% |
True |
False |
429 |
40 |
68.200 |
59.500 |
8.700 |
12.9% |
1.195 |
1.8% |
93% |
True |
False |
225 |
60 |
68.200 |
53.100 |
15.100 |
22.4% |
1.004 |
1.5% |
96% |
True |
False |
151 |
80 |
68.200 |
53.100 |
15.100 |
22.4% |
0.785 |
1.2% |
96% |
True |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.150 |
2.618 |
71.865 |
1.618 |
70.465 |
1.000 |
69.600 |
0.618 |
69.065 |
HIGH |
68.200 |
0.618 |
67.665 |
0.500 |
67.500 |
0.382 |
67.335 |
LOW |
66.800 |
0.618 |
65.935 |
1.000 |
65.400 |
1.618 |
64.535 |
2.618 |
63.135 |
4.250 |
60.850 |
|
|
Fisher Pivots for day following 02-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.533 |
67.271 |
PP |
67.517 |
66.992 |
S1 |
67.500 |
66.713 |
|