NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 04-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
68.325 |
66.850 |
-1.475 |
-2.2% |
64.850 |
High |
68.325 |
67.500 |
-0.825 |
-1.2% |
68.725 |
Low |
67.000 |
66.850 |
-0.150 |
-0.2% |
64.850 |
Close |
67.310 |
67.480 |
0.170 |
0.3% |
68.250 |
Range |
1.325 |
0.650 |
-0.675 |
-50.9% |
3.875 |
ATR |
1.079 |
1.048 |
-0.031 |
-2.8% |
0.000 |
Volume |
56 |
47 |
-9 |
-16.1% |
236 |
|
Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.227 |
69.003 |
67.838 |
|
R3 |
68.577 |
68.353 |
67.659 |
|
R2 |
67.927 |
67.927 |
67.599 |
|
R1 |
67.703 |
67.703 |
67.540 |
67.815 |
PP |
67.277 |
67.277 |
67.277 |
67.333 |
S1 |
67.053 |
67.053 |
67.420 |
67.165 |
S2 |
66.627 |
66.627 |
67.361 |
|
S3 |
65.977 |
66.403 |
67.301 |
|
S4 |
65.327 |
65.753 |
67.123 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.900 |
77.450 |
70.381 |
|
R3 |
75.025 |
73.575 |
69.316 |
|
R2 |
71.150 |
71.150 |
68.960 |
|
R1 |
69.700 |
69.700 |
68.605 |
70.425 |
PP |
67.275 |
67.275 |
67.275 |
67.638 |
S1 |
65.825 |
65.825 |
67.895 |
66.550 |
S2 |
63.400 |
63.400 |
67.540 |
|
S3 |
59.525 |
61.950 |
67.184 |
|
S4 |
55.650 |
58.075 |
66.119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.750 |
66.500 |
2.250 |
3.3% |
1.210 |
1.8% |
44% |
False |
False |
66 |
10 |
68.750 |
63.025 |
5.725 |
8.5% |
1.103 |
1.6% |
78% |
False |
False |
76 |
20 |
68.750 |
61.700 |
7.050 |
10.4% |
0.585 |
0.9% |
82% |
False |
False |
38 |
40 |
68.750 |
60.220 |
8.530 |
12.6% |
0.376 |
0.6% |
85% |
False |
False |
20 |
60 |
68.750 |
54.000 |
14.750 |
21.9% |
0.251 |
0.4% |
91% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.263 |
2.618 |
69.202 |
1.618 |
68.552 |
1.000 |
68.150 |
0.618 |
67.902 |
HIGH |
67.500 |
0.618 |
67.252 |
0.500 |
67.175 |
0.382 |
67.098 |
LOW |
66.850 |
0.618 |
66.448 |
1.000 |
66.200 |
1.618 |
65.798 |
2.618 |
65.148 |
4.250 |
64.088 |
|
|
Fisher Pivots for day following 04-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
67.378 |
67.800 |
PP |
67.277 |
67.693 |
S1 |
67.175 |
67.587 |
|