NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 04-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
Open |
63.500 |
63.250 |
-0.250 |
-0.4% |
66.425 |
High |
64.075 |
63.425 |
-0.650 |
-1.0% |
66.625 |
Low |
62.725 |
61.575 |
-1.150 |
-1.8% |
61.575 |
Close |
63.190 |
61.930 |
-1.260 |
-2.0% |
61.930 |
Range |
1.350 |
1.850 |
0.500 |
37.0% |
5.050 |
ATR |
1.600 |
1.618 |
0.018 |
1.1% |
0.000 |
Volume |
23,430 |
19,579 |
-3,851 |
-16.4% |
95,173 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.860 |
66.745 |
62.948 |
|
R3 |
66.010 |
64.895 |
62.439 |
|
R2 |
64.160 |
64.160 |
62.269 |
|
R1 |
63.045 |
63.045 |
62.100 |
62.678 |
PP |
62.310 |
62.310 |
62.310 |
62.126 |
S1 |
61.195 |
61.195 |
61.760 |
60.828 |
S2 |
60.460 |
60.460 |
61.591 |
|
S3 |
58.610 |
59.345 |
61.421 |
|
S4 |
56.760 |
57.495 |
60.913 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.527 |
75.278 |
64.708 |
|
R3 |
73.477 |
70.228 |
63.319 |
|
R2 |
68.427 |
68.427 |
62.856 |
|
R1 |
65.178 |
65.178 |
62.393 |
64.278 |
PP |
63.377 |
63.377 |
63.377 |
62.926 |
S1 |
60.128 |
60.128 |
61.467 |
59.228 |
S2 |
58.327 |
58.327 |
61.004 |
|
S3 |
53.277 |
55.078 |
60.541 |
|
S4 |
48.227 |
50.028 |
59.153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.625 |
61.575 |
5.050 |
8.2% |
1.570 |
2.5% |
7% |
False |
True |
19,034 |
10 |
66.650 |
61.575 |
5.075 |
8.2% |
1.743 |
2.8% |
7% |
False |
True |
18,671 |
20 |
67.050 |
61.575 |
5.475 |
8.8% |
1.626 |
2.6% |
6% |
False |
True |
11,574 |
40 |
68.200 |
60.250 |
7.950 |
12.8% |
1.508 |
2.4% |
21% |
False |
False |
6,034 |
60 |
68.200 |
59.500 |
8.700 |
14.0% |
1.372 |
2.2% |
28% |
False |
False |
4,032 |
80 |
68.200 |
53.100 |
15.100 |
24.4% |
1.190 |
1.9% |
58% |
False |
False |
3,025 |
100 |
68.200 |
53.100 |
15.100 |
24.4% |
0.984 |
1.6% |
58% |
False |
False |
2,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.288 |
2.618 |
68.268 |
1.618 |
66.418 |
1.000 |
65.275 |
0.618 |
64.568 |
HIGH |
63.425 |
0.618 |
62.718 |
0.500 |
62.500 |
0.382 |
62.282 |
LOW |
61.575 |
0.618 |
60.432 |
1.000 |
59.725 |
1.618 |
58.582 |
2.618 |
56.732 |
4.250 |
53.713 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
62.500 |
63.125 |
PP |
62.310 |
62.727 |
S1 |
62.120 |
62.328 |
|