NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 01-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
Open |
66.425 |
65.625 |
-0.800 |
-1.2% |
64.150 |
High |
66.625 |
66.150 |
-0.475 |
-0.7% |
66.650 |
Low |
65.550 |
64.200 |
-1.350 |
-2.1% |
63.700 |
Close |
65.710 |
64.400 |
-1.310 |
-2.0% |
66.460 |
Range |
1.075 |
1.950 |
0.875 |
81.4% |
2.950 |
ATR |
1.594 |
1.619 |
0.025 |
1.6% |
0.000 |
Volume |
16,996 |
16,106 |
-890 |
-5.2% |
91,545 |
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.767 |
69.533 |
65.473 |
|
R3 |
68.817 |
67.583 |
64.936 |
|
R2 |
66.867 |
66.867 |
64.758 |
|
R1 |
65.633 |
65.633 |
64.579 |
65.275 |
PP |
64.917 |
64.917 |
64.917 |
64.738 |
S1 |
63.683 |
63.683 |
64.221 |
63.325 |
S2 |
62.967 |
62.967 |
64.043 |
|
S3 |
61.017 |
61.733 |
63.864 |
|
S4 |
59.067 |
59.783 |
63.328 |
|
|
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 |
64.200 |
2.450 |
3.8% |
1.630 |
2.5% |
8% |
False |
True |
19,167 |
10 |
66.650 |
62.625 |
4.025 |
6.3% |
1.813 |
2.8% |
44% |
False |
False |
15,733 |
20 |
68.200 |
62.625 |
5.575 |
8.7% |
1.614 |
2.5% |
32% |
False |
False |
8,622 |
40 |
68.200 |
60.250 |
7.950 |
12.3% |
1.481 |
2.3% |
52% |
False |
False |
4,486 |
60 |
68.200 |
59.500 |
8.700 |
13.5% |
1.311 |
2.0% |
56% |
False |
False |
2,998 |
80 |
68.200 |
53.100 |
15.100 |
23.4% |
1.143 |
1.8% |
75% |
False |
False |
2,249 |
100 |
68.200 |
53.100 |
15.100 |
23.4% |
0.944 |
1.5% |
75% |
False |
False |
1,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.438 |
2.618 |
71.255 |
1.618 |
69.305 |
1.000 |
68.100 |
0.618 |
67.355 |
HIGH |
66.150 |
0.618 |
65.405 |
0.500 |
65.175 |
0.382 |
64.945 |
LOW |
64.200 |
0.618 |
62.995 |
1.000 |
62.250 |
1.618 |
61.045 |
2.618 |
59.095 |
4.250 |
55.913 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.175 |
65.425 |
PP |
64.917 |
65.083 |
S1 |
64.658 |
64.742 |
|