NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
63.525 |
63.675 |
0.150 |
0.2% |
63.875 |
| High |
64.200 |
64.625 |
0.425 |
0.7% |
64.600 |
| Low |
62.550 |
63.050 |
0.500 |
0.8% |
61.350 |
| Close |
63.610 |
63.100 |
-0.510 |
-0.8% |
63.630 |
| Range |
1.650 |
1.575 |
-0.075 |
-4.5% |
3.250 |
| ATR |
1.673 |
1.666 |
-0.007 |
-0.4% |
0.000 |
| Volume |
11,757 |
16,975 |
5,218 |
44.4% |
80,684 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.317 |
67.283 |
63.966 |
|
| R3 |
66.742 |
65.708 |
63.533 |
|
| R2 |
65.167 |
65.167 |
63.389 |
|
| R1 |
64.133 |
64.133 |
63.244 |
63.863 |
| PP |
63.592 |
63.592 |
63.592 |
63.456 |
| S1 |
62.558 |
62.558 |
62.956 |
62.288 |
| S2 |
62.017 |
62.017 |
62.811 |
|
| S3 |
60.442 |
60.983 |
62.667 |
|
| S4 |
58.867 |
59.408 |
62.234 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.943 |
71.537 |
65.418 |
|
| R3 |
69.693 |
68.287 |
64.524 |
|
| R2 |
66.443 |
66.443 |
64.226 |
|
| R1 |
65.037 |
65.037 |
63.928 |
64.115 |
| PP |
63.193 |
63.193 |
63.193 |
62.733 |
| S1 |
61.787 |
61.787 |
63.332 |
60.865 |
| S2 |
59.943 |
59.943 |
63.034 |
|
| S3 |
56.693 |
58.537 |
62.736 |
|
| S4 |
53.443 |
55.287 |
61.843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.625 |
61.525 |
3.100 |
4.9% |
1.520 |
2.4% |
51% |
True |
False |
14,597 |
| 10 |
65.900 |
61.350 |
4.550 |
7.2% |
1.608 |
2.5% |
38% |
False |
False |
17,284 |
| 20 |
66.800 |
59.150 |
7.650 |
12.1% |
1.719 |
2.7% |
52% |
False |
False |
18,106 |
| 40 |
66.800 |
58.650 |
8.150 |
12.9% |
1.621 |
2.6% |
55% |
False |
False |
9,760 |
| 60 |
66.800 |
54.550 |
12.250 |
19.4% |
1.583 |
2.5% |
70% |
False |
False |
6,520 |
| 80 |
66.800 |
53.000 |
13.800 |
21.9% |
1.277 |
2.0% |
73% |
False |
False |
4,890 |
| 100 |
67.460 |
53.000 |
14.460 |
22.9% |
1.022 |
1.6% |
70% |
False |
False |
3,912 |
| 120 |
67.460 |
53.000 |
14.460 |
22.9% |
0.851 |
1.3% |
70% |
False |
False |
3,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.319 |
|
2.618 |
68.748 |
|
1.618 |
67.173 |
|
1.000 |
66.200 |
|
0.618 |
65.598 |
|
HIGH |
64.625 |
|
0.618 |
64.023 |
|
0.500 |
63.838 |
|
0.382 |
63.652 |
|
LOW |
63.050 |
|
0.618 |
62.077 |
|
1.000 |
61.475 |
|
1.618 |
60.502 |
|
2.618 |
58.927 |
|
4.250 |
56.356 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.838 |
63.588 |
| PP |
63.592 |
63.425 |
| S1 |
63.346 |
63.263 |
|