NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
65.850 |
64.700 |
-1.150 |
-1.7% |
66.100 |
| High |
66.300 |
65.950 |
-0.350 |
-0.5% |
66.750 |
| Low |
64.100 |
64.500 |
0.400 |
0.6% |
62.625 |
| Close |
64.580 |
65.840 |
1.260 |
2.0% |
64.110 |
| Range |
2.200 |
1.450 |
-0.750 |
-34.1% |
4.125 |
| ATR |
1.611 |
1.600 |
-0.012 |
-0.7% |
0.000 |
| Volume |
15,028 |
24,617 |
9,589 |
63.8% |
35,227 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.780 |
69.260 |
66.638 |
|
| R3 |
68.330 |
67.810 |
66.239 |
|
| R2 |
66.880 |
66.880 |
66.106 |
|
| R1 |
66.360 |
66.360 |
65.973 |
66.620 |
| PP |
65.430 |
65.430 |
65.430 |
65.560 |
| S1 |
64.910 |
64.910 |
65.707 |
65.170 |
| S2 |
63.980 |
63.980 |
65.574 |
|
| S3 |
62.530 |
63.460 |
65.441 |
|
| S4 |
61.080 |
62.010 |
65.043 |
|
|
| 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 |
66.300 |
62.625 |
3.675 |
5.6% |
1.860 |
2.8% |
87% |
False |
False |
16,306 |
| 10 |
67.050 |
62.625 |
4.425 |
6.7% |
1.680 |
2.6% |
73% |
False |
False |
9,378 |
| 20 |
68.200 |
62.625 |
5.575 |
8.5% |
1.683 |
2.6% |
58% |
False |
False |
5,289 |
| 40 |
68.200 |
60.250 |
7.950 |
12.1% |
1.464 |
2.2% |
70% |
False |
False |
2,712 |
| 60 |
68.200 |
58.550 |
9.650 |
14.7% |
1.207 |
1.8% |
76% |
False |
False |
1,811 |
| 80 |
68.200 |
53.100 |
15.100 |
22.9% |
1.085 |
1.6% |
84% |
False |
False |
1,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.113 |
|
2.618 |
69.746 |
|
1.618 |
68.296 |
|
1.000 |
67.400 |
|
0.618 |
66.846 |
|
HIGH |
65.950 |
|
0.618 |
65.396 |
|
0.500 |
65.225 |
|
0.382 |
65.054 |
|
LOW |
64.500 |
|
0.618 |
63.604 |
|
1.000 |
63.050 |
|
1.618 |
62.154 |
|
2.618 |
60.704 |
|
4.250 |
58.338 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
65.635 |
65.560 |
| PP |
65.430 |
65.280 |
| S1 |
65.225 |
65.000 |
|