NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.500 |
59.600 |
-0.900 |
-1.5% |
61.225 |
High |
60.500 |
61.425 |
0.925 |
1.5% |
61.225 |
Low |
58.650 |
58.900 |
0.250 |
0.4% |
57.850 |
Close |
59.640 |
60.890 |
1.250 |
2.1% |
60.500 |
Range |
1.850 |
2.525 |
0.675 |
36.5% |
3.375 |
ATR |
1.523 |
1.594 |
0.072 |
4.7% |
0.000 |
Volume |
91 |
365 |
274 |
301.1% |
351 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.980 |
66.960 |
62.279 |
|
R3 |
65.455 |
64.435 |
61.584 |
|
R2 |
62.930 |
62.930 |
61.353 |
|
R1 |
61.910 |
61.910 |
61.121 |
62.420 |
PP |
60.405 |
60.405 |
60.405 |
60.660 |
S1 |
59.385 |
59.385 |
60.659 |
59.895 |
S2 |
57.880 |
57.880 |
60.427 |
|
S3 |
55.355 |
56.860 |
60.196 |
|
S4 |
52.830 |
54.335 |
59.501 |
|
|
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 |
61.425 |
57.850 |
3.575 |
5.9% |
1.665 |
2.7% |
85% |
True |
False |
128 |
10 |
61.975 |
57.850 |
4.125 |
6.8% |
1.750 |
2.9% |
74% |
False |
False |
98 |
20 |
61.975 |
55.500 |
6.475 |
10.6% |
1.613 |
2.6% |
83% |
False |
False |
60 |
40 |
65.110 |
53.000 |
12.110 |
19.9% |
1.043 |
1.7% |
65% |
False |
False |
31 |
60 |
67.460 |
53.000 |
14.460 |
23.7% |
0.695 |
1.1% |
55% |
False |
False |
21 |
80 |
67.460 |
53.000 |
14.460 |
23.7% |
0.522 |
0.9% |
55% |
False |
False |
15 |
100 |
67.460 |
53.000 |
14.460 |
23.7% |
0.417 |
0.7% |
55% |
False |
False |
12 |
120 |
74.770 |
53.000 |
21.770 |
35.8% |
0.348 |
0.6% |
36% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.156 |
2.618 |
68.035 |
1.618 |
65.510 |
1.000 |
63.950 |
0.618 |
62.985 |
HIGH |
61.425 |
0.618 |
60.460 |
0.500 |
60.163 |
0.382 |
59.865 |
LOW |
58.900 |
0.618 |
57.340 |
1.000 |
56.375 |
1.618 |
54.815 |
2.618 |
52.290 |
4.250 |
48.169 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.648 |
60.606 |
PP |
60.405 |
60.322 |
S1 |
60.163 |
60.038 |
|