NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
63.075 |
64.150 |
1.075 |
1.7% |
66.100 |
High |
64.250 |
65.950 |
1.700 |
2.6% |
66.750 |
Low |
62.625 |
63.700 |
1.075 |
1.7% |
62.625 |
Close |
64.110 |
65.890 |
1.780 |
2.8% |
64.110 |
Range |
1.625 |
2.250 |
0.625 |
38.5% |
4.125 |
ATR |
1.513 |
1.566 |
0.053 |
3.5% |
0.000 |
Volume |
16,340 |
13,782 |
-2,558 |
-15.7% |
35,227 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.930 |
71.160 |
67.128 |
|
R3 |
69.680 |
68.910 |
66.509 |
|
R2 |
67.430 |
67.430 |
66.303 |
|
R1 |
66.660 |
66.660 |
66.096 |
67.045 |
PP |
65.180 |
65.180 |
65.180 |
65.373 |
S1 |
64.410 |
64.410 |
65.684 |
64.795 |
S2 |
62.930 |
62.930 |
65.478 |
|
S3 |
60.680 |
62.160 |
65.271 |
|
S4 |
58.430 |
59.910 |
64.653 |
|
|
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 |
66.750 |
62.625 |
4.125 |
6.3% |
1.885 |
2.9% |
79% |
False |
False |
9,801 |
10 |
67.050 |
62.625 |
4.425 |
6.7% |
1.630 |
2.5% |
74% |
False |
False |
5,741 |
20 |
68.200 |
62.575 |
5.625 |
8.5% |
1.613 |
2.4% |
59% |
False |
False |
3,349 |
40 |
68.200 |
60.250 |
7.950 |
12.1% |
1.417 |
2.2% |
71% |
False |
False |
1,723 |
60 |
68.200 |
56.575 |
11.625 |
17.6% |
1.146 |
1.7% |
80% |
False |
False |
1,150 |
80 |
68.200 |
53.100 |
15.100 |
22.9% |
1.039 |
1.6% |
85% |
False |
False |
864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.513 |
2.618 |
71.841 |
1.618 |
69.591 |
1.000 |
68.200 |
0.618 |
67.341 |
HIGH |
65.950 |
0.618 |
65.091 |
0.500 |
64.825 |
0.382 |
64.560 |
LOW |
63.700 |
0.618 |
62.310 |
1.000 |
61.450 |
1.618 |
60.060 |
2.618 |
57.810 |
4.250 |
54.138 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
65.535 |
65.356 |
PP |
65.180 |
64.822 |
S1 |
64.825 |
64.288 |
|