NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.600 |
66.800 |
0.200 |
0.3% |
68.225 |
High |
67.050 |
67.975 |
0.925 |
1.4% |
68.750 |
Low |
66.075 |
66.800 |
0.725 |
1.1% |
66.850 |
Close |
66.500 |
67.880 |
1.380 |
2.1% |
67.690 |
Range |
0.975 |
1.175 |
0.200 |
20.5% |
1.900 |
ATR |
1.040 |
1.071 |
0.031 |
3.0% |
0.000 |
Volume |
30 |
24 |
-6 |
-20.0% |
279 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.077 |
70.653 |
68.526 |
|
R3 |
69.902 |
69.478 |
68.203 |
|
R2 |
68.727 |
68.727 |
68.095 |
|
R1 |
68.303 |
68.303 |
67.988 |
68.515 |
PP |
67.552 |
67.552 |
67.552 |
67.658 |
S1 |
67.128 |
67.128 |
67.772 |
67.340 |
S2 |
66.377 |
66.377 |
67.665 |
|
S3 |
65.202 |
65.953 |
67.557 |
|
S4 |
64.027 |
64.778 |
67.234 |
|
|
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 |
2.9% |
1.050 |
1.5% |
94% |
False |
False |
115 |
10 |
68.750 |
66.000 |
2.750 |
4.1% |
1.130 |
1.7% |
68% |
False |
False |
90 |
20 |
68.750 |
61.700 |
7.050 |
10.4% |
0.848 |
1.2% |
88% |
False |
False |
67 |
40 |
68.750 |
60.220 |
8.530 |
12.6% |
0.508 |
0.7% |
90% |
False |
False |
34 |
60 |
68.750 |
55.650 |
13.100 |
19.3% |
0.338 |
0.5% |
93% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.969 |
2.618 |
71.051 |
1.618 |
69.876 |
1.000 |
69.150 |
0.618 |
68.701 |
HIGH |
67.975 |
0.618 |
67.526 |
0.500 |
67.388 |
0.382 |
67.249 |
LOW |
66.800 |
0.618 |
66.074 |
1.000 |
65.625 |
1.618 |
64.899 |
2.618 |
63.724 |
4.250 |
61.806 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.716 |
67.583 |
PP |
67.552 |
67.285 |
S1 |
67.388 |
66.988 |
|