NYMEX miNY Light Sweet Crude Oil Future July 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
65.925 |
65.600 |
-0.325 |
-0.5% |
67.475 |
| High |
66.025 |
66.000 |
-0.025 |
0.0% |
68.450 |
| Low |
64.900 |
64.600 |
-0.300 |
-0.5% |
66.000 |
| Close |
65.700 |
64.860 |
-0.840 |
-1.3% |
67.890 |
| Range |
1.125 |
1.400 |
0.275 |
24.4% |
2.450 |
| ATR |
1.136 |
1.155 |
0.019 |
1.7% |
0.000 |
| Volume |
130 |
132 |
2 |
1.5% |
513 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.353 |
68.507 |
65.630 |
|
| R3 |
67.953 |
67.107 |
65.245 |
|
| R2 |
66.553 |
66.553 |
65.117 |
|
| R1 |
65.707 |
65.707 |
64.988 |
65.430 |
| PP |
65.153 |
65.153 |
65.153 |
65.015 |
| S1 |
64.307 |
64.307 |
64.732 |
64.030 |
| S2 |
63.753 |
63.753 |
64.603 |
|
| S3 |
62.353 |
62.907 |
64.475 |
|
| S4 |
60.953 |
61.507 |
64.090 |
|
|
| 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 |
64.600 |
3.850 |
5.9% |
1.330 |
2.1% |
7% |
False |
True |
79 |
| 10 |
68.450 |
64.600 |
3.850 |
5.9% |
1.190 |
1.8% |
7% |
False |
True |
97 |
| 20 |
68.750 |
63.025 |
5.725 |
8.8% |
1.146 |
1.8% |
32% |
False |
False |
86 |
| 40 |
68.750 |
61.700 |
7.050 |
10.9% |
0.674 |
1.0% |
45% |
False |
False |
44 |
| 60 |
68.750 |
56.680 |
12.070 |
18.6% |
0.449 |
0.7% |
68% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.950 |
|
2.618 |
69.665 |
|
1.618 |
68.265 |
|
1.000 |
67.400 |
|
0.618 |
66.865 |
|
HIGH |
66.000 |
|
0.618 |
65.465 |
|
0.500 |
65.300 |
|
0.382 |
65.135 |
|
LOW |
64.600 |
|
0.618 |
63.735 |
|
1.000 |
63.200 |
|
1.618 |
62.335 |
|
2.618 |
60.935 |
|
4.250 |
58.650 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
65.300 |
66.050 |
| PP |
65.153 |
65.653 |
| S1 |
65.007 |
65.257 |
|