NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
64.500 |
65.350 |
0.850 |
1.3% |
67.975 |
High |
65.550 |
67.125 |
1.575 |
2.4% |
68.000 |
Low |
64.075 |
65.275 |
1.200 |
1.9% |
64.075 |
Close |
65.500 |
67.110 |
1.610 |
2.5% |
65.500 |
Range |
1.475 |
1.850 |
0.375 |
25.4% |
3.925 |
ATR |
1.178 |
1.226 |
0.048 |
4.1% |
0.000 |
Volume |
161 |
160 |
-1 |
-0.6% |
540 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.053 |
71.432 |
68.128 |
|
R3 |
70.203 |
69.582 |
67.619 |
|
R2 |
68.353 |
68.353 |
67.449 |
|
R1 |
67.732 |
67.732 |
67.280 |
68.043 |
PP |
66.503 |
66.503 |
66.503 |
66.659 |
S1 |
65.882 |
65.882 |
66.940 |
66.193 |
S2 |
64.653 |
64.653 |
66.771 |
|
S3 |
62.803 |
64.032 |
66.601 |
|
S4 |
60.953 |
62.182 |
66.093 |
|
|
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 |
67.500 |
64.075 |
3.425 |
5.1% |
1.550 |
2.3% |
89% |
False |
False |
130 |
10 |
68.450 |
64.075 |
4.375 |
6.5% |
1.283 |
1.9% |
69% |
False |
False |
81 |
20 |
68.750 |
64.075 |
4.675 |
7.0% |
1.224 |
1.8% |
65% |
False |
False |
86 |
40 |
68.750 |
61.700 |
7.050 |
10.5% |
0.757 |
1.1% |
77% |
False |
False |
52 |
60 |
68.750 |
56.680 |
12.070 |
18.0% |
0.505 |
0.8% |
86% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.988 |
2.618 |
71.968 |
1.618 |
70.118 |
1.000 |
68.975 |
0.618 |
68.268 |
HIGH |
67.125 |
0.618 |
66.418 |
0.500 |
66.200 |
0.382 |
65.982 |
LOW |
65.275 |
0.618 |
64.132 |
1.000 |
63.425 |
1.618 |
62.282 |
2.618 |
60.432 |
4.250 |
57.413 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.807 |
66.607 |
PP |
66.503 |
66.103 |
S1 |
66.200 |
65.600 |
|