NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.500 |
60.500 |
0.000 |
0.0% |
61.225 |
High |
60.500 |
60.500 |
0.000 |
0.0% |
61.225 |
Low |
59.750 |
58.650 |
-1.100 |
-1.8% |
57.850 |
Close |
59.925 |
59.640 |
-0.285 |
-0.5% |
60.500 |
Range |
0.750 |
1.850 |
1.100 |
146.7% |
3.375 |
ATR |
1.497 |
1.523 |
0.025 |
1.7% |
0.000 |
Volume |
66 |
91 |
25 |
37.9% |
351 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.147 |
64.243 |
60.658 |
|
R3 |
63.297 |
62.393 |
60.149 |
|
R2 |
61.447 |
61.447 |
59.979 |
|
R1 |
60.543 |
60.543 |
59.810 |
60.070 |
PP |
59.597 |
59.597 |
59.597 |
59.360 |
S1 |
58.693 |
58.693 |
59.470 |
58.220 |
S2 |
57.747 |
57.747 |
59.301 |
|
S3 |
55.897 |
56.843 |
59.131 |
|
S4 |
54.047 |
54.993 |
58.623 |
|
|
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 |
60.550 |
57.850 |
2.700 |
4.5% |
1.475 |
2.5% |
66% |
False |
False |
70 |
10 |
61.975 |
57.850 |
4.125 |
6.9% |
1.685 |
2.8% |
43% |
False |
False |
65 |
20 |
61.975 |
55.500 |
6.475 |
10.9% |
1.554 |
2.6% |
64% |
False |
False |
42 |
40 |
65.360 |
53.000 |
12.360 |
20.7% |
0.980 |
1.6% |
54% |
False |
False |
22 |
60 |
67.460 |
53.000 |
14.460 |
24.2% |
0.653 |
1.1% |
46% |
False |
False |
15 |
80 |
67.460 |
53.000 |
14.460 |
24.2% |
0.490 |
0.8% |
46% |
False |
False |
11 |
100 |
67.460 |
53.000 |
14.460 |
24.2% |
0.392 |
0.7% |
46% |
False |
False |
9 |
120 |
74.840 |
53.000 |
21.840 |
36.6% |
0.327 |
0.5% |
30% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.363 |
2.618 |
65.343 |
1.618 |
63.493 |
1.000 |
62.350 |
0.618 |
61.643 |
HIGH |
60.500 |
0.618 |
59.793 |
0.500 |
59.575 |
0.382 |
59.357 |
LOW |
58.650 |
0.618 |
57.507 |
1.000 |
56.800 |
1.618 |
55.657 |
2.618 |
53.807 |
4.250 |
50.788 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.618 |
59.627 |
PP |
59.597 |
59.613 |
S1 |
59.575 |
59.600 |
|