NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
64.150 |
65.850 |
1.700 |
2.7% |
66.100 |
| High |
65.950 |
66.300 |
0.350 |
0.5% |
66.750 |
| Low |
63.700 |
64.100 |
0.400 |
0.6% |
62.625 |
| Close |
65.890 |
64.580 |
-1.310 |
-2.0% |
64.110 |
| Range |
2.250 |
2.200 |
-0.050 |
-2.2% |
4.125 |
| ATR |
1.566 |
1.611 |
0.045 |
2.9% |
0.000 |
| Volume |
13,782 |
15,028 |
1,246 |
9.0% |
35,227 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.593 |
70.287 |
65.790 |
|
| R3 |
69.393 |
68.087 |
65.185 |
|
| R2 |
67.193 |
67.193 |
64.983 |
|
| R1 |
65.887 |
65.887 |
64.782 |
65.440 |
| PP |
64.993 |
64.993 |
64.993 |
64.770 |
| S1 |
63.687 |
63.687 |
64.378 |
63.240 |
| S2 |
62.793 |
62.793 |
64.177 |
|
| S3 |
60.593 |
61.487 |
63.975 |
|
| S4 |
58.393 |
59.287 |
63.370 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.870 |
74.615 |
66.379 |
|
| R3 |
72.745 |
70.490 |
65.244 |
|
| R2 |
68.620 |
68.620 |
64.866 |
|
| R1 |
66.365 |
66.365 |
64.488 |
65.430 |
| PP |
64.495 |
64.495 |
64.495 |
64.028 |
| S1 |
62.240 |
62.240 |
63.732 |
61.305 |
| S2 |
60.370 |
60.370 |
63.354 |
|
| S3 |
56.245 |
58.115 |
62.976 |
|
| S4 |
52.120 |
53.990 |
61.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.500 |
62.625 |
3.875 |
6.0% |
1.995 |
3.1% |
50% |
False |
False |
12,298 |
| 10 |
67.050 |
62.625 |
4.425 |
6.9% |
1.623 |
2.5% |
44% |
False |
False |
7,106 |
| 20 |
68.200 |
62.625 |
5.575 |
8.6% |
1.661 |
2.6% |
35% |
False |
False |
4,078 |
| 40 |
68.200 |
60.250 |
7.950 |
12.3% |
1.444 |
2.2% |
54% |
False |
False |
2,098 |
| 60 |
68.200 |
56.575 |
11.625 |
18.0% |
1.183 |
1.8% |
69% |
False |
False |
1,400 |
| 80 |
68.200 |
53.100 |
15.100 |
23.4% |
1.067 |
1.7% |
76% |
False |
False |
1,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.650 |
|
2.618 |
72.060 |
|
1.618 |
69.860 |
|
1.000 |
68.500 |
|
0.618 |
67.660 |
|
HIGH |
66.300 |
|
0.618 |
65.460 |
|
0.500 |
65.200 |
|
0.382 |
64.940 |
|
LOW |
64.100 |
|
0.618 |
62.740 |
|
1.000 |
61.900 |
|
1.618 |
60.540 |
|
2.618 |
58.340 |
|
4.250 |
54.750 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
65.200 |
64.541 |
| PP |
64.993 |
64.502 |
| S1 |
64.787 |
64.463 |
|