NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.625 |
64.450 |
-1.175 |
-1.8% |
64.150 |
High |
66.150 |
64.675 |
-1.475 |
-2.2% |
66.650 |
Low |
64.200 |
63.050 |
-1.150 |
-1.8% |
63.700 |
Close |
64.400 |
63.680 |
-0.720 |
-1.1% |
66.460 |
Range |
1.950 |
1.625 |
-0.325 |
-16.7% |
2.950 |
ATR |
1.619 |
1.620 |
0.000 |
0.0% |
0.000 |
Volume |
16,106 |
19,062 |
2,956 |
18.4% |
91,545 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.677 |
67.803 |
64.574 |
|
R3 |
67.052 |
66.178 |
64.127 |
|
R2 |
65.427 |
65.427 |
63.978 |
|
R1 |
64.553 |
64.553 |
63.829 |
64.178 |
PP |
63.802 |
63.802 |
63.802 |
63.614 |
S1 |
62.928 |
62.928 |
63.531 |
62.553 |
S2 |
62.177 |
62.177 |
63.382 |
|
S3 |
60.552 |
61.303 |
63.233 |
|
S4 |
58.927 |
59.678 |
62.786 |
|
|
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 |
63.050 |
3.600 |
5.7% |
1.665 |
2.6% |
18% |
False |
True |
18,056 |
10 |
66.650 |
62.625 |
4.025 |
6.3% |
1.763 |
2.8% |
26% |
False |
False |
17,181 |
20 |
67.550 |
62.625 |
4.925 |
7.7% |
1.625 |
2.6% |
21% |
False |
False |
9,496 |
40 |
68.200 |
60.250 |
7.950 |
12.5% |
1.486 |
2.3% |
43% |
False |
False |
4,962 |
60 |
68.200 |
59.500 |
8.700 |
13.7% |
1.338 |
2.1% |
48% |
False |
False |
3,315 |
80 |
68.200 |
53.100 |
15.100 |
23.7% |
1.159 |
1.8% |
70% |
False |
False |
2,487 |
100 |
68.200 |
53.100 |
15.100 |
23.7% |
0.953 |
1.5% |
70% |
False |
False |
1,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.581 |
2.618 |
68.929 |
1.618 |
67.304 |
1.000 |
66.300 |
0.618 |
65.679 |
HIGH |
64.675 |
0.618 |
64.054 |
0.500 |
63.863 |
0.382 |
63.671 |
LOW |
63.050 |
0.618 |
62.046 |
1.000 |
61.425 |
1.618 |
60.421 |
2.618 |
58.796 |
4.250 |
56.144 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
63.863 |
64.838 |
PP |
63.802 |
64.452 |
S1 |
63.741 |
64.066 |
|