NYMEX miNY Light Sweet Crude Oil Future July 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
66.800 |
68.000 |
1.200 |
1.8% |
67.475 |
| High |
67.975 |
68.450 |
0.475 |
0.7% |
68.450 |
| Low |
66.800 |
67.625 |
0.825 |
1.2% |
66.000 |
| Close |
67.880 |
67.890 |
0.010 |
0.0% |
67.890 |
| Range |
1.175 |
0.825 |
-0.350 |
-29.8% |
2.450 |
| ATR |
1.071 |
1.053 |
-0.018 |
-1.6% |
0.000 |
| Volume |
24 |
19 |
-5 |
-20.8% |
513 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.463 |
70.002 |
68.344 |
|
| R3 |
69.638 |
69.177 |
68.117 |
|
| R2 |
68.813 |
68.813 |
68.041 |
|
| R1 |
68.352 |
68.352 |
67.966 |
68.170 |
| PP |
67.988 |
67.988 |
67.988 |
67.898 |
| S1 |
67.527 |
67.527 |
67.814 |
67.345 |
| S2 |
67.163 |
67.163 |
67.739 |
|
| S3 |
66.338 |
66.702 |
67.663 |
|
| S4 |
65.513 |
65.877 |
67.436 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.797 |
73.793 |
69.238 |
|
| R3 |
72.347 |
71.343 |
68.564 |
|
| R2 |
69.897 |
69.897 |
68.339 |
|
| R1 |
68.893 |
68.893 |
68.115 |
69.395 |
| PP |
67.447 |
67.447 |
67.447 |
67.698 |
| S1 |
66.443 |
66.443 |
67.665 |
66.945 |
| S2 |
64.997 |
64.997 |
67.441 |
|
| S3 |
62.547 |
63.993 |
67.216 |
|
| S4 |
60.097 |
61.543 |
66.543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.450 |
66.000 |
2.450 |
3.6% |
1.065 |
1.6% |
77% |
True |
False |
102 |
| 10 |
68.750 |
66.000 |
2.750 |
4.1% |
1.023 |
1.5% |
69% |
False |
False |
84 |
| 20 |
68.750 |
61.700 |
7.050 |
10.4% |
0.889 |
1.3% |
88% |
False |
False |
68 |
| 40 |
68.750 |
60.250 |
8.500 |
12.5% |
0.528 |
0.8% |
90% |
False |
False |
35 |
| 60 |
68.750 |
55.650 |
13.100 |
19.3% |
0.352 |
0.5% |
93% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.956 |
|
2.618 |
70.610 |
|
1.618 |
69.785 |
|
1.000 |
69.275 |
|
0.618 |
68.960 |
|
HIGH |
68.450 |
|
0.618 |
68.135 |
|
0.500 |
68.038 |
|
0.382 |
67.940 |
|
LOW |
67.625 |
|
0.618 |
67.115 |
|
1.000 |
66.800 |
|
1.618 |
66.290 |
|
2.618 |
65.465 |
|
4.250 |
64.119 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
68.038 |
67.681 |
| PP |
67.988 |
67.472 |
| S1 |
67.939 |
67.263 |
|