NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 03-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
68.225 |
68.325 |
0.100 |
0.1% |
64.850 |
High |
68.750 |
68.325 |
-0.425 |
-0.6% |
68.725 |
Low |
67.650 |
67.000 |
-0.650 |
-1.0% |
64.850 |
Close |
68.450 |
67.310 |
-1.140 |
-1.7% |
68.250 |
Range |
1.100 |
1.325 |
0.225 |
20.5% |
3.875 |
ATR |
1.050 |
1.079 |
0.029 |
2.7% |
0.000 |
Volume |
93 |
56 |
-37 |
-39.8% |
236 |
|
Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.520 |
70.740 |
68.039 |
|
R3 |
70.195 |
69.415 |
67.674 |
|
R2 |
68.870 |
68.870 |
67.553 |
|
R1 |
68.090 |
68.090 |
67.431 |
67.818 |
PP |
67.545 |
67.545 |
67.545 |
67.409 |
S1 |
66.765 |
66.765 |
67.189 |
66.493 |
S2 |
66.220 |
66.220 |
67.067 |
|
S3 |
64.895 |
65.440 |
66.946 |
|
S4 |
63.570 |
64.115 |
66.581 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.900 |
77.450 |
70.381 |
|
R3 |
75.025 |
73.575 |
69.316 |
|
R2 |
71.150 |
71.150 |
68.960 |
|
R1 |
69.700 |
69.700 |
68.605 |
70.425 |
PP |
67.275 |
67.275 |
67.275 |
67.638 |
S1 |
65.825 |
65.825 |
67.895 |
66.550 |
S2 |
63.400 |
63.400 |
67.540 |
|
S3 |
59.525 |
61.950 |
67.184 |
|
S4 |
55.650 |
58.075 |
66.119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.750 |
66.500 |
2.250 |
3.3% |
1.205 |
1.8% |
36% |
False |
False |
68 |
10 |
68.750 |
61.900 |
6.850 |
10.2% |
1.055 |
1.6% |
79% |
False |
False |
72 |
20 |
68.750 |
61.700 |
7.050 |
10.5% |
0.553 |
0.8% |
80% |
False |
False |
36 |
40 |
68.750 |
60.090 |
8.660 |
12.9% |
0.360 |
0.5% |
83% |
False |
False |
19 |
60 |
68.750 |
54.000 |
14.750 |
21.9% |
0.240 |
0.4% |
90% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.956 |
2.618 |
71.794 |
1.618 |
70.469 |
1.000 |
69.650 |
0.618 |
69.144 |
HIGH |
68.325 |
0.618 |
67.819 |
0.500 |
67.663 |
0.382 |
67.506 |
LOW |
67.000 |
0.618 |
66.181 |
1.000 |
65.675 |
1.618 |
64.856 |
2.618 |
63.531 |
4.250 |
61.369 |
|
|
Fisher Pivots for day following 03-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.663 |
67.875 |
PP |
67.545 |
67.687 |
S1 |
67.428 |
67.498 |
|