NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 05-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.300 |
66.300 |
0.000 |
0.0% |
63.750 |
High |
66.650 |
66.900 |
0.250 |
0.4% |
68.050 |
Low |
65.300 |
65.850 |
0.550 |
0.8% |
63.700 |
Close |
66.290 |
66.370 |
0.080 |
0.1% |
67.470 |
Range |
1.350 |
1.050 |
-0.300 |
-22.2% |
4.350 |
ATR |
1.479 |
1.448 |
-0.031 |
-2.1% |
0.000 |
Volume |
738 |
1,136 |
398 |
53.9% |
4,959 |
|
Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.523 |
68.997 |
66.948 |
|
R3 |
68.473 |
67.947 |
66.659 |
|
R2 |
67.423 |
67.423 |
66.563 |
|
R1 |
66.897 |
66.897 |
66.466 |
67.160 |
PP |
66.373 |
66.373 |
66.373 |
66.505 |
S1 |
65.847 |
65.847 |
66.274 |
66.110 |
S2 |
65.323 |
65.323 |
66.178 |
|
S3 |
64.273 |
64.797 |
66.081 |
|
S4 |
63.223 |
63.747 |
65.793 |
|
|
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 |
65.300 |
2.900 |
4.4% |
1.365 |
2.1% |
37% |
False |
False |
1,201 |
10 |
68.200 |
62.575 |
5.625 |
8.5% |
1.595 |
2.4% |
67% |
False |
False |
957 |
20 |
68.200 |
60.250 |
7.950 |
12.0% |
1.409 |
2.1% |
77% |
False |
False |
549 |
40 |
68.200 |
59.500 |
8.700 |
13.1% |
1.246 |
1.9% |
79% |
False |
False |
289 |
60 |
68.200 |
53.100 |
15.100 |
22.8% |
1.062 |
1.6% |
88% |
False |
False |
194 |
80 |
68.200 |
53.100 |
15.100 |
22.8% |
0.836 |
1.3% |
88% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.363 |
2.618 |
69.649 |
1.618 |
68.599 |
1.000 |
67.950 |
0.618 |
67.549 |
HIGH |
66.900 |
0.618 |
66.499 |
0.500 |
66.375 |
0.382 |
66.251 |
LOW |
65.850 |
0.618 |
65.201 |
1.000 |
64.800 |
1.618 |
64.151 |
2.618 |
63.101 |
4.250 |
61.388 |
|
|
Fisher Pivots for day following 05-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.375 |
66.425 |
PP |
66.373 |
66.407 |
S1 |
66.372 |
66.388 |
|