NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.375 |
59.050 |
-1.325 |
-2.2% |
60.200 |
High |
60.425 |
59.500 |
-0.925 |
-1.5% |
61.975 |
Low |
58.850 |
57.850 |
-1.000 |
-1.7% |
58.925 |
Close |
59.250 |
59.160 |
-0.090 |
-0.2% |
61.330 |
Range |
1.575 |
1.650 |
0.075 |
4.8% |
3.050 |
ATR |
1.548 |
1.555 |
0.007 |
0.5% |
0.000 |
Volume |
71 |
56 |
-15 |
-21.1% |
184 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.787 |
63.123 |
60.068 |
|
R3 |
62.137 |
61.473 |
59.614 |
|
R2 |
60.487 |
60.487 |
59.463 |
|
R1 |
59.823 |
59.823 |
59.311 |
60.155 |
PP |
58.837 |
58.837 |
58.837 |
59.003 |
S1 |
58.173 |
58.173 |
59.009 |
58.505 |
S2 |
57.187 |
57.187 |
58.858 |
|
S3 |
55.537 |
56.523 |
58.706 |
|
S4 |
53.887 |
54.873 |
58.253 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.893 |
68.662 |
63.008 |
|
R3 |
66.843 |
65.612 |
62.169 |
|
R2 |
63.793 |
63.793 |
61.889 |
|
R1 |
62.562 |
62.562 |
61.610 |
63.178 |
PP |
60.743 |
60.743 |
60.743 |
61.051 |
S1 |
59.512 |
59.512 |
61.050 |
60.128 |
S2 |
57.693 |
57.693 |
60.771 |
|
S3 |
54.643 |
56.462 |
60.491 |
|
S4 |
51.593 |
53.412 |
59.653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.975 |
57.850 |
4.125 |
7.0% |
1.730 |
2.9% |
32% |
False |
True |
68 |
10 |
61.975 |
57.850 |
4.125 |
7.0% |
1.678 |
2.8% |
32% |
False |
True |
47 |
20 |
61.975 |
53.800 |
8.175 |
13.8% |
1.554 |
2.6% |
66% |
False |
False |
33 |
40 |
66.120 |
53.000 |
13.120 |
22.2% |
0.876 |
1.5% |
47% |
False |
False |
17 |
60 |
67.460 |
53.000 |
14.460 |
24.4% |
0.584 |
1.0% |
43% |
False |
False |
11 |
80 |
67.460 |
53.000 |
14.460 |
24.4% |
0.438 |
0.7% |
43% |
False |
False |
8 |
100 |
67.460 |
53.000 |
14.460 |
24.4% |
0.351 |
0.6% |
43% |
False |
False |
6 |
120 |
76.080 |
53.000 |
23.080 |
39.0% |
0.292 |
0.5% |
27% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.513 |
2.618 |
63.820 |
1.618 |
62.170 |
1.000 |
61.150 |
0.618 |
60.520 |
HIGH |
59.500 |
0.618 |
58.870 |
0.500 |
58.675 |
0.382 |
58.480 |
LOW |
57.850 |
0.618 |
56.830 |
1.000 |
56.200 |
1.618 |
55.180 |
2.618 |
53.530 |
4.250 |
50.838 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
58.998 |
59.463 |
PP |
58.837 |
59.362 |
S1 |
58.675 |
59.261 |
|