NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.400 |
63.075 |
-1.325 |
-2.1% |
66.100 |
High |
64.825 |
64.250 |
-0.575 |
-0.9% |
66.750 |
Low |
63.050 |
62.625 |
-0.425 |
-0.7% |
62.625 |
Close |
63.320 |
64.110 |
0.790 |
1.2% |
64.110 |
Range |
1.775 |
1.625 |
-0.150 |
-8.5% |
4.125 |
ATR |
1.505 |
1.513 |
0.009 |
0.6% |
0.000 |
Volume |
11,763 |
16,340 |
4,577 |
38.9% |
35,227 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.537 |
67.948 |
65.004 |
|
R3 |
66.912 |
66.323 |
64.557 |
|
R2 |
65.287 |
65.287 |
64.408 |
|
R1 |
64.698 |
64.698 |
64.259 |
64.993 |
PP |
63.662 |
63.662 |
63.662 |
63.809 |
S1 |
63.073 |
63.073 |
63.961 |
63.368 |
S2 |
62.037 |
62.037 |
63.812 |
|
S3 |
60.412 |
61.448 |
63.663 |
|
S4 |
58.787 |
59.823 |
63.216 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.870 |
74.615 |
66.379 |
|
R3 |
72.745 |
70.490 |
65.244 |
|
R2 |
68.620 |
68.620 |
64.866 |
|
R1 |
66.365 |
66.365 |
64.488 |
65.430 |
PP |
64.495 |
64.495 |
64.495 |
64.028 |
S1 |
62.240 |
62.240 |
63.732 |
61.305 |
S2 |
60.370 |
60.370 |
63.354 |
|
S3 |
56.245 |
58.115 |
62.976 |
|
S4 |
52.120 |
53.990 |
61.841 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.050 |
62.625 |
4.425 |
6.9% |
1.630 |
2.5% |
34% |
False |
True |
7,426 |
10 |
67.050 |
62.625 |
4.425 |
6.9% |
1.510 |
2.4% |
34% |
False |
True |
4,476 |
20 |
68.200 |
61.425 |
6.775 |
10.6% |
1.595 |
2.5% |
40% |
False |
False |
2,676 |
40 |
68.200 |
60.250 |
7.950 |
12.4% |
1.398 |
2.2% |
49% |
False |
False |
1,378 |
60 |
68.200 |
56.575 |
11.625 |
18.1% |
1.115 |
1.7% |
65% |
False |
False |
920 |
80 |
68.200 |
53.100 |
15.100 |
23.6% |
1.011 |
1.6% |
73% |
False |
False |
691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.156 |
2.618 |
68.504 |
1.618 |
66.879 |
1.000 |
65.875 |
0.618 |
65.254 |
HIGH |
64.250 |
0.618 |
63.629 |
0.500 |
63.438 |
0.382 |
63.246 |
LOW |
62.625 |
0.618 |
61.621 |
1.000 |
61.000 |
1.618 |
59.996 |
2.618 |
58.371 |
4.250 |
55.719 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
63.886 |
64.563 |
PP |
63.662 |
64.412 |
S1 |
63.438 |
64.261 |
|