NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.550 |
67.375 |
-0.175 |
-0.3% |
63.750 |
High |
68.200 |
67.550 |
-0.650 |
-1.0% |
68.050 |
Low |
66.800 |
65.725 |
-1.075 |
-1.6% |
63.700 |
Close |
67.550 |
66.290 |
-1.260 |
-1.9% |
67.470 |
Range |
1.400 |
1.825 |
0.425 |
30.4% |
4.350 |
ATR |
1.463 |
1.489 |
0.026 |
1.8% |
0.000 |
Volume |
1,580 |
711 |
-869 |
-55.0% |
4,959 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.997 |
70.968 |
67.294 |
|
R3 |
70.172 |
69.143 |
66.792 |
|
R2 |
68.347 |
68.347 |
66.625 |
|
R1 |
67.318 |
67.318 |
66.457 |
66.920 |
PP |
66.522 |
66.522 |
66.522 |
66.323 |
S1 |
65.493 |
65.493 |
66.123 |
65.095 |
S2 |
64.697 |
64.697 |
65.955 |
|
S3 |
62.872 |
63.668 |
65.788 |
|
S4 |
61.047 |
61.843 |
65.286 |
|
|
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 |
65.225 |
2.975 |
4.5% |
1.640 |
2.5% |
36% |
False |
False |
1,244 |
10 |
68.200 |
60.775 |
7.425 |
11.2% |
1.623 |
2.4% |
74% |
False |
False |
842 |
20 |
68.200 |
60.250 |
7.950 |
12.0% |
1.388 |
2.1% |
76% |
False |
False |
459 |
40 |
68.200 |
59.500 |
8.700 |
13.1% |
1.238 |
1.9% |
78% |
False |
False |
243 |
60 |
68.200 |
53.100 |
15.100 |
22.8% |
1.035 |
1.6% |
87% |
False |
False |
163 |
80 |
68.200 |
53.100 |
15.100 |
22.8% |
0.808 |
1.2% |
87% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.306 |
2.618 |
72.328 |
1.618 |
70.503 |
1.000 |
69.375 |
0.618 |
68.678 |
HIGH |
67.550 |
0.618 |
66.853 |
0.500 |
66.638 |
0.382 |
66.422 |
LOW |
65.725 |
0.618 |
64.597 |
1.000 |
63.900 |
1.618 |
62.772 |
2.618 |
60.947 |
4.250 |
57.969 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.638 |
66.963 |
PP |
66.522 |
66.738 |
S1 |
66.406 |
66.514 |
|