NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.150 |
66.250 |
-0.900 |
-1.3% |
65.350 |
High |
67.700 |
66.350 |
-1.350 |
-2.0% |
67.925 |
Low |
65.950 |
64.700 |
-1.250 |
-1.9% |
65.275 |
Close |
66.110 |
65.350 |
-0.760 |
-1.1% |
67.840 |
Range |
1.750 |
1.650 |
-0.100 |
-5.7% |
2.650 |
ATR |
1.356 |
1.377 |
0.021 |
1.6% |
0.000 |
Volume |
711 |
544 |
-167 |
-23.5% |
1,697 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.417 |
69.533 |
66.258 |
|
R3 |
68.767 |
67.883 |
65.804 |
|
R2 |
67.117 |
67.117 |
65.653 |
|
R1 |
66.233 |
66.233 |
65.501 |
65.850 |
PP |
65.467 |
65.467 |
65.467 |
65.275 |
S1 |
64.583 |
64.583 |
65.199 |
64.200 |
S2 |
63.817 |
63.817 |
65.048 |
|
S3 |
62.167 |
62.933 |
64.896 |
|
S4 |
60.517 |
61.283 |
64.443 |
|
|
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 |
64.700 |
3.375 |
5.2% |
1.570 |
2.4% |
19% |
False |
True |
540 |
10 |
68.075 |
64.075 |
4.000 |
6.1% |
1.593 |
2.4% |
32% |
False |
False |
392 |
20 |
68.450 |
64.075 |
4.375 |
6.7% |
1.354 |
2.1% |
29% |
False |
False |
240 |
40 |
68.750 |
61.700 |
7.050 |
10.8% |
0.953 |
1.5% |
52% |
False |
False |
138 |
60 |
68.750 |
60.090 |
8.660 |
13.3% |
0.691 |
1.1% |
61% |
False |
False |
93 |
80 |
68.750 |
54.000 |
14.750 |
22.6% |
0.518 |
0.8% |
77% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.363 |
2.618 |
70.670 |
1.618 |
69.020 |
1.000 |
68.000 |
0.618 |
67.370 |
HIGH |
66.350 |
0.618 |
65.720 |
0.500 |
65.525 |
0.382 |
65.330 |
LOW |
64.700 |
0.618 |
63.680 |
1.000 |
63.050 |
1.618 |
62.030 |
2.618 |
60.380 |
4.250 |
57.688 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.525 |
66.388 |
PP |
65.467 |
66.042 |
S1 |
65.408 |
65.696 |
|