NYMEX miNY Light Sweet Crude Oil Future August 2007
Trading Metrics calculated at close of trading on 01-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
Open |
68.700 |
67.600 |
-1.100 |
-1.6% |
66.425 |
High |
68.900 |
68.550 |
-0.350 |
-0.5% |
68.200 |
Low |
68.225 |
67.100 |
-1.125 |
-1.6% |
66.425 |
Close |
68.100 |
67.170 |
-0.930 |
-1.4% |
68.690 |
Range |
0.675 |
1.450 |
0.775 |
114.8% |
1.775 |
ATR |
0.757 |
0.806 |
0.050 |
6.5% |
0.000 |
Volume |
5 |
5 |
0 |
0.0% |
36 |
|
Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.957 |
71.013 |
67.968 |
|
R3 |
70.507 |
69.563 |
67.569 |
|
R2 |
69.057 |
69.057 |
67.436 |
|
R1 |
68.113 |
68.113 |
67.303 |
67.860 |
PP |
67.607 |
67.607 |
67.607 |
67.480 |
S1 |
66.663 |
66.663 |
67.037 |
66.410 |
S2 |
66.157 |
66.157 |
66.904 |
|
S3 |
64.707 |
65.213 |
66.771 |
|
S4 |
63.257 |
63.763 |
66.373 |
|
|
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 |
68.900 |
67.000 |
1.900 |
2.8% |
0.755 |
1.1% |
9% |
False |
False |
7 |
10 |
68.900 |
65.925 |
2.975 |
4.4% |
0.665 |
1.0% |
42% |
False |
False |
5 |
20 |
69.000 |
65.925 |
3.075 |
4.6% |
0.425 |
0.6% |
40% |
False |
False |
6 |
40 |
69.275 |
61.900 |
7.375 |
11.0% |
0.394 |
0.6% |
71% |
False |
False |
7 |
60 |
69.275 |
60.550 |
8.725 |
13.0% |
0.263 |
0.4% |
76% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.713 |
2.618 |
72.346 |
1.618 |
70.896 |
1.000 |
70.000 |
0.618 |
69.446 |
HIGH |
68.550 |
0.618 |
67.996 |
0.500 |
67.825 |
0.382 |
67.654 |
LOW |
67.100 |
0.618 |
66.204 |
1.000 |
65.650 |
1.618 |
64.754 |
2.618 |
63.304 |
4.250 |
60.938 |
|
|
Fisher Pivots for day following 01-May-2007 |
Pivot |
1 day |
3 day |
R1 |
67.825 |
67.950 |
PP |
67.607 |
67.690 |
S1 |
67.388 |
67.430 |
|