NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 16-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.350 |
66.100 |
-0.250 |
-0.4% |
66.175 |
High |
67.050 |
66.750 |
-0.300 |
-0.4% |
67.050 |
Low |
66.075 |
65.100 |
-0.975 |
-1.5% |
64.175 |
Close |
66.330 |
65.670 |
-0.660 |
-1.0% |
66.330 |
Range |
0.975 |
1.650 |
0.675 |
69.2% |
2.875 |
ATR |
1.418 |
1.435 |
0.017 |
1.2% |
0.000 |
Volume |
1,905 |
2,544 |
639 |
33.5% |
8,402 |
|
Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.790 |
69.880 |
66.578 |
|
R3 |
69.140 |
68.230 |
66.124 |
|
R2 |
67.490 |
67.490 |
65.973 |
|
R1 |
66.580 |
66.580 |
65.821 |
66.210 |
PP |
65.840 |
65.840 |
65.840 |
65.655 |
S1 |
64.930 |
64.930 |
65.519 |
64.560 |
S2 |
64.190 |
64.190 |
65.368 |
|
S3 |
62.540 |
63.280 |
65.216 |
|
S4 |
60.890 |
61.630 |
64.763 |
|
|
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 |
64.275 |
2.775 |
4.2% |
1.250 |
1.9% |
50% |
False |
False |
1,914 |
10 |
68.200 |
64.175 |
4.025 |
6.1% |
1.415 |
2.2% |
37% |
False |
False |
1,511 |
20 |
68.200 |
60.650 |
7.550 |
11.5% |
1.443 |
2.2% |
66% |
False |
False |
1,074 |
40 |
68.200 |
59.500 |
8.700 |
13.2% |
1.350 |
2.1% |
71% |
False |
False |
562 |
60 |
68.200 |
55.200 |
13.000 |
19.8% |
1.088 |
1.7% |
81% |
False |
False |
376 |
80 |
68.200 |
53.100 |
15.100 |
23.0% |
0.942 |
1.4% |
83% |
False |
False |
283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.763 |
2.618 |
71.070 |
1.618 |
69.420 |
1.000 |
68.400 |
0.618 |
67.770 |
HIGH |
66.750 |
0.618 |
66.120 |
0.500 |
65.925 |
0.382 |
65.730 |
LOW |
65.100 |
0.618 |
64.080 |
1.000 |
63.450 |
1.618 |
62.430 |
2.618 |
60.780 |
4.250 |
58.088 |
|
|
Fisher Pivots for day following 16-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
65.925 |
65.825 |
PP |
65.840 |
65.773 |
S1 |
65.755 |
65.722 |
|