NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.050 |
59.150 |
0.100 |
0.2% |
61.225 |
High |
59.500 |
60.550 |
1.050 |
1.8% |
61.225 |
Low |
57.850 |
59.000 |
1.150 |
2.0% |
57.850 |
Close |
59.160 |
60.500 |
1.340 |
2.3% |
60.500 |
Range |
1.650 |
1.550 |
-0.100 |
-6.1% |
3.375 |
ATR |
1.555 |
1.555 |
0.000 |
0.0% |
0.000 |
Volume |
56 |
66 |
10 |
17.9% |
351 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.667 |
64.133 |
61.353 |
|
R3 |
63.117 |
62.583 |
60.926 |
|
R2 |
61.567 |
61.567 |
60.784 |
|
R1 |
61.033 |
61.033 |
60.642 |
61.300 |
PP |
60.017 |
60.017 |
60.017 |
60.150 |
S1 |
59.483 |
59.483 |
60.358 |
59.750 |
S2 |
58.467 |
58.467 |
60.216 |
|
S3 |
56.917 |
57.933 |
60.074 |
|
S4 |
55.367 |
56.383 |
59.648 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.983 |
68.617 |
62.356 |
|
R3 |
66.608 |
65.242 |
61.428 |
|
R2 |
63.233 |
63.233 |
61.119 |
|
R1 |
61.867 |
61.867 |
60.809 |
60.863 |
PP |
59.858 |
59.858 |
59.858 |
59.356 |
S1 |
58.492 |
58.492 |
60.191 |
57.488 |
S2 |
56.483 |
56.483 |
59.881 |
|
S3 |
53.108 |
55.117 |
59.572 |
|
S4 |
49.733 |
51.742 |
58.644 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.225 |
57.850 |
3.375 |
5.6% |
1.790 |
3.0% |
79% |
False |
False |
70 |
10 |
61.975 |
57.850 |
4.125 |
6.8% |
1.665 |
2.8% |
64% |
False |
False |
53 |
20 |
61.975 |
54.075 |
7.900 |
13.1% |
1.571 |
2.6% |
81% |
False |
False |
36 |
40 |
66.120 |
53.000 |
13.120 |
21.7% |
0.915 |
1.5% |
57% |
False |
False |
18 |
60 |
67.460 |
53.000 |
14.460 |
23.9% |
0.610 |
1.0% |
52% |
False |
False |
12 |
80 |
67.460 |
53.000 |
14.460 |
23.9% |
0.458 |
0.8% |
52% |
False |
False |
9 |
100 |
67.460 |
53.000 |
14.460 |
23.9% |
0.366 |
0.6% |
52% |
False |
False |
7 |
120 |
76.080 |
53.000 |
23.080 |
38.1% |
0.305 |
0.5% |
32% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.138 |
2.618 |
64.608 |
1.618 |
63.058 |
1.000 |
62.100 |
0.618 |
61.508 |
HIGH |
60.550 |
0.618 |
59.958 |
0.500 |
59.775 |
0.382 |
59.592 |
LOW |
59.000 |
0.618 |
58.042 |
1.000 |
57.450 |
1.618 |
56.492 |
2.618 |
54.942 |
4.250 |
52.413 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.258 |
60.067 |
PP |
60.017 |
59.633 |
S1 |
59.775 |
59.200 |
|