NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.475 |
64.850 |
0.375 |
0.6% |
67.550 |
High |
65.150 |
65.400 |
0.250 |
0.4% |
68.200 |
Low |
64.275 |
64.450 |
0.175 |
0.3% |
65.300 |
Close |
64.880 |
64.840 |
-0.040 |
-0.1% |
66.370 |
Range |
0.875 |
0.950 |
0.075 |
8.6% |
2.900 |
ATR |
1.462 |
1.426 |
-0.037 |
-2.5% |
0.000 |
Volume |
1,892 |
1,292 |
-600 |
-31.7% |
4,165 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.747 |
67.243 |
65.363 |
|
R3 |
66.797 |
66.293 |
65.101 |
|
R2 |
65.847 |
65.847 |
65.014 |
|
R1 |
65.343 |
65.343 |
64.927 |
65.120 |
PP |
64.897 |
64.897 |
64.897 |
64.785 |
S1 |
64.393 |
64.393 |
64.753 |
64.170 |
S2 |
63.947 |
63.947 |
64.666 |
|
S3 |
62.997 |
63.443 |
64.579 |
|
S4 |
62.047 |
62.493 |
64.318 |
|
|
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 |
66.900 |
64.175 |
2.725 |
4.2% |
1.300 |
2.0% |
24% |
False |
False |
1,286 |
10 |
68.200 |
64.175 |
4.025 |
6.2% |
1.470 |
2.3% |
17% |
False |
False |
1,265 |
20 |
68.200 |
60.250 |
7.950 |
12.3% |
1.400 |
2.2% |
58% |
False |
False |
772 |
40 |
68.200 |
59.500 |
8.700 |
13.4% |
1.239 |
1.9% |
61% |
False |
False |
403 |
60 |
68.200 |
53.100 |
15.100 |
23.3% |
1.064 |
1.6% |
78% |
False |
False |
270 |
80 |
68.200 |
53.100 |
15.100 |
23.3% |
0.887 |
1.4% |
78% |
False |
False |
203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.438 |
2.618 |
67.887 |
1.618 |
66.937 |
1.000 |
66.350 |
0.618 |
65.987 |
HIGH |
65.400 |
0.618 |
65.037 |
0.500 |
64.925 |
0.382 |
64.813 |
LOW |
64.450 |
0.618 |
63.863 |
1.000 |
63.500 |
1.618 |
62.913 |
2.618 |
61.963 |
4.250 |
60.413 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
64.925 |
65.313 |
PP |
64.897 |
65.155 |
S1 |
64.868 |
64.998 |
|