NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.700 |
65.650 |
0.950 |
1.5% |
66.100 |
High |
65.950 |
66.425 |
0.475 |
0.7% |
66.750 |
Low |
64.500 |
64.825 |
0.325 |
0.5% |
62.625 |
Close |
65.840 |
65.060 |
-0.780 |
-1.2% |
64.110 |
Range |
1.450 |
1.600 |
0.150 |
10.3% |
4.125 |
ATR |
1.600 |
1.600 |
0.000 |
0.0% |
0.000 |
Volume |
24,617 |
17,765 |
-6,852 |
-27.8% |
35,227 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.237 |
69.248 |
65.940 |
|
R3 |
68.637 |
67.648 |
65.500 |
|
R2 |
67.037 |
67.037 |
65.353 |
|
R1 |
66.048 |
66.048 |
65.207 |
65.743 |
PP |
65.437 |
65.437 |
65.437 |
65.284 |
S1 |
64.448 |
64.448 |
64.913 |
64.143 |
S2 |
63.837 |
63.837 |
64.767 |
|
S3 |
62.237 |
62.848 |
64.620 |
|
S4 |
60.637 |
61.248 |
64.180 |
|
|
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 |
66.425 |
62.625 |
3.800 |
5.8% |
1.825 |
2.8% |
64% |
True |
False |
17,506 |
10 |
67.050 |
62.625 |
4.425 |
6.8% |
1.745 |
2.7% |
55% |
False |
False |
11,026 |
20 |
68.200 |
62.625 |
5.575 |
8.6% |
1.608 |
2.5% |
44% |
False |
False |
6,145 |
40 |
68.200 |
60.250 |
7.950 |
12.2% |
1.454 |
2.2% |
61% |
False |
False |
3,156 |
60 |
68.200 |
59.500 |
8.700 |
13.4% |
1.231 |
1.9% |
64% |
False |
False |
2,107 |
80 |
68.200 |
53.100 |
15.100 |
23.2% |
1.105 |
1.7% |
79% |
False |
False |
1,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.225 |
2.618 |
70.614 |
1.618 |
69.014 |
1.000 |
68.025 |
0.618 |
67.414 |
HIGH |
66.425 |
0.618 |
65.814 |
0.500 |
65.625 |
0.382 |
65.436 |
LOW |
64.825 |
0.618 |
63.836 |
1.000 |
63.225 |
1.618 |
62.236 |
2.618 |
60.636 |
4.250 |
58.025 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
65.625 |
65.263 |
PP |
65.437 |
65.195 |
S1 |
65.248 |
65.128 |
|