NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 25-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.000 |
65.925 |
-1.075 |
-1.6% |
67.975 |
High |
67.500 |
67.225 |
-0.275 |
-0.4% |
68.000 |
Low |
65.450 |
65.925 |
0.475 |
0.7% |
64.075 |
Close |
65.890 |
67.200 |
1.310 |
2.0% |
65.500 |
Range |
2.050 |
1.300 |
-0.750 |
-36.6% |
3.925 |
ATR |
1.285 |
1.288 |
0.004 |
0.3% |
0.000 |
Volume |
241 |
529 |
288 |
119.5% |
540 |
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.683 |
70.242 |
67.915 |
|
R3 |
69.383 |
68.942 |
67.558 |
|
R2 |
68.083 |
68.083 |
67.438 |
|
R1 |
67.642 |
67.642 |
67.319 |
67.863 |
PP |
66.783 |
66.783 |
66.783 |
66.894 |
S1 |
66.342 |
66.342 |
67.081 |
66.563 |
S2 |
65.483 |
65.483 |
66.962 |
|
S3 |
64.183 |
65.042 |
66.843 |
|
S4 |
62.883 |
63.742 |
66.485 |
|
|
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% |
1.615 |
2.4% |
91% |
False |
False |
244 |
10 |
68.450 |
64.075 |
4.375 |
6.5% |
1.450 |
2.2% |
71% |
False |
False |
151 |
20 |
68.750 |
64.075 |
4.675 |
7.0% |
1.263 |
1.9% |
67% |
False |
False |
122 |
40 |
68.750 |
61.700 |
7.050 |
10.5% |
0.800 |
1.2% |
78% |
False |
False |
71 |
60 |
68.750 |
59.910 |
8.840 |
13.2% |
0.560 |
0.8% |
82% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.750 |
2.618 |
70.628 |
1.618 |
69.328 |
1.000 |
68.525 |
0.618 |
68.028 |
HIGH |
67.225 |
0.618 |
66.728 |
0.500 |
66.575 |
0.382 |
66.422 |
LOW |
65.925 |
0.618 |
65.122 |
1.000 |
64.625 |
1.618 |
63.822 |
2.618 |
62.522 |
4.250 |
60.400 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.992 |
66.929 |
PP |
66.783 |
66.658 |
S1 |
66.575 |
66.388 |
|