NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 19-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
19-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.150 |
60.500 |
1.350 |
2.3% |
61.225 |
High |
60.550 |
60.500 |
-0.050 |
-0.1% |
61.225 |
Low |
59.000 |
59.750 |
0.750 |
1.3% |
57.850 |
Close |
60.500 |
59.925 |
-0.575 |
-1.0% |
60.500 |
Range |
1.550 |
0.750 |
-0.800 |
-51.6% |
3.375 |
ATR |
1.555 |
1.497 |
-0.057 |
-3.7% |
0.000 |
Volume |
66 |
66 |
0 |
0.0% |
351 |
|
Daily Pivots for day following 19-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.308 |
61.867 |
60.338 |
|
R3 |
61.558 |
61.117 |
60.131 |
|
R2 |
60.808 |
60.808 |
60.063 |
|
R1 |
60.367 |
60.367 |
59.994 |
60.213 |
PP |
60.058 |
60.058 |
60.058 |
59.981 |
S1 |
59.617 |
59.617 |
59.856 |
59.463 |
S2 |
59.308 |
59.308 |
59.788 |
|
S3 |
58.558 |
58.867 |
59.719 |
|
S4 |
57.808 |
58.117 |
59.513 |
|
|
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 |
61.075 |
57.850 |
3.225 |
5.4% |
1.490 |
2.5% |
64% |
False |
False |
68 |
10 |
61.975 |
57.850 |
4.125 |
6.9% |
1.625 |
2.7% |
50% |
False |
False |
59 |
20 |
61.975 |
54.550 |
7.425 |
12.4% |
1.509 |
2.5% |
72% |
False |
False |
38 |
40 |
66.120 |
53.000 |
13.120 |
21.9% |
0.934 |
1.6% |
53% |
False |
False |
20 |
60 |
67.460 |
53.000 |
14.460 |
24.1% |
0.623 |
1.0% |
48% |
False |
False |
13 |
80 |
67.460 |
53.000 |
14.460 |
24.1% |
0.467 |
0.8% |
48% |
False |
False |
10 |
100 |
67.460 |
53.000 |
14.460 |
24.1% |
0.374 |
0.6% |
48% |
False |
False |
8 |
120 |
76.080 |
53.000 |
23.080 |
38.5% |
0.311 |
0.5% |
30% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.688 |
2.618 |
62.464 |
1.618 |
61.714 |
1.000 |
61.250 |
0.618 |
60.964 |
HIGH |
60.500 |
0.618 |
60.214 |
0.500 |
60.125 |
0.382 |
60.037 |
LOW |
59.750 |
0.618 |
59.287 |
1.000 |
59.000 |
1.618 |
58.537 |
2.618 |
57.787 |
4.250 |
56.563 |
|
|
Fisher Pivots for day following 19-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.125 |
59.683 |
PP |
60.058 |
59.442 |
S1 |
59.992 |
59.200 |
|