NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 13-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.600 |
66.350 |
1.750 |
2.7% |
66.175 |
High |
66.400 |
67.050 |
0.650 |
1.0% |
67.050 |
Low |
64.600 |
66.075 |
1.475 |
2.3% |
64.175 |
Close |
66.340 |
66.330 |
-0.010 |
0.0% |
66.330 |
Range |
1.800 |
0.975 |
-0.825 |
-45.8% |
2.875 |
ATR |
1.452 |
1.418 |
-0.034 |
-2.3% |
0.000 |
Volume |
1,937 |
1,905 |
-32 |
-1.7% |
8,402 |
|
Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.410 |
68.845 |
66.866 |
|
R3 |
68.435 |
67.870 |
66.598 |
|
R2 |
67.460 |
67.460 |
66.509 |
|
R1 |
66.895 |
66.895 |
66.419 |
66.690 |
PP |
66.485 |
66.485 |
66.485 |
66.383 |
S1 |
65.920 |
65.920 |
66.241 |
65.715 |
S2 |
65.510 |
65.510 |
66.151 |
|
S3 |
64.535 |
64.945 |
66.062 |
|
S4 |
63.560 |
63.970 |
65.794 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.477 |
73.278 |
67.911 |
|
R3 |
71.602 |
70.403 |
67.121 |
|
R2 |
68.727 |
68.727 |
66.857 |
|
R1 |
67.528 |
67.528 |
66.594 |
68.128 |
PP |
65.852 |
65.852 |
65.852 |
66.151 |
S1 |
64.653 |
64.653 |
66.066 |
65.253 |
S2 |
62.977 |
62.977 |
65.803 |
|
S3 |
60.102 |
61.778 |
65.539 |
|
S4 |
57.227 |
58.903 |
64.749 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.050 |
64.175 |
2.875 |
4.3% |
1.375 |
2.1% |
75% |
True |
False |
1,680 |
10 |
68.200 |
64.175 |
4.025 |
6.1% |
1.370 |
2.1% |
54% |
False |
False |
1,440 |
20 |
68.200 |
60.250 |
7.950 |
12.0% |
1.459 |
2.2% |
76% |
False |
False |
950 |
40 |
68.200 |
59.500 |
8.700 |
13.1% |
1.309 |
2.0% |
79% |
False |
False |
499 |
60 |
68.200 |
54.500 |
13.700 |
20.7% |
1.075 |
1.6% |
86% |
False |
False |
334 |
80 |
68.200 |
53.100 |
15.100 |
22.8% |
0.921 |
1.4% |
88% |
False |
False |
251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.194 |
2.618 |
69.603 |
1.618 |
68.628 |
1.000 |
68.025 |
0.618 |
67.653 |
HIGH |
67.050 |
0.618 |
66.678 |
0.500 |
66.563 |
0.382 |
66.447 |
LOW |
66.075 |
0.618 |
65.472 |
1.000 |
65.100 |
1.618 |
64.497 |
2.618 |
63.522 |
4.250 |
61.931 |
|
|
Fisher Pivots for day following 13-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.563 |
66.137 |
PP |
66.485 |
65.943 |
S1 |
66.408 |
65.750 |
|