NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 01-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
Open |
68.050 |
67.150 |
-0.900 |
-1.3% |
65.350 |
High |
68.075 |
67.700 |
-0.375 |
-0.6% |
67.925 |
Low |
67.000 |
65.950 |
-1.050 |
-1.6% |
65.275 |
Close |
67.210 |
66.110 |
-1.100 |
-1.6% |
67.840 |
Range |
1.075 |
1.750 |
0.675 |
62.8% |
2.650 |
ATR |
1.325 |
1.356 |
0.030 |
2.3% |
0.000 |
Volume |
682 |
711 |
29 |
4.3% |
1,697 |
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.837 |
70.723 |
67.073 |
|
R3 |
70.087 |
68.973 |
66.591 |
|
R2 |
68.337 |
68.337 |
66.431 |
|
R1 |
67.223 |
67.223 |
66.270 |
66.905 |
PP |
66.587 |
66.587 |
66.587 |
66.428 |
S1 |
65.473 |
65.473 |
65.950 |
65.155 |
S2 |
64.837 |
64.837 |
65.789 |
|
S3 |
63.087 |
63.723 |
65.629 |
|
S4 |
61.337 |
61.973 |
65.148 |
|
|
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 |
68.075 |
65.925 |
2.150 |
3.3% |
1.500 |
2.3% |
9% |
False |
False |
537 |
10 |
68.075 |
64.075 |
4.000 |
6.1% |
1.540 |
2.3% |
51% |
False |
False |
351 |
20 |
68.450 |
64.075 |
4.375 |
6.6% |
1.338 |
2.0% |
47% |
False |
False |
216 |
40 |
68.750 |
61.700 |
7.050 |
10.7% |
0.912 |
1.4% |
63% |
False |
False |
125 |
60 |
68.750 |
60.090 |
8.660 |
13.1% |
0.664 |
1.0% |
70% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.138 |
2.618 |
72.282 |
1.618 |
70.532 |
1.000 |
69.450 |
0.618 |
68.782 |
HIGH |
67.700 |
0.618 |
67.032 |
0.500 |
66.825 |
0.382 |
66.619 |
LOW |
65.950 |
0.618 |
64.869 |
1.000 |
64.200 |
1.618 |
63.119 |
2.618 |
61.369 |
4.250 |
58.513 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
66.825 |
67.013 |
PP |
66.587 |
66.712 |
S1 |
66.348 |
66.411 |
|