NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 05-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.850 |
67.425 |
0.575 |
0.9% |
64.850 |
High |
67.500 |
68.000 |
0.500 |
0.7% |
68.725 |
Low |
66.850 |
67.250 |
0.400 |
0.6% |
64.850 |
Close |
67.480 |
67.690 |
0.210 |
0.3% |
68.250 |
Range |
0.650 |
0.750 |
0.100 |
15.4% |
3.875 |
ATR |
1.048 |
1.027 |
-0.021 |
-2.0% |
0.000 |
Volume |
47 |
83 |
36 |
76.6% |
236 |
|
Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.897 |
69.543 |
68.103 |
|
R3 |
69.147 |
68.793 |
67.896 |
|
R2 |
68.397 |
68.397 |
67.828 |
|
R1 |
68.043 |
68.043 |
67.759 |
68.220 |
PP |
67.647 |
67.647 |
67.647 |
67.735 |
S1 |
67.293 |
67.293 |
67.621 |
67.470 |
S2 |
66.897 |
66.897 |
67.553 |
|
S3 |
66.147 |
66.543 |
67.484 |
|
S4 |
65.397 |
65.793 |
67.278 |
|
|
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 |
66.850 |
1.900 |
2.8% |
0.980 |
1.4% |
44% |
False |
False |
67 |
10 |
68.750 |
63.850 |
4.900 |
7.2% |
1.080 |
1.6% |
78% |
False |
False |
63 |
20 |
68.750 |
61.700 |
7.050 |
10.4% |
0.623 |
0.9% |
85% |
False |
False |
43 |
40 |
68.750 |
60.220 |
8.530 |
12.6% |
0.395 |
0.6% |
88% |
False |
False |
22 |
60 |
68.750 |
54.000 |
14.750 |
21.8% |
0.263 |
0.4% |
93% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.188 |
2.618 |
69.964 |
1.618 |
69.214 |
1.000 |
68.750 |
0.618 |
68.464 |
HIGH |
68.000 |
0.618 |
67.714 |
0.500 |
67.625 |
0.382 |
67.537 |
LOW |
67.250 |
0.618 |
66.787 |
1.000 |
66.500 |
1.618 |
66.037 |
2.618 |
65.287 |
4.250 |
64.063 |
|
|
Fisher Pivots for day following 05-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.668 |
67.656 |
PP |
67.647 |
67.622 |
S1 |
67.625 |
67.588 |
|