NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 23-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.310 |
66.425 |
0.115 |
0.2% |
69.000 |
High |
66.310 |
67.875 |
1.565 |
2.4% |
69.000 |
Low |
66.310 |
66.425 |
0.115 |
0.2% |
65.925 |
Close |
66.310 |
67.900 |
1.590 |
2.4% |
66.310 |
Range |
0.000 |
1.450 |
1.450 |
|
3.075 |
ATR |
0.671 |
0.735 |
0.064 |
9.5% |
0.000 |
Volume |
4 |
2 |
-2 |
-50.0% |
10 |
|
Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.750 |
71.275 |
68.698 |
|
R3 |
70.300 |
69.825 |
68.299 |
|
R2 |
68.850 |
68.850 |
68.166 |
|
R1 |
68.375 |
68.375 |
68.033 |
68.613 |
PP |
67.400 |
67.400 |
67.400 |
67.519 |
S1 |
66.925 |
66.925 |
67.767 |
67.163 |
S2 |
65.950 |
65.950 |
67.634 |
|
S3 |
64.500 |
65.475 |
67.501 |
|
S4 |
63.050 |
64.025 |
67.103 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.303 |
74.382 |
68.001 |
|
R3 |
73.228 |
71.307 |
67.156 |
|
R2 |
70.153 |
70.153 |
66.874 |
|
R1 |
68.232 |
68.232 |
66.592 |
67.655 |
PP |
67.078 |
67.078 |
67.078 |
66.790 |
S1 |
65.157 |
65.157 |
66.028 |
64.580 |
S2 |
64.003 |
64.003 |
65.746 |
|
S3 |
60.928 |
62.082 |
65.464 |
|
S4 |
57.853 |
59.007 |
64.619 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.875 |
65.925 |
1.950 |
2.9% |
0.295 |
0.4% |
101% |
True |
False |
2 |
10 |
69.000 |
65.925 |
3.075 |
4.5% |
0.293 |
0.4% |
64% |
False |
False |
1 |
20 |
69.275 |
65.925 |
3.350 |
4.9% |
0.280 |
0.4% |
59% |
False |
False |
11 |
40 |
69.275 |
61.900 |
7.375 |
10.9% |
0.265 |
0.4% |
81% |
False |
False |
6 |
60 |
69.275 |
57.180 |
12.095 |
17.8% |
0.177 |
0.3% |
89% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.038 |
2.618 |
71.671 |
1.618 |
70.221 |
1.000 |
69.325 |
0.618 |
68.771 |
HIGH |
67.875 |
0.618 |
67.321 |
0.500 |
67.150 |
0.382 |
66.979 |
LOW |
66.425 |
0.618 |
65.529 |
1.000 |
64.975 |
1.618 |
64.079 |
2.618 |
62.629 |
4.250 |
60.263 |
|
|
Fisher Pivots for day following 23-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.650 |
67.567 |
PP |
67.400 |
67.233 |
S1 |
67.150 |
66.900 |
|