NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.375 |
66.300 |
-1.075 |
-1.6% |
63.750 |
High |
67.550 |
66.650 |
-0.900 |
-1.3% |
68.050 |
Low |
65.725 |
65.300 |
-0.425 |
-0.6% |
63.700 |
Close |
66.290 |
66.290 |
0.000 |
0.0% |
67.470 |
Range |
1.825 |
1.350 |
-0.475 |
-26.0% |
4.350 |
ATR |
1.489 |
1.479 |
-0.010 |
-0.7% |
0.000 |
Volume |
711 |
738 |
27 |
3.8% |
4,959 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.130 |
69.560 |
67.033 |
|
R3 |
68.780 |
68.210 |
66.661 |
|
R2 |
67.430 |
67.430 |
66.538 |
|
R1 |
66.860 |
66.860 |
66.414 |
66.470 |
PP |
66.080 |
66.080 |
66.080 |
65.885 |
S1 |
65.510 |
65.510 |
66.166 |
65.120 |
S2 |
64.730 |
64.730 |
66.043 |
|
S3 |
63.380 |
64.160 |
65.919 |
|
S4 |
62.030 |
62.810 |
65.548 |
|
|
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% |
1.645 |
2.5% |
36% |
False |
False |
1,206 |
10 |
68.200 |
61.425 |
6.775 |
10.2% |
1.680 |
2.5% |
72% |
False |
False |
876 |
20 |
68.200 |
60.250 |
7.950 |
12.0% |
1.390 |
2.1% |
76% |
False |
False |
494 |
40 |
68.200 |
59.500 |
8.700 |
13.1% |
1.245 |
1.9% |
78% |
False |
False |
261 |
60 |
68.200 |
53.100 |
15.100 |
22.8% |
1.045 |
1.6% |
87% |
False |
False |
175 |
80 |
68.200 |
53.100 |
15.100 |
22.8% |
0.823 |
1.2% |
87% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.388 |
2.618 |
70.184 |
1.618 |
68.834 |
1.000 |
68.000 |
0.618 |
67.484 |
HIGH |
66.650 |
0.618 |
66.134 |
0.500 |
65.975 |
0.382 |
65.816 |
LOW |
65.300 |
0.618 |
64.466 |
1.000 |
63.950 |
1.618 |
63.116 |
2.618 |
61.766 |
4.250 |
59.563 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.185 |
66.750 |
PP |
66.080 |
66.597 |
S1 |
65.975 |
66.443 |
|