NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.600 |
60.750 |
1.150 |
1.9% |
61.225 |
High |
61.425 |
62.225 |
0.800 |
1.3% |
61.225 |
Low |
58.900 |
60.500 |
1.600 |
2.7% |
57.850 |
Close |
60.890 |
62.050 |
1.160 |
1.9% |
60.500 |
Range |
2.525 |
1.725 |
-0.800 |
-31.7% |
3.375 |
ATR |
1.594 |
1.604 |
0.009 |
0.6% |
0.000 |
Volume |
365 |
673 |
308 |
84.4% |
351 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.767 |
66.133 |
62.999 |
|
R3 |
65.042 |
64.408 |
62.524 |
|
R2 |
63.317 |
63.317 |
62.366 |
|
R1 |
62.683 |
62.683 |
62.208 |
63.000 |
PP |
61.592 |
61.592 |
61.592 |
61.750 |
S1 |
60.958 |
60.958 |
61.892 |
61.275 |
S2 |
59.867 |
59.867 |
61.734 |
|
S3 |
58.142 |
59.233 |
61.576 |
|
S4 |
56.417 |
57.508 |
61.101 |
|
|
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 |
62.225 |
58.650 |
3.575 |
5.8% |
1.680 |
2.7% |
95% |
True |
False |
252 |
10 |
62.225 |
57.850 |
4.375 |
7.1% |
1.705 |
2.7% |
96% |
True |
False |
160 |
20 |
62.225 |
55.500 |
6.725 |
10.8% |
1.645 |
2.7% |
97% |
True |
False |
90 |
40 |
63.950 |
53.000 |
10.950 |
17.6% |
1.086 |
1.8% |
83% |
False |
False |
48 |
60 |
67.460 |
53.000 |
14.460 |
23.3% |
0.724 |
1.2% |
63% |
False |
False |
32 |
80 |
67.460 |
53.000 |
14.460 |
23.3% |
0.543 |
0.9% |
63% |
False |
False |
24 |
100 |
67.460 |
53.000 |
14.460 |
23.3% |
0.435 |
0.7% |
63% |
False |
False |
19 |
120 |
74.770 |
53.000 |
21.770 |
35.1% |
0.362 |
0.6% |
42% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.556 |
2.618 |
66.741 |
1.618 |
65.016 |
1.000 |
63.950 |
0.618 |
63.291 |
HIGH |
62.225 |
0.618 |
61.566 |
0.500 |
61.363 |
0.382 |
61.159 |
LOW |
60.500 |
0.618 |
59.434 |
1.000 |
58.775 |
1.618 |
57.709 |
2.618 |
55.984 |
4.250 |
53.169 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
61.821 |
61.513 |
PP |
61.592 |
60.975 |
S1 |
61.363 |
60.438 |
|