NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.200 |
68.700 |
1.500 |
2.2% |
66.425 |
High |
68.000 |
68.900 |
0.900 |
1.3% |
68.200 |
Low |
67.000 |
68.225 |
1.225 |
1.8% |
66.425 |
Close |
68.690 |
68.100 |
-0.590 |
-0.9% |
68.690 |
Range |
1.000 |
0.675 |
-0.325 |
-32.5% |
1.775 |
ATR |
0.763 |
0.757 |
-0.006 |
-0.8% |
0.000 |
Volume |
6 |
5 |
-1 |
-16.7% |
36 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.433 |
69.942 |
68.471 |
|
R3 |
69.758 |
69.267 |
68.286 |
|
R2 |
69.083 |
69.083 |
68.224 |
|
R1 |
68.592 |
68.592 |
68.162 |
68.500 |
PP |
68.408 |
68.408 |
68.408 |
68.363 |
S1 |
67.917 |
67.917 |
68.038 |
67.825 |
S2 |
67.733 |
67.733 |
67.976 |
|
S3 |
67.058 |
67.242 |
67.914 |
|
S4 |
66.383 |
66.567 |
67.729 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.097 |
72.668 |
69.666 |
|
R3 |
71.322 |
70.893 |
69.178 |
|
R2 |
69.547 |
69.547 |
69.015 |
|
R1 |
69.118 |
69.118 |
68.853 |
69.333 |
PP |
67.772 |
67.772 |
67.772 |
67.879 |
S1 |
67.343 |
67.343 |
68.527 |
67.558 |
S2 |
65.997 |
65.997 |
68.365 |
|
S3 |
64.222 |
65.568 |
68.202 |
|
S4 |
62.447 |
63.793 |
67.714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.900 |
66.500 |
2.400 |
3.5% |
0.745 |
1.1% |
67% |
True |
False |
7 |
10 |
68.900 |
65.925 |
2.975 |
4.4% |
0.520 |
0.8% |
73% |
True |
False |
5 |
20 |
69.000 |
65.925 |
3.075 |
4.5% |
0.369 |
0.5% |
71% |
False |
False |
8 |
40 |
69.275 |
61.900 |
7.375 |
10.8% |
0.358 |
0.5% |
84% |
False |
False |
7 |
60 |
69.275 |
60.550 |
8.725 |
12.8% |
0.239 |
0.4% |
87% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.769 |
2.618 |
70.667 |
1.618 |
69.992 |
1.000 |
69.575 |
0.618 |
69.317 |
HIGH |
68.900 |
0.618 |
68.642 |
0.500 |
68.563 |
0.382 |
68.483 |
LOW |
68.225 |
0.618 |
67.808 |
1.000 |
67.550 |
1.618 |
67.133 |
2.618 |
66.458 |
4.250 |
65.356 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
68.563 |
68.050 |
PP |
68.408 |
68.000 |
S1 |
68.254 |
67.950 |
|