NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 16-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
68.000 |
67.975 |
-0.025 |
0.0% |
67.475 |
High |
68.450 |
68.000 |
-0.450 |
-0.7% |
68.450 |
Low |
67.625 |
66.600 |
-1.025 |
-1.5% |
66.000 |
Close |
67.890 |
66.850 |
-1.040 |
-1.5% |
67.890 |
Range |
0.825 |
1.400 |
0.575 |
69.7% |
2.450 |
ATR |
1.053 |
1.078 |
0.025 |
2.3% |
0.000 |
Volume |
19 |
48 |
29 |
152.6% |
513 |
|
Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.350 |
70.500 |
67.620 |
|
R3 |
69.950 |
69.100 |
67.235 |
|
R2 |
68.550 |
68.550 |
67.107 |
|
R1 |
67.700 |
67.700 |
66.978 |
67.425 |
PP |
67.150 |
67.150 |
67.150 |
67.013 |
S1 |
66.300 |
66.300 |
66.722 |
66.025 |
S2 |
65.750 |
65.750 |
66.593 |
|
S3 |
64.350 |
64.900 |
66.465 |
|
S4 |
62.950 |
63.500 |
66.080 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.797 |
73.793 |
69.238 |
|
R3 |
72.347 |
71.343 |
68.564 |
|
R2 |
69.897 |
69.897 |
68.339 |
|
R1 |
68.893 |
68.893 |
68.115 |
69.395 |
PP |
67.447 |
67.447 |
67.447 |
67.698 |
S1 |
66.443 |
66.443 |
67.665 |
66.945 |
S2 |
64.997 |
64.997 |
67.441 |
|
S3 |
62.547 |
63.993 |
67.216 |
|
S4 |
60.097 |
61.543 |
66.543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.450 |
66.000 |
2.450 |
3.7% |
1.015 |
1.5% |
35% |
False |
False |
33 |
10 |
68.750 |
66.000 |
2.750 |
4.1% |
1.055 |
1.6% |
31% |
False |
False |
84 |
20 |
68.750 |
61.900 |
6.850 |
10.2% |
0.959 |
1.4% |
72% |
False |
False |
70 |
40 |
68.750 |
60.250 |
8.500 |
12.7% |
0.563 |
0.8% |
78% |
False |
False |
36 |
60 |
68.750 |
55.650 |
13.100 |
19.6% |
0.375 |
0.6% |
85% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.950 |
2.618 |
71.665 |
1.618 |
70.265 |
1.000 |
69.400 |
0.618 |
68.865 |
HIGH |
68.000 |
0.618 |
67.465 |
0.500 |
67.300 |
0.382 |
67.135 |
LOW |
66.600 |
0.618 |
65.735 |
1.000 |
65.200 |
1.618 |
64.335 |
2.618 |
62.935 |
4.250 |
60.650 |
|
|
Fisher Pivots for day following 16-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.300 |
67.525 |
PP |
67.150 |
67.300 |
S1 |
67.000 |
67.075 |
|