NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.850 |
64.600 |
-0.250 |
-0.4% |
67.550 |
High |
65.400 |
66.400 |
1.000 |
1.5% |
68.200 |
Low |
64.450 |
64.600 |
0.150 |
0.2% |
65.300 |
Close |
64.840 |
66.340 |
1.500 |
2.3% |
66.370 |
Range |
0.950 |
1.800 |
0.850 |
89.5% |
2.900 |
ATR |
1.426 |
1.452 |
0.027 |
1.9% |
0.000 |
Volume |
1,292 |
1,937 |
645 |
49.9% |
4,165 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.180 |
70.560 |
67.330 |
|
R3 |
69.380 |
68.760 |
66.835 |
|
R2 |
67.580 |
67.580 |
66.670 |
|
R1 |
66.960 |
66.960 |
66.505 |
67.270 |
PP |
65.780 |
65.780 |
65.780 |
65.935 |
S1 |
65.160 |
65.160 |
66.175 |
65.470 |
S2 |
63.980 |
63.980 |
66.010 |
|
S3 |
62.180 |
63.360 |
65.845 |
|
S4 |
60.380 |
61.560 |
65.350 |
|
|
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 |
4.1% |
1.390 |
2.1% |
79% |
False |
False |
1,526 |
10 |
68.200 |
64.175 |
4.025 |
6.1% |
1.518 |
2.3% |
54% |
False |
False |
1,366 |
20 |
68.200 |
60.250 |
7.950 |
12.0% |
1.461 |
2.2% |
77% |
False |
False |
865 |
40 |
68.200 |
59.500 |
8.700 |
13.1% |
1.284 |
1.9% |
79% |
False |
False |
451 |
60 |
68.200 |
53.500 |
14.700 |
22.2% |
1.071 |
1.6% |
87% |
False |
False |
302 |
80 |
68.200 |
53.100 |
15.100 |
22.8% |
0.909 |
1.4% |
88% |
False |
False |
227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.050 |
2.618 |
71.112 |
1.618 |
69.312 |
1.000 |
68.200 |
0.618 |
67.512 |
HIGH |
66.400 |
0.618 |
65.712 |
0.500 |
65.500 |
0.382 |
65.288 |
LOW |
64.600 |
0.618 |
63.488 |
1.000 |
62.800 |
1.618 |
61.688 |
2.618 |
59.888 |
4.250 |
56.950 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.060 |
66.006 |
PP |
65.780 |
65.672 |
S1 |
65.500 |
65.338 |
|