NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 03-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
Open |
66.250 |
65.300 |
-0.950 |
-1.4% |
65.350 |
High |
66.350 |
65.700 |
-0.650 |
-1.0% |
67.925 |
Low |
64.700 |
64.550 |
-0.150 |
-0.2% |
65.275 |
Close |
65.350 |
64.950 |
-0.400 |
-0.6% |
67.840 |
Range |
1.650 |
1.150 |
-0.500 |
-30.3% |
2.650 |
ATR |
1.377 |
1.361 |
-0.016 |
-1.2% |
0.000 |
Volume |
544 |
825 |
281 |
51.7% |
1,697 |
|
Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.517 |
67.883 |
65.583 |
|
R3 |
67.367 |
66.733 |
65.266 |
|
R2 |
66.217 |
66.217 |
65.161 |
|
R1 |
65.583 |
65.583 |
65.055 |
65.325 |
PP |
65.067 |
65.067 |
65.067 |
64.938 |
S1 |
64.433 |
64.433 |
64.845 |
64.175 |
S2 |
63.917 |
63.917 |
64.739 |
|
S3 |
62.767 |
63.283 |
64.634 |
|
S4 |
61.617 |
62.133 |
64.318 |
|
|
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 |
64.550 |
3.525 |
5.4% |
1.520 |
2.3% |
11% |
False |
True |
634 |
10 |
68.075 |
64.075 |
4.000 |
6.2% |
1.568 |
2.4% |
22% |
False |
False |
462 |
20 |
68.450 |
64.075 |
4.375 |
6.7% |
1.379 |
2.1% |
20% |
False |
False |
279 |
40 |
68.750 |
61.700 |
7.050 |
10.9% |
0.982 |
1.5% |
46% |
False |
False |
159 |
60 |
68.750 |
60.220 |
8.530 |
13.1% |
0.710 |
1.1% |
55% |
False |
False |
106 |
80 |
68.750 |
54.000 |
14.750 |
22.7% |
0.533 |
0.8% |
74% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.588 |
2.618 |
68.711 |
1.618 |
67.561 |
1.000 |
66.850 |
0.618 |
66.411 |
HIGH |
65.700 |
0.618 |
65.261 |
0.500 |
65.125 |
0.382 |
64.989 |
LOW |
64.550 |
0.618 |
63.839 |
1.000 |
63.400 |
1.618 |
62.689 |
2.618 |
61.539 |
4.250 |
59.663 |
|
|
Fisher Pivots for day following 03-May-2007 |
Pivot |
1 day |
3 day |
R1 |
65.125 |
66.125 |
PP |
65.067 |
65.733 |
S1 |
65.008 |
65.342 |
|