NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 18-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.375 |
66.250 |
-1.125 |
-1.7% |
68.000 |
High |
67.375 |
66.250 |
-1.125 |
-1.7% |
68.750 |
Low |
67.375 |
66.225 |
-1.150 |
-1.7% |
67.470 |
Close |
66.420 |
66.460 |
0.040 |
0.1% |
68.710 |
Range |
0.000 |
0.025 |
0.025 |
|
1.280 |
ATR |
0.727 |
0.689 |
-0.038 |
-5.2% |
0.000 |
Volume |
2 |
1 |
-1 |
-50.0% |
8 |
|
Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.387 |
66.448 |
66.474 |
|
R3 |
66.362 |
66.423 |
66.467 |
|
R2 |
66.337 |
66.337 |
66.465 |
|
R1 |
66.398 |
66.398 |
66.462 |
66.368 |
PP |
66.312 |
66.312 |
66.312 |
66.296 |
S1 |
66.373 |
66.373 |
66.458 |
66.343 |
S2 |
66.287 |
66.287 |
66.455 |
|
S3 |
66.262 |
66.348 |
66.453 |
|
S4 |
66.237 |
66.323 |
66.446 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.150 |
71.710 |
69.414 |
|
R3 |
70.870 |
70.430 |
69.062 |
|
R2 |
69.590 |
69.590 |
68.945 |
|
R1 |
69.150 |
69.150 |
68.827 |
69.370 |
PP |
68.310 |
68.310 |
68.310 |
68.420 |
S1 |
67.870 |
67.870 |
68.593 |
68.090 |
S2 |
67.030 |
67.030 |
68.475 |
|
S3 |
65.750 |
66.590 |
68.358 |
|
S4 |
64.470 |
65.310 |
68.006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.000 |
66.225 |
2.775 |
4.2% |
0.295 |
0.4% |
8% |
False |
True |
1 |
10 |
69.000 |
66.225 |
2.775 |
4.2% |
0.188 |
0.3% |
8% |
False |
True |
5 |
20 |
69.275 |
62.830 |
6.445 |
9.7% |
0.238 |
0.4% |
56% |
False |
False |
11 |
40 |
69.275 |
61.240 |
8.035 |
12.1% |
0.229 |
0.3% |
65% |
False |
False |
6 |
60 |
69.275 |
57.180 |
12.095 |
18.2% |
0.153 |
0.2% |
77% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.356 |
2.618 |
66.315 |
1.618 |
66.290 |
1.000 |
66.275 |
0.618 |
66.265 |
HIGH |
66.250 |
0.618 |
66.240 |
0.500 |
66.238 |
0.382 |
66.235 |
LOW |
66.225 |
0.618 |
66.210 |
1.000 |
66.200 |
1.618 |
66.185 |
2.618 |
66.160 |
4.250 |
66.119 |
|
|
Fisher Pivots for day following 18-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
66.386 |
67.613 |
PP |
66.312 |
67.228 |
S1 |
66.238 |
66.844 |
|