NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.250 |
66.550 |
-0.700 |
-1.0% |
65.350 |
High |
67.600 |
67.925 |
0.325 |
0.5% |
67.925 |
Low |
66.200 |
65.950 |
-0.250 |
-0.4% |
65.275 |
Close |
66.410 |
67.840 |
1.430 |
2.2% |
67.840 |
Range |
1.400 |
1.975 |
0.575 |
41.1% |
2.650 |
ATR |
1.296 |
1.345 |
0.048 |
3.7% |
0.000 |
Volume |
356 |
411 |
55 |
15.4% |
1,697 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.163 |
72.477 |
68.926 |
|
R3 |
71.188 |
70.502 |
68.383 |
|
R2 |
69.213 |
69.213 |
68.202 |
|
R1 |
68.527 |
68.527 |
68.021 |
68.870 |
PP |
67.238 |
67.238 |
67.238 |
67.410 |
S1 |
66.552 |
66.552 |
67.659 |
66.895 |
S2 |
65.263 |
65.263 |
67.478 |
|
S3 |
63.288 |
64.577 |
67.297 |
|
S4 |
61.313 |
62.602 |
66.754 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.963 |
74.052 |
69.298 |
|
R3 |
72.313 |
71.402 |
68.569 |
|
R2 |
69.663 |
69.663 |
68.326 |
|
R1 |
68.752 |
68.752 |
68.083 |
69.208 |
PP |
67.013 |
67.013 |
67.013 |
67.241 |
S1 |
66.102 |
66.102 |
67.597 |
66.558 |
S2 |
64.363 |
64.363 |
67.354 |
|
S3 |
61.713 |
63.452 |
67.111 |
|
S4 |
59.063 |
60.802 |
66.383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.925 |
65.275 |
2.650 |
3.9% |
1.715 |
2.5% |
97% |
True |
False |
339 |
10 |
68.000 |
64.075 |
3.925 |
5.8% |
1.588 |
2.3% |
96% |
False |
False |
223 |
20 |
68.750 |
64.075 |
4.675 |
6.9% |
1.305 |
1.9% |
81% |
False |
False |
154 |
40 |
68.750 |
61.700 |
7.050 |
10.4% |
0.841 |
1.2% |
87% |
False |
False |
90 |
60 |
68.750 |
60.090 |
8.660 |
12.8% |
0.617 |
0.9% |
89% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.319 |
2.618 |
73.096 |
1.618 |
71.121 |
1.000 |
69.900 |
0.618 |
69.146 |
HIGH |
67.925 |
0.618 |
67.171 |
0.500 |
66.938 |
0.382 |
66.704 |
LOW |
65.950 |
0.618 |
64.729 |
1.000 |
63.975 |
1.618 |
62.754 |
2.618 |
60.779 |
4.250 |
57.556 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.539 |
67.535 |
PP |
67.238 |
67.230 |
S1 |
66.938 |
66.925 |
|