NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 24-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
66.425 |
67.800 |
1.375 |
2.1% |
69.000 |
High |
67.875 |
67.900 |
0.025 |
0.0% |
69.000 |
Low |
66.425 |
66.500 |
0.075 |
0.1% |
65.925 |
Close |
67.900 |
66.730 |
-1.170 |
-1.7% |
66.310 |
Range |
1.450 |
1.400 |
-0.050 |
-3.4% |
3.075 |
ATR |
0.735 |
0.782 |
0.048 |
6.5% |
0.000 |
Volume |
2 |
7 |
5 |
250.0% |
10 |
|
Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.243 |
70.387 |
67.500 |
|
R3 |
69.843 |
68.987 |
67.115 |
|
R2 |
68.443 |
68.443 |
66.987 |
|
R1 |
67.587 |
67.587 |
66.858 |
67.315 |
PP |
67.043 |
67.043 |
67.043 |
66.908 |
S1 |
66.187 |
66.187 |
66.602 |
65.915 |
S2 |
65.643 |
65.643 |
66.473 |
|
S3 |
64.243 |
64.787 |
66.345 |
|
S4 |
62.843 |
63.387 |
65.960 |
|
|
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 |
67.900 |
65.925 |
1.975 |
3.0% |
0.575 |
0.9% |
41% |
True |
False |
3 |
10 |
69.000 |
65.925 |
3.075 |
4.6% |
0.433 |
0.6% |
26% |
False |
False |
2 |
20 |
69.275 |
65.925 |
3.350 |
5.0% |
0.350 |
0.5% |
24% |
False |
False |
10 |
40 |
69.275 |
61.900 |
7.375 |
11.1% |
0.300 |
0.4% |
65% |
False |
False |
6 |
60 |
69.275 |
59.940 |
9.335 |
14.0% |
0.200 |
0.3% |
73% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.850 |
2.618 |
71.565 |
1.618 |
70.165 |
1.000 |
69.300 |
0.618 |
68.765 |
HIGH |
67.900 |
0.618 |
67.365 |
0.500 |
67.200 |
0.382 |
67.035 |
LOW |
66.500 |
0.618 |
65.635 |
1.000 |
65.100 |
1.618 |
64.235 |
2.618 |
62.835 |
4.250 |
60.550 |
|
|
Fisher Pivots for day following 24-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.200 |
67.105 |
PP |
67.043 |
66.980 |
S1 |
66.887 |
66.855 |
|