NYMEX miNY Light Sweet Crude Oil Future August 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 |
67.800 |
67.150 |
-0.650 |
-1.0% |
69.000 |
| High |
67.900 |
67.150 |
-0.750 |
-1.1% |
69.000 |
| Low |
66.500 |
67.100 |
0.600 |
0.9% |
65.925 |
| Close |
66.730 |
68.090 |
1.360 |
2.0% |
66.310 |
| Range |
1.400 |
0.050 |
-1.350 |
-96.4% |
3.075 |
| ATR |
0.782 |
0.756 |
-0.026 |
-3.3% |
0.000 |
| Volume |
7 |
16 |
9 |
128.6% |
10 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.597 |
67.893 |
68.118 |
|
| R3 |
67.547 |
67.843 |
68.104 |
|
| R2 |
67.497 |
67.497 |
68.099 |
|
| R1 |
67.793 |
67.793 |
68.095 |
67.645 |
| PP |
67.447 |
67.447 |
67.447 |
67.373 |
| S1 |
67.743 |
67.743 |
68.085 |
67.595 |
| S2 |
67.397 |
67.397 |
68.081 |
|
| S3 |
67.347 |
67.693 |
68.076 |
|
| S4 |
67.297 |
67.643 |
68.063 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.303 |
74.382 |
68.001 |
|
| R3 |
73.228 |
71.307 |
67.156 |
|
| R2 |
70.153 |
70.153 |
66.874 |
|
| R1 |
68.232 |
68.232 |
66.592 |
67.655 |
| PP |
67.078 |
67.078 |
67.078 |
66.790 |
| S1 |
65.157 |
65.157 |
66.028 |
64.580 |
| S2 |
64.003 |
64.003 |
65.746 |
|
| S3 |
60.928 |
62.082 |
65.464 |
|
| S4 |
57.853 |
59.007 |
64.619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.900 |
65.925 |
1.975 |
2.9% |
0.580 |
0.9% |
110% |
False |
False |
6 |
| 10 |
69.000 |
65.925 |
3.075 |
4.5% |
0.438 |
0.6% |
70% |
False |
False |
3 |
| 20 |
69.275 |
65.925 |
3.350 |
4.9% |
0.353 |
0.5% |
65% |
False |
False |
9 |
| 40 |
69.275 |
61.900 |
7.375 |
10.8% |
0.301 |
0.4% |
84% |
False |
False |
6 |
| 60 |
69.275 |
60.410 |
8.865 |
13.0% |
0.201 |
0.3% |
87% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.363 |
|
2.618 |
67.281 |
|
1.618 |
67.231 |
|
1.000 |
67.200 |
|
0.618 |
67.181 |
|
HIGH |
67.150 |
|
0.618 |
67.131 |
|
0.500 |
67.125 |
|
0.382 |
67.119 |
|
LOW |
67.100 |
|
0.618 |
67.069 |
|
1.000 |
67.050 |
|
1.618 |
67.019 |
|
2.618 |
66.969 |
|
4.250 |
66.888 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
67.768 |
67.781 |
| PP |
67.447 |
67.472 |
| S1 |
67.125 |
67.163 |
|