NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
61.750 |
61.900 |
0.150 |
0.2% |
66.050 |
| High |
62.275 |
62.575 |
0.300 |
0.5% |
66.675 |
| Low |
61.350 |
61.525 |
0.175 |
0.3% |
63.575 |
| Close |
61.890 |
62.010 |
0.120 |
0.2% |
64.280 |
| Range |
0.925 |
1.050 |
0.125 |
13.5% |
3.100 |
| ATR |
1.727 |
1.679 |
-0.048 |
-2.8% |
0.000 |
| Volume |
19,187 |
14,110 |
-5,077 |
-26.5% |
89,936 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.187 |
64.648 |
62.588 |
|
| R3 |
64.137 |
63.598 |
62.299 |
|
| R2 |
63.087 |
63.087 |
62.203 |
|
| R1 |
62.548 |
62.548 |
62.106 |
62.818 |
| PP |
62.037 |
62.037 |
62.037 |
62.171 |
| S1 |
61.498 |
61.498 |
61.914 |
61.768 |
| S2 |
60.987 |
60.987 |
61.818 |
|
| S3 |
59.937 |
60.448 |
61.721 |
|
| S4 |
58.887 |
59.398 |
61.433 |
|
|
| 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 |
65.100 |
61.350 |
3.750 |
6.0% |
1.520 |
2.5% |
18% |
False |
False |
19,045 |
| 10 |
66.775 |
61.350 |
5.425 |
8.7% |
1.688 |
2.7% |
12% |
False |
False |
20,914 |
| 20 |
66.800 |
58.850 |
7.950 |
12.8% |
1.663 |
2.7% |
40% |
False |
False |
15,937 |
| 40 |
66.800 |
57.850 |
8.950 |
14.4% |
1.595 |
2.6% |
46% |
False |
False |
8,295 |
| 60 |
66.800 |
53.400 |
13.400 |
21.6% |
1.551 |
2.5% |
64% |
False |
False |
5,539 |
| 80 |
66.800 |
53.000 |
13.800 |
22.3% |
1.195 |
1.9% |
65% |
False |
False |
4,154 |
| 100 |
67.460 |
53.000 |
14.460 |
23.3% |
0.956 |
1.5% |
62% |
False |
False |
3,323 |
| 120 |
67.460 |
53.000 |
14.460 |
23.3% |
0.797 |
1.3% |
62% |
False |
False |
2,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.038 |
|
2.618 |
65.324 |
|
1.618 |
64.274 |
|
1.000 |
63.625 |
|
0.618 |
63.224 |
|
HIGH |
62.575 |
|
0.618 |
62.174 |
|
0.500 |
62.050 |
|
0.382 |
61.926 |
|
LOW |
61.525 |
|
0.618 |
60.876 |
|
1.000 |
60.475 |
|
1.618 |
59.826 |
|
2.618 |
58.776 |
|
4.250 |
57.063 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
62.050 |
62.725 |
| PP |
62.037 |
62.487 |
| S1 |
62.023 |
62.248 |
|