NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 04-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
Open |
65.300 |
65.100 |
-0.200 |
-0.3% |
68.050 |
High |
65.700 |
65.400 |
-0.300 |
-0.5% |
68.075 |
Low |
64.550 |
63.500 |
-1.050 |
-1.6% |
63.500 |
Close |
64.950 |
63.860 |
-1.090 |
-1.7% |
63.860 |
Range |
1.150 |
1.900 |
0.750 |
65.2% |
4.575 |
ATR |
1.361 |
1.399 |
0.039 |
2.8% |
0.000 |
Volume |
825 |
1,115 |
290 |
35.2% |
3,877 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.953 |
68.807 |
64.905 |
|
R3 |
68.053 |
66.907 |
64.383 |
|
R2 |
66.153 |
66.153 |
64.208 |
|
R1 |
65.007 |
65.007 |
64.034 |
64.630 |
PP |
64.253 |
64.253 |
64.253 |
64.065 |
S1 |
63.107 |
63.107 |
63.686 |
62.730 |
S2 |
62.353 |
62.353 |
63.512 |
|
S3 |
60.453 |
61.207 |
63.338 |
|
S4 |
58.553 |
59.307 |
62.815 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.870 |
75.940 |
66.376 |
|
R3 |
74.295 |
71.365 |
65.118 |
|
R2 |
69.720 |
69.720 |
64.699 |
|
R1 |
66.790 |
66.790 |
64.279 |
65.968 |
PP |
65.145 |
65.145 |
65.145 |
64.734 |
S1 |
62.215 |
62.215 |
63.441 |
61.393 |
S2 |
60.570 |
60.570 |
63.021 |
|
S3 |
55.995 |
57.640 |
62.602 |
|
S4 |
51.420 |
53.065 |
61.344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.075 |
63.500 |
4.575 |
7.2% |
1.505 |
2.4% |
8% |
False |
True |
775 |
10 |
68.075 |
63.500 |
4.575 |
7.2% |
1.610 |
2.5% |
8% |
False |
True |
557 |
20 |
68.450 |
63.500 |
4.950 |
7.8% |
1.436 |
2.2% |
7% |
False |
True |
331 |
40 |
68.750 |
61.700 |
7.050 |
11.0% |
1.029 |
1.6% |
31% |
False |
False |
187 |
60 |
68.750 |
60.220 |
8.530 |
13.4% |
0.742 |
1.2% |
43% |
False |
False |
125 |
80 |
68.750 |
54.000 |
14.750 |
23.1% |
0.557 |
0.9% |
67% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.475 |
2.618 |
70.374 |
1.618 |
68.474 |
1.000 |
67.300 |
0.618 |
66.574 |
HIGH |
65.400 |
0.618 |
64.674 |
0.500 |
64.450 |
0.382 |
64.226 |
LOW |
63.500 |
0.618 |
62.326 |
1.000 |
61.600 |
1.618 |
60.426 |
2.618 |
58.526 |
4.250 |
55.425 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
64.450 |
64.925 |
PP |
64.253 |
64.570 |
S1 |
64.057 |
64.215 |
|