NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 09-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.300 |
66.175 |
-0.125 |
-0.2% |
67.550 |
High |
66.900 |
66.450 |
-0.450 |
-0.7% |
68.200 |
Low |
65.850 |
64.175 |
-1.675 |
-2.5% |
65.300 |
Close |
66.370 |
64.310 |
-2.060 |
-3.1% |
66.370 |
Range |
1.050 |
2.275 |
1.225 |
116.7% |
2.900 |
ATR |
1.448 |
1.507 |
0.059 |
4.1% |
0.000 |
Volume |
1,136 |
1,376 |
240 |
21.1% |
4,165 |
|
Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.803 |
70.332 |
65.561 |
|
R3 |
69.528 |
68.057 |
64.936 |
|
R2 |
67.253 |
67.253 |
64.727 |
|
R1 |
65.782 |
65.782 |
64.519 |
65.380 |
PP |
64.978 |
64.978 |
64.978 |
64.778 |
S1 |
63.507 |
63.507 |
64.101 |
63.105 |
S2 |
62.703 |
62.703 |
63.893 |
|
S3 |
60.428 |
61.232 |
63.684 |
|
S4 |
58.153 |
58.957 |
63.059 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.323 |
73.747 |
67.965 |
|
R3 |
72.423 |
70.847 |
67.168 |
|
R2 |
69.523 |
69.523 |
66.902 |
|
R1 |
67.947 |
67.947 |
66.636 |
67.285 |
PP |
66.623 |
66.623 |
66.623 |
66.293 |
S1 |
65.047 |
65.047 |
66.104 |
64.385 |
S2 |
63.723 |
63.723 |
65.838 |
|
S3 |
60.823 |
62.147 |
65.573 |
|
S4 |
57.923 |
59.247 |
64.775 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.200 |
64.175 |
4.025 |
6.3% |
1.580 |
2.5% |
3% |
False |
True |
1,108 |
10 |
68.200 |
63.700 |
4.500 |
7.0% |
1.700 |
2.6% |
14% |
False |
False |
1,050 |
20 |
68.200 |
60.250 |
7.950 |
12.4% |
1.425 |
2.2% |
51% |
False |
False |
616 |
40 |
68.200 |
59.500 |
8.700 |
13.5% |
1.274 |
2.0% |
55% |
False |
False |
324 |
60 |
68.200 |
53.100 |
15.100 |
23.5% |
1.078 |
1.7% |
74% |
False |
False |
217 |
80 |
68.200 |
53.100 |
15.100 |
23.5% |
0.864 |
1.3% |
74% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.119 |
2.618 |
72.406 |
1.618 |
70.131 |
1.000 |
68.725 |
0.618 |
67.856 |
HIGH |
66.450 |
0.618 |
65.581 |
0.500 |
65.313 |
0.382 |
65.044 |
LOW |
64.175 |
0.618 |
62.769 |
1.000 |
61.900 |
1.618 |
60.494 |
2.618 |
58.219 |
4.250 |
54.506 |
|
|
Fisher Pivots for day following 09-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
65.313 |
65.538 |
PP |
64.978 |
65.128 |
S1 |
64.644 |
64.719 |
|