NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.600 |
64.500 |
-1.100 |
-1.7% |
67.975 |
High |
66.000 |
65.550 |
-0.450 |
-0.7% |
68.000 |
Low |
64.600 |
64.075 |
-0.525 |
-0.8% |
64.075 |
Close |
64.860 |
65.500 |
0.640 |
1.0% |
65.500 |
Range |
1.400 |
1.475 |
0.075 |
5.4% |
3.925 |
ATR |
1.155 |
1.178 |
0.023 |
2.0% |
0.000 |
Volume |
132 |
161 |
29 |
22.0% |
540 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.467 |
68.958 |
66.311 |
|
R3 |
67.992 |
67.483 |
65.906 |
|
R2 |
66.517 |
66.517 |
65.770 |
|
R1 |
66.008 |
66.008 |
65.635 |
66.263 |
PP |
65.042 |
65.042 |
65.042 |
65.169 |
S1 |
64.533 |
64.533 |
65.365 |
64.788 |
S2 |
63.567 |
63.567 |
65.230 |
|
S3 |
62.092 |
63.058 |
65.094 |
|
S4 |
60.617 |
61.583 |
64.689 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.633 |
75.492 |
67.659 |
|
R3 |
73.708 |
71.567 |
66.579 |
|
R2 |
69.783 |
69.783 |
66.220 |
|
R1 |
67.642 |
67.642 |
65.860 |
66.750 |
PP |
65.858 |
65.858 |
65.858 |
65.413 |
S1 |
63.717 |
63.717 |
65.140 |
62.825 |
S2 |
61.933 |
61.933 |
64.780 |
|
S3 |
58.008 |
59.792 |
64.421 |
|
S4 |
54.083 |
55.867 |
63.341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.000 |
64.075 |
3.925 |
6.0% |
1.460 |
2.2% |
36% |
False |
True |
108 |
10 |
68.450 |
64.075 |
4.375 |
6.7% |
1.263 |
1.9% |
33% |
False |
True |
105 |
20 |
68.750 |
63.850 |
4.900 |
7.5% |
1.171 |
1.8% |
34% |
False |
False |
84 |
40 |
68.750 |
61.700 |
7.050 |
10.8% |
0.711 |
1.1% |
54% |
False |
False |
48 |
60 |
68.750 |
56.680 |
12.070 |
18.4% |
0.474 |
0.7% |
73% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.819 |
2.618 |
69.412 |
1.618 |
67.937 |
1.000 |
67.025 |
0.618 |
66.462 |
HIGH |
65.550 |
0.618 |
64.987 |
0.500 |
64.813 |
0.382 |
64.638 |
LOW |
64.075 |
0.618 |
63.163 |
1.000 |
62.600 |
1.618 |
61.688 |
2.618 |
60.213 |
4.250 |
57.806 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
65.271 |
65.350 |
PP |
65.042 |
65.200 |
S1 |
64.813 |
65.050 |
|