NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
65.925 |
67.250 |
1.325 |
2.0% |
67.975 |
High |
67.225 |
67.600 |
0.375 |
0.6% |
68.000 |
Low |
65.925 |
66.200 |
0.275 |
0.4% |
64.075 |
Close |
67.200 |
66.410 |
-0.790 |
-1.2% |
65.500 |
Range |
1.300 |
1.400 |
0.100 |
7.7% |
3.925 |
ATR |
1.288 |
1.296 |
0.008 |
0.6% |
0.000 |
Volume |
529 |
356 |
-173 |
-32.7% |
540 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.937 |
70.073 |
67.180 |
|
R3 |
69.537 |
68.673 |
66.795 |
|
R2 |
68.137 |
68.137 |
66.667 |
|
R1 |
67.273 |
67.273 |
66.538 |
67.005 |
PP |
66.737 |
66.737 |
66.737 |
66.603 |
S1 |
65.873 |
65.873 |
66.282 |
65.605 |
S2 |
65.337 |
65.337 |
66.153 |
|
S3 |
63.937 |
64.473 |
66.025 |
|
S4 |
62.537 |
63.073 |
65.640 |
|
|
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 |
67.600 |
64.075 |
3.525 |
5.3% |
1.615 |
2.4% |
66% |
True |
False |
289 |
10 |
68.450 |
64.075 |
4.375 |
6.6% |
1.473 |
2.2% |
53% |
False |
False |
184 |
20 |
68.750 |
64.075 |
4.675 |
7.0% |
1.301 |
2.0% |
50% |
False |
False |
137 |
40 |
68.750 |
61.700 |
7.050 |
10.6% |
0.801 |
1.2% |
67% |
False |
False |
80 |
60 |
68.750 |
59.910 |
8.840 |
13.3% |
0.584 |
0.9% |
74% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.550 |
2.618 |
71.265 |
1.618 |
69.865 |
1.000 |
69.000 |
0.618 |
68.465 |
HIGH |
67.600 |
0.618 |
67.065 |
0.500 |
66.900 |
0.382 |
66.735 |
LOW |
66.200 |
0.618 |
65.335 |
1.000 |
64.800 |
1.618 |
63.935 |
2.618 |
62.535 |
4.250 |
60.250 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.900 |
66.525 |
PP |
66.737 |
66.487 |
S1 |
66.573 |
66.448 |
|