NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.350 |
67.000 |
1.650 |
2.5% |
67.975 |
High |
67.125 |
67.500 |
0.375 |
0.6% |
68.000 |
Low |
65.275 |
65.450 |
0.175 |
0.3% |
64.075 |
Close |
67.110 |
65.890 |
-1.220 |
-1.8% |
65.500 |
Range |
1.850 |
2.050 |
0.200 |
10.8% |
3.925 |
ATR |
1.226 |
1.285 |
0.059 |
4.8% |
0.000 |
Volume |
160 |
241 |
81 |
50.6% |
540 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.430 |
71.210 |
67.018 |
|
R3 |
70.380 |
69.160 |
66.454 |
|
R2 |
68.330 |
68.330 |
66.266 |
|
R1 |
67.110 |
67.110 |
66.078 |
66.695 |
PP |
66.280 |
66.280 |
66.280 |
66.073 |
S1 |
65.060 |
65.060 |
65.702 |
64.645 |
S2 |
64.230 |
64.230 |
65.514 |
|
S3 |
62.180 |
63.010 |
65.326 |
|
S4 |
60.130 |
60.960 |
64.763 |
|
|
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 |
5.2% |
1.580 |
2.4% |
53% |
True |
False |
164 |
10 |
68.450 |
64.075 |
4.375 |
6.6% |
1.418 |
2.2% |
41% |
False |
False |
101 |
20 |
68.750 |
64.075 |
4.675 |
7.1% |
1.285 |
2.0% |
39% |
False |
False |
97 |
40 |
68.750 |
61.700 |
7.050 |
10.7% |
0.808 |
1.2% |
59% |
False |
False |
58 |
60 |
68.750 |
59.450 |
9.300 |
14.1% |
0.539 |
0.8% |
69% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.213 |
2.618 |
72.867 |
1.618 |
70.817 |
1.000 |
69.550 |
0.618 |
68.767 |
HIGH |
67.500 |
0.618 |
66.717 |
0.500 |
66.475 |
0.382 |
66.233 |
LOW |
65.450 |
0.618 |
64.183 |
1.000 |
63.400 |
1.618 |
62.133 |
2.618 |
60.083 |
4.250 |
56.738 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.475 |
65.856 |
PP |
66.280 |
65.822 |
S1 |
66.085 |
65.788 |
|