NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 26-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.150 |
67.600 |
0.450 |
0.7% |
69.000 |
High |
67.150 |
68.200 |
1.050 |
1.6% |
69.000 |
Low |
67.100 |
67.600 |
0.500 |
0.7% |
65.925 |
Close |
68.090 |
67.290 |
-0.800 |
-1.2% |
66.310 |
Range |
0.050 |
0.600 |
0.550 |
1,100.0% |
3.075 |
ATR |
0.756 |
0.745 |
-0.011 |
-1.5% |
0.000 |
Volume |
16 |
5 |
-11 |
-68.8% |
10 |
|
Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.497 |
68.993 |
67.620 |
|
R3 |
68.897 |
68.393 |
67.455 |
|
R2 |
68.297 |
68.297 |
67.400 |
|
R1 |
67.793 |
67.793 |
67.345 |
67.745 |
PP |
67.697 |
67.697 |
67.697 |
67.673 |
S1 |
67.193 |
67.193 |
67.235 |
67.145 |
S2 |
67.097 |
67.097 |
67.180 |
|
S3 |
66.497 |
66.593 |
67.125 |
|
S4 |
65.897 |
65.993 |
66.960 |
|
|
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 |
68.200 |
66.310 |
1.890 |
2.8% |
0.700 |
1.0% |
52% |
True |
False |
6 |
10 |
69.000 |
65.925 |
3.075 |
4.6% |
0.498 |
0.7% |
44% |
False |
False |
4 |
20 |
69.275 |
65.925 |
3.350 |
5.0% |
0.383 |
0.6% |
41% |
False |
False |
8 |
40 |
69.275 |
61.900 |
7.375 |
11.0% |
0.316 |
0.5% |
73% |
False |
False |
6 |
60 |
69.275 |
60.410 |
8.865 |
13.2% |
0.211 |
0.3% |
78% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.750 |
2.618 |
69.771 |
1.618 |
69.171 |
1.000 |
68.800 |
0.618 |
68.571 |
HIGH |
68.200 |
0.618 |
67.971 |
0.500 |
67.900 |
0.382 |
67.829 |
LOW |
67.600 |
0.618 |
67.229 |
1.000 |
67.000 |
1.618 |
66.629 |
2.618 |
66.029 |
4.250 |
65.050 |
|
|
Fisher Pivots for day following 26-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.900 |
67.350 |
PP |
67.697 |
67.330 |
S1 |
67.493 |
67.310 |
|