NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.250 |
66.425 |
1.175 |
1.8% |
64.150 |
High |
66.650 |
66.625 |
-0.025 |
0.0% |
66.650 |
Low |
64.575 |
65.550 |
0.975 |
1.5% |
63.700 |
Close |
66.460 |
65.710 |
-0.750 |
-1.1% |
66.460 |
Range |
2.075 |
1.075 |
-1.000 |
-48.2% |
2.950 |
ATR |
1.634 |
1.594 |
-0.040 |
-2.4% |
0.000 |
Volume |
20,353 |
16,996 |
-3,357 |
-16.5% |
91,545 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.187 |
68.523 |
66.301 |
|
R3 |
68.112 |
67.448 |
66.006 |
|
R2 |
67.037 |
67.037 |
65.907 |
|
R1 |
66.373 |
66.373 |
65.809 |
66.168 |
PP |
65.962 |
65.962 |
65.962 |
65.859 |
S1 |
65.298 |
65.298 |
65.611 |
65.093 |
S2 |
64.887 |
64.887 |
65.513 |
|
S3 |
63.812 |
64.223 |
65.414 |
|
S4 |
62.737 |
63.148 |
65.119 |
|
|
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 |
64.100 |
2.550 |
3.9% |
1.680 |
2.6% |
63% |
False |
False |
18,951 |
10 |
66.750 |
62.625 |
4.125 |
6.3% |
1.783 |
2.7% |
75% |
False |
False |
14,376 |
20 |
68.200 |
62.625 |
5.575 |
8.5% |
1.576 |
2.4% |
55% |
False |
False |
7,908 |
40 |
68.200 |
60.250 |
7.950 |
12.1% |
1.443 |
2.2% |
69% |
False |
False |
4,087 |
60 |
68.200 |
59.500 |
8.700 |
13.2% |
1.279 |
1.9% |
71% |
False |
False |
2,729 |
80 |
68.200 |
53.100 |
15.100 |
23.0% |
1.118 |
1.7% |
84% |
False |
False |
2,048 |
100 |
68.200 |
53.100 |
15.100 |
23.0% |
0.924 |
1.4% |
84% |
False |
False |
1,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.194 |
2.618 |
69.439 |
1.618 |
68.364 |
1.000 |
67.700 |
0.618 |
67.289 |
HIGH |
66.625 |
0.618 |
66.214 |
0.500 |
66.088 |
0.382 |
65.961 |
LOW |
65.550 |
0.618 |
64.886 |
1.000 |
64.475 |
1.618 |
63.811 |
2.618 |
62.736 |
4.250 |
60.981 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.088 |
65.678 |
PP |
65.962 |
65.645 |
S1 |
65.836 |
65.613 |
|