NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 27-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
67.600 |
67.200 |
-0.400 |
-0.6% |
66.425 |
High |
68.200 |
68.000 |
-0.200 |
-0.3% |
68.200 |
Low |
67.600 |
67.000 |
-0.600 |
-0.9% |
66.425 |
Close |
67.290 |
68.690 |
1.400 |
2.1% |
68.690 |
Range |
0.600 |
1.000 |
0.400 |
66.7% |
1.775 |
ATR |
0.745 |
0.763 |
0.018 |
2.4% |
0.000 |
Volume |
5 |
6 |
1 |
20.0% |
36 |
|
Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.897 |
70.793 |
69.240 |
|
R3 |
69.897 |
69.793 |
68.965 |
|
R2 |
68.897 |
68.897 |
68.873 |
|
R1 |
68.793 |
68.793 |
68.782 |
68.845 |
PP |
67.897 |
67.897 |
67.897 |
67.923 |
S1 |
67.793 |
67.793 |
68.598 |
67.845 |
S2 |
66.897 |
66.897 |
68.507 |
|
S3 |
65.897 |
66.793 |
68.415 |
|
S4 |
64.897 |
65.793 |
68.140 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.097 |
72.668 |
69.666 |
|
R3 |
71.322 |
70.893 |
69.178 |
|
R2 |
69.547 |
69.547 |
69.015 |
|
R1 |
69.118 |
69.118 |
68.853 |
69.333 |
PP |
67.772 |
67.772 |
67.772 |
67.879 |
S1 |
67.343 |
67.343 |
68.527 |
67.558 |
S2 |
65.997 |
65.997 |
68.365 |
|
S3 |
64.222 |
65.568 |
68.202 |
|
S4 |
62.447 |
63.793 |
67.714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.200 |
66.425 |
1.775 |
2.6% |
0.900 |
1.3% |
128% |
False |
False |
7 |
10 |
69.000 |
65.925 |
3.075 |
4.5% |
0.598 |
0.9% |
90% |
False |
False |
4 |
20 |
69.275 |
65.925 |
3.350 |
4.9% |
0.389 |
0.6% |
83% |
False |
False |
9 |
40 |
69.275 |
61.900 |
7.375 |
10.7% |
0.341 |
0.5% |
92% |
False |
False |
7 |
60 |
69.275 |
60.550 |
8.725 |
12.7% |
0.228 |
0.3% |
93% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.250 |
2.618 |
70.618 |
1.618 |
69.618 |
1.000 |
69.000 |
0.618 |
68.618 |
HIGH |
68.000 |
0.618 |
67.618 |
0.500 |
67.500 |
0.382 |
67.382 |
LOW |
67.000 |
0.618 |
66.382 |
1.000 |
66.000 |
1.618 |
65.382 |
2.618 |
64.382 |
4.250 |
62.750 |
|
|
Fisher Pivots for day following 27-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
68.293 |
68.327 |
PP |
67.897 |
67.963 |
S1 |
67.500 |
67.600 |
|