NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 11-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.650 |
66.600 |
-0.050 |
-0.1% |
68.225 |
High |
66.700 |
67.050 |
0.350 |
0.5% |
68.750 |
Low |
66.000 |
66.075 |
0.075 |
0.1% |
66.850 |
Close |
66.670 |
66.500 |
-0.170 |
-0.3% |
67.690 |
Range |
0.700 |
0.975 |
0.275 |
39.3% |
1.900 |
ATR |
1.045 |
1.040 |
-0.005 |
-0.5% |
0.000 |
Volume |
44 |
30 |
-14 |
-31.8% |
279 |
|
Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.467 |
68.958 |
67.036 |
|
R3 |
68.492 |
67.983 |
66.768 |
|
R2 |
67.517 |
67.517 |
66.679 |
|
R1 |
67.008 |
67.008 |
66.589 |
66.775 |
PP |
66.542 |
66.542 |
66.542 |
66.425 |
S1 |
66.033 |
66.033 |
66.411 |
65.800 |
S2 |
65.567 |
65.567 |
66.321 |
|
S3 |
64.592 |
65.058 |
66.232 |
|
S4 |
63.617 |
64.083 |
65.964 |
|
|
Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.463 |
72.477 |
68.735 |
|
R3 |
71.563 |
70.577 |
68.213 |
|
R2 |
69.663 |
69.663 |
68.038 |
|
R1 |
68.677 |
68.677 |
67.864 |
68.220 |
PP |
67.763 |
67.763 |
67.763 |
67.535 |
S1 |
66.777 |
66.777 |
67.516 |
66.320 |
S2 |
65.863 |
65.863 |
67.342 |
|
S3 |
63.963 |
64.877 |
67.168 |
|
S4 |
62.063 |
62.977 |
66.645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.000 |
66.000 |
2.000 |
3.0% |
0.945 |
1.4% |
25% |
False |
False |
120 |
10 |
68.750 |
66.000 |
2.750 |
4.1% |
1.075 |
1.6% |
18% |
False |
False |
94 |
20 |
68.750 |
61.700 |
7.050 |
10.6% |
0.789 |
1.2% |
68% |
False |
False |
66 |
40 |
68.750 |
60.220 |
8.530 |
12.8% |
0.478 |
0.7% |
74% |
False |
False |
34 |
60 |
68.750 |
55.150 |
13.600 |
20.5% |
0.319 |
0.5% |
83% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.194 |
2.618 |
69.603 |
1.618 |
68.628 |
1.000 |
68.025 |
0.618 |
67.653 |
HIGH |
67.050 |
0.618 |
66.678 |
0.500 |
66.563 |
0.382 |
66.447 |
LOW |
66.075 |
0.618 |
65.472 |
1.000 |
65.100 |
1.618 |
64.497 |
2.618 |
63.522 |
4.250 |
61.931 |
|
|
Fisher Pivots for day following 11-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.563 |
66.850 |
PP |
66.542 |
66.733 |
S1 |
66.521 |
66.617 |
|