NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 17-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.975 |
67.400 |
-0.575 |
-0.8% |
67.475 |
High |
68.000 |
67.500 |
-0.500 |
-0.7% |
68.450 |
Low |
66.600 |
65.600 |
-1.000 |
-1.5% |
66.000 |
Close |
66.850 |
65.680 |
-1.170 |
-1.8% |
67.890 |
Range |
1.400 |
1.900 |
0.500 |
35.7% |
2.450 |
ATR |
1.078 |
1.137 |
0.059 |
5.4% |
0.000 |
Volume |
48 |
69 |
21 |
43.8% |
513 |
|
Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.960 |
70.720 |
66.725 |
|
R3 |
70.060 |
68.820 |
66.203 |
|
R2 |
68.160 |
68.160 |
66.028 |
|
R1 |
66.920 |
66.920 |
65.854 |
66.590 |
PP |
66.260 |
66.260 |
66.260 |
66.095 |
S1 |
65.020 |
65.020 |
65.506 |
64.690 |
S2 |
64.360 |
64.360 |
65.332 |
|
S3 |
62.460 |
63.120 |
65.158 |
|
S4 |
60.560 |
61.220 |
64.635 |
|
|
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 |
65.600 |
2.850 |
4.3% |
1.255 |
1.9% |
3% |
False |
True |
38 |
10 |
68.450 |
65.600 |
2.850 |
4.3% |
1.135 |
1.7% |
3% |
False |
True |
81 |
20 |
68.750 |
61.900 |
6.850 |
10.4% |
1.054 |
1.6% |
55% |
False |
False |
74 |
40 |
68.750 |
60.250 |
8.500 |
12.9% |
0.611 |
0.9% |
64% |
False |
False |
37 |
60 |
68.750 |
56.680 |
12.070 |
18.4% |
0.407 |
0.6% |
75% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.575 |
2.618 |
72.474 |
1.618 |
70.574 |
1.000 |
69.400 |
0.618 |
68.674 |
HIGH |
67.500 |
0.618 |
66.774 |
0.500 |
66.550 |
0.382 |
66.326 |
LOW |
65.600 |
0.618 |
64.426 |
1.000 |
63.700 |
1.618 |
62.526 |
2.618 |
60.626 |
4.250 |
57.525 |
|
|
Fisher Pivots for day following 17-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.550 |
67.025 |
PP |
66.260 |
66.577 |
S1 |
65.970 |
66.128 |
|