NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 19-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.725 |
64.400 |
-1.325 |
-2.0% |
66.175 |
High |
66.500 |
64.825 |
-1.675 |
-2.5% |
67.050 |
Low |
64.375 |
63.050 |
-1.325 |
-2.1% |
64.175 |
Close |
64.460 |
63.320 |
-1.140 |
-1.8% |
66.330 |
Range |
2.125 |
1.775 |
-0.350 |
-16.5% |
2.875 |
ATR |
1.484 |
1.505 |
0.021 |
1.4% |
0.000 |
Volume |
4,580 |
11,763 |
7,183 |
156.8% |
8,402 |
|
Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.057 |
67.963 |
64.296 |
|
R3 |
67.282 |
66.188 |
63.808 |
|
R2 |
65.507 |
65.507 |
63.645 |
|
R1 |
64.413 |
64.413 |
63.483 |
64.073 |
PP |
63.732 |
63.732 |
63.732 |
63.561 |
S1 |
62.638 |
62.638 |
63.157 |
62.298 |
S2 |
61.957 |
61.957 |
62.995 |
|
S3 |
60.182 |
60.863 |
62.832 |
|
S4 |
58.407 |
59.088 |
62.344 |
|
|
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 |
63.050 |
4.000 |
6.3% |
1.665 |
2.6% |
7% |
False |
True |
4,545 |
10 |
67.050 |
63.050 |
4.000 |
6.3% |
1.483 |
2.3% |
7% |
False |
True |
2,916 |
20 |
68.200 |
60.775 |
7.425 |
11.7% |
1.553 |
2.5% |
34% |
False |
False |
1,879 |
40 |
68.200 |
59.925 |
8.275 |
13.1% |
1.409 |
2.2% |
41% |
False |
False |
970 |
60 |
68.200 |
56.300 |
11.900 |
18.8% |
1.096 |
1.7% |
59% |
False |
False |
648 |
80 |
68.200 |
53.100 |
15.100 |
23.8% |
0.991 |
1.6% |
68% |
False |
False |
487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.369 |
2.618 |
69.472 |
1.618 |
67.697 |
1.000 |
66.600 |
0.618 |
65.922 |
HIGH |
64.825 |
0.618 |
64.147 |
0.500 |
63.938 |
0.382 |
63.728 |
LOW |
63.050 |
0.618 |
61.953 |
1.000 |
61.275 |
1.618 |
60.178 |
2.618 |
58.403 |
4.250 |
55.506 |
|
|
Fisher Pivots for day following 19-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
63.938 |
64.900 |
PP |
63.732 |
64.373 |
S1 |
63.526 |
63.847 |
|