NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.650 |
65.250 |
-0.400 |
-0.6% |
64.150 |
High |
66.425 |
66.650 |
0.225 |
0.3% |
66.650 |
Low |
64.825 |
64.575 |
-0.250 |
-0.4% |
63.700 |
Close |
65.060 |
66.460 |
1.400 |
2.2% |
66.460 |
Range |
1.600 |
2.075 |
0.475 |
29.7% |
2.950 |
ATR |
1.600 |
1.634 |
0.034 |
2.1% |
0.000 |
Volume |
17,765 |
20,353 |
2,588 |
14.6% |
91,545 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.120 |
71.365 |
67.601 |
|
R3 |
70.045 |
69.290 |
67.031 |
|
R2 |
67.970 |
67.970 |
66.840 |
|
R1 |
67.215 |
67.215 |
66.650 |
67.593 |
PP |
65.895 |
65.895 |
65.895 |
66.084 |
S1 |
65.140 |
65.140 |
66.270 |
65.518 |
S2 |
63.820 |
63.820 |
66.080 |
|
S3 |
61.745 |
63.065 |
65.889 |
|
S4 |
59.670 |
60.990 |
65.319 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.453 |
73.407 |
68.083 |
|
R3 |
71.503 |
70.457 |
67.271 |
|
R2 |
68.553 |
68.553 |
67.001 |
|
R1 |
67.507 |
67.507 |
66.730 |
68.030 |
PP |
65.603 |
65.603 |
65.603 |
65.865 |
S1 |
64.557 |
64.557 |
66.190 |
65.080 |
S2 |
62.653 |
62.653 |
65.919 |
|
S3 |
59.703 |
61.607 |
65.649 |
|
S4 |
56.753 |
58.657 |
64.838 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.650 |
63.700 |
2.950 |
4.4% |
1.915 |
2.9% |
94% |
True |
False |
18,309 |
10 |
67.050 |
62.625 |
4.425 |
6.7% |
1.773 |
2.7% |
87% |
False |
False |
12,867 |
20 |
68.200 |
62.625 |
5.575 |
8.4% |
1.645 |
2.5% |
69% |
False |
False |
7,117 |
40 |
68.200 |
60.250 |
7.950 |
12.0% |
1.456 |
2.2% |
78% |
False |
False |
3,664 |
60 |
68.200 |
59.500 |
8.700 |
13.1% |
1.261 |
1.9% |
80% |
False |
False |
2,446 |
80 |
68.200 |
53.100 |
15.100 |
22.7% |
1.131 |
1.7% |
88% |
False |
False |
1,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.469 |
2.618 |
72.082 |
1.618 |
70.007 |
1.000 |
68.725 |
0.618 |
67.932 |
HIGH |
66.650 |
0.618 |
65.857 |
0.500 |
65.613 |
0.382 |
65.368 |
LOW |
64.575 |
0.618 |
63.293 |
1.000 |
62.500 |
1.618 |
61.218 |
2.618 |
59.143 |
4.250 |
55.756 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.178 |
66.165 |
PP |
65.895 |
65.870 |
S1 |
65.613 |
65.575 |
|