NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
64.600 |
64.350 |
-0.250 |
-0.4% |
62.350 |
| High |
65.100 |
64.950 |
-0.150 |
-0.2% |
66.800 |
| Low |
63.575 |
63.600 |
0.025 |
0.0% |
62.225 |
| Close |
64.380 |
64.280 |
-0.100 |
-0.2% |
65.870 |
| Range |
1.525 |
1.350 |
-0.175 |
-11.5% |
4.575 |
| ATR |
1.728 |
1.701 |
-0.027 |
-1.6% |
0.000 |
| Volume |
19,473 |
25,213 |
5,740 |
29.5% |
101,618 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.327 |
67.653 |
65.023 |
|
| R3 |
66.977 |
66.303 |
64.651 |
|
| R2 |
65.627 |
65.627 |
64.528 |
|
| R1 |
64.953 |
64.953 |
64.404 |
64.615 |
| PP |
64.277 |
64.277 |
64.277 |
64.108 |
| S1 |
63.603 |
63.603 |
64.156 |
63.265 |
| S2 |
62.927 |
62.927 |
64.033 |
|
| S3 |
61.577 |
62.253 |
63.909 |
|
| S4 |
60.227 |
60.903 |
63.538 |
|
|
| 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 |
63.575 |
3.200 |
5.0% |
1.535 |
2.4% |
22% |
False |
False |
24,519 |
| 10 |
66.800 |
61.250 |
5.550 |
8.6% |
1.905 |
3.0% |
55% |
False |
False |
20,782 |
| 20 |
66.800 |
58.850 |
7.950 |
12.4% |
1.674 |
2.6% |
68% |
False |
False |
13,564 |
| 40 |
66.800 |
57.850 |
8.950 |
13.9% |
1.613 |
2.5% |
72% |
False |
False |
7,037 |
| 60 |
66.800 |
53.000 |
13.800 |
21.5% |
1.515 |
2.4% |
82% |
False |
False |
4,697 |
| 80 |
66.800 |
53.000 |
13.800 |
21.5% |
1.136 |
1.8% |
82% |
False |
False |
3,522 |
| 100 |
67.460 |
53.000 |
14.460 |
22.5% |
0.909 |
1.4% |
78% |
False |
False |
2,818 |
| 120 |
67.460 |
53.000 |
14.460 |
22.5% |
0.758 |
1.2% |
78% |
False |
False |
2,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.688 |
|
2.618 |
68.484 |
|
1.618 |
67.134 |
|
1.000 |
66.300 |
|
0.618 |
65.784 |
|
HIGH |
64.950 |
|
0.618 |
64.434 |
|
0.500 |
64.275 |
|
0.382 |
64.116 |
|
LOW |
63.600 |
|
0.618 |
62.766 |
|
1.000 |
62.250 |
|
1.618 |
61.416 |
|
2.618 |
60.066 |
|
4.250 |
57.863 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
64.278 |
64.738 |
| PP |
64.277 |
64.585 |
| S1 |
64.275 |
64.433 |
|