NYMEX miNY Light Sweet Crude Oil Future September 2007
Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
67.950 |
66.900 |
-1.050 |
-1.5% |
67.550 |
High |
67.950 |
67.375 |
-0.575 |
-0.8% |
69.340 |
Low |
67.950 |
66.900 |
-1.050 |
-1.5% |
67.150 |
Close |
67.950 |
67.280 |
-0.670 |
-1.0% |
69.340 |
Range |
0.000 |
0.475 |
0.475 |
|
2.190 |
ATR |
0.705 |
0.729 |
0.025 |
3.5% |
0.000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.610 |
68.420 |
67.541 |
|
R3 |
68.135 |
67.945 |
67.411 |
|
R2 |
67.660 |
67.660 |
67.367 |
|
R1 |
67.470 |
67.470 |
67.324 |
67.565 |
PP |
67.185 |
67.185 |
67.185 |
67.233 |
S1 |
66.995 |
66.995 |
67.236 |
67.090 |
S2 |
66.710 |
66.710 |
67.193 |
|
S3 |
66.235 |
66.520 |
67.149 |
|
S4 |
65.760 |
66.045 |
67.019 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.180 |
74.450 |
70.545 |
|
R3 |
72.990 |
72.260 |
69.942 |
|
R2 |
70.800 |
70.800 |
69.742 |
|
R1 |
70.070 |
70.070 |
69.541 |
70.435 |
PP |
68.610 |
68.610 |
68.610 |
68.793 |
S1 |
67.880 |
67.880 |
69.139 |
68.245 |
S2 |
66.420 |
66.420 |
68.939 |
|
S3 |
64.230 |
65.690 |
68.738 |
|
S4 |
62.040 |
63.500 |
68.136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.340 |
66.900 |
2.440 |
3.6% |
0.095 |
0.1% |
16% |
False |
True |
1 |
10 |
69.340 |
66.900 |
2.440 |
3.6% |
0.173 |
0.3% |
16% |
False |
True |
1 |
20 |
69.340 |
66.825 |
2.515 |
3.7% |
0.086 |
0.1% |
18% |
False |
False |
6 |
40 |
69.575 |
62.840 |
6.735 |
10.0% |
0.068 |
0.1% |
66% |
False |
False |
4 |
60 |
69.575 |
60.960 |
8.615 |
12.8% |
0.048 |
0.1% |
73% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.394 |
2.618 |
68.619 |
1.618 |
68.144 |
1.000 |
67.850 |
0.618 |
67.669 |
HIGH |
67.375 |
0.618 |
67.194 |
0.500 |
67.138 |
0.382 |
67.081 |
LOW |
66.900 |
0.618 |
66.606 |
1.000 |
66.425 |
1.618 |
66.131 |
2.618 |
65.656 |
4.250 |
64.881 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.233 |
67.835 |
PP |
67.185 |
67.650 |
S1 |
67.138 |
67.465 |
|