NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
66.050 |
65.625 |
-0.425 |
-0.6% |
62.350 |
| High |
66.675 |
65.900 |
-0.775 |
-1.2% |
66.800 |
| Low |
65.075 |
63.975 |
-1.100 |
-1.7% |
62.225 |
| Close |
65.940 |
64.640 |
-1.300 |
-2.0% |
65.870 |
| Range |
1.600 |
1.925 |
0.325 |
20.3% |
4.575 |
| ATR |
1.727 |
1.744 |
0.017 |
1.0% |
0.000 |
| Volume |
26,504 |
18,746 |
-7,758 |
-29.3% |
101,618 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.613 |
69.552 |
65.699 |
|
| R3 |
68.688 |
67.627 |
65.169 |
|
| R2 |
66.763 |
66.763 |
64.993 |
|
| R1 |
65.702 |
65.702 |
64.816 |
65.270 |
| PP |
64.838 |
64.838 |
64.838 |
64.623 |
| S1 |
63.777 |
63.777 |
64.464 |
63.345 |
| S2 |
62.913 |
62.913 |
64.287 |
|
| S3 |
60.988 |
61.852 |
64.111 |
|
| S4 |
59.063 |
59.927 |
63.581 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.690 |
76.855 |
68.386 |
|
| R3 |
74.115 |
72.280 |
67.128 |
|
| R2 |
69.540 |
69.540 |
66.709 |
|
| R1 |
67.705 |
67.705 |
66.289 |
68.623 |
| PP |
64.965 |
64.965 |
64.965 |
65.424 |
| S1 |
63.130 |
63.130 |
65.451 |
64.048 |
| S2 |
60.390 |
60.390 |
65.031 |
|
| S3 |
55.815 |
58.555 |
64.612 |
|
| S4 |
51.240 |
53.980 |
63.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.775 |
63.400 |
3.375 |
5.2% |
1.855 |
2.9% |
37% |
False |
False |
22,783 |
| 10 |
66.800 |
59.200 |
7.600 |
11.8% |
1.920 |
3.0% |
72% |
False |
False |
19,303 |
| 20 |
66.800 |
58.850 |
7.950 |
12.3% |
1.653 |
2.6% |
73% |
False |
False |
11,400 |
| 40 |
66.800 |
57.850 |
8.950 |
13.8% |
1.642 |
2.5% |
76% |
False |
False |
5,922 |
| 60 |
66.800 |
53.000 |
13.800 |
21.3% |
1.467 |
2.3% |
84% |
False |
False |
3,952 |
| 80 |
66.800 |
53.000 |
13.800 |
21.3% |
1.100 |
1.7% |
84% |
False |
False |
2,964 |
| 100 |
67.460 |
53.000 |
14.460 |
22.4% |
0.880 |
1.4% |
80% |
False |
False |
2,371 |
| 120 |
67.460 |
53.000 |
14.460 |
22.4% |
0.734 |
1.1% |
80% |
False |
False |
1,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.081 |
|
2.618 |
70.940 |
|
1.618 |
69.015 |
|
1.000 |
67.825 |
|
0.618 |
67.090 |
|
HIGH |
65.900 |
|
0.618 |
65.165 |
|
0.500 |
64.938 |
|
0.382 |
64.710 |
|
LOW |
63.975 |
|
0.618 |
62.785 |
|
1.000 |
62.050 |
|
1.618 |
60.860 |
|
2.618 |
58.935 |
|
4.250 |
55.794 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
64.938 |
65.375 |
| PP |
64.838 |
65.130 |
| S1 |
64.739 |
64.885 |
|