NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
63.875 |
61.750 |
-2.125 |
-3.3% |
66.050 |
| High |
64.100 |
62.275 |
-1.825 |
-2.8% |
66.675 |
| Low |
61.350 |
61.350 |
0.000 |
0.0% |
63.575 |
| Close |
61.510 |
61.890 |
0.380 |
0.6% |
64.280 |
| Range |
2.750 |
0.925 |
-1.825 |
-66.4% |
3.100 |
| ATR |
1.789 |
1.727 |
-0.062 |
-3.4% |
0.000 |
| Volume |
17,243 |
19,187 |
1,944 |
11.3% |
89,936 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.613 |
64.177 |
62.399 |
|
| R3 |
63.688 |
63.252 |
62.144 |
|
| R2 |
62.763 |
62.763 |
62.060 |
|
| R1 |
62.327 |
62.327 |
61.975 |
62.545 |
| PP |
61.838 |
61.838 |
61.838 |
61.948 |
| S1 |
61.402 |
61.402 |
61.805 |
61.620 |
| S2 |
60.913 |
60.913 |
61.720 |
|
| S3 |
59.988 |
60.477 |
61.636 |
|
| S4 |
59.063 |
59.552 |
61.381 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.143 |
72.312 |
65.985 |
|
| R3 |
71.043 |
69.212 |
65.133 |
|
| R2 |
67.943 |
67.943 |
64.848 |
|
| R1 |
66.112 |
66.112 |
64.564 |
65.478 |
| PP |
64.843 |
64.843 |
64.843 |
64.526 |
| S1 |
63.012 |
63.012 |
63.996 |
62.378 |
| S2 |
61.743 |
61.743 |
63.712 |
|
| S3 |
58.643 |
59.912 |
63.428 |
|
| S4 |
55.543 |
56.812 |
62.575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.900 |
61.350 |
4.550 |
7.4% |
1.695 |
2.7% |
12% |
False |
True |
19,972 |
| 10 |
66.800 |
61.350 |
5.450 |
8.8% |
2.040 |
3.3% |
10% |
False |
True |
20,955 |
| 20 |
66.800 |
58.850 |
7.950 |
12.8% |
1.700 |
2.7% |
38% |
False |
False |
15,312 |
| 40 |
66.800 |
57.850 |
8.950 |
14.5% |
1.617 |
2.6% |
45% |
False |
False |
7,944 |
| 60 |
66.800 |
53.000 |
13.800 |
22.3% |
1.576 |
2.5% |
64% |
False |
False |
5,304 |
| 80 |
66.800 |
53.000 |
13.800 |
22.3% |
1.182 |
1.9% |
64% |
False |
False |
3,978 |
| 100 |
67.460 |
53.000 |
14.460 |
23.4% |
0.946 |
1.5% |
61% |
False |
False |
3,182 |
| 120 |
67.460 |
53.000 |
14.460 |
23.4% |
0.788 |
1.3% |
61% |
False |
False |
2,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.206 |
|
2.618 |
64.697 |
|
1.618 |
63.772 |
|
1.000 |
63.200 |
|
0.618 |
62.847 |
|
HIGH |
62.275 |
|
0.618 |
61.922 |
|
0.500 |
61.813 |
|
0.382 |
61.703 |
|
LOW |
61.350 |
|
0.618 |
60.778 |
|
1.000 |
60.425 |
|
1.618 |
59.853 |
|
2.618 |
58.928 |
|
4.250 |
57.419 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
61.864 |
63.150 |
| PP |
61.838 |
62.730 |
| S1 |
61.813 |
62.310 |
|