NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.750 |
62.000 |
1.250 |
2.1% |
60.500 |
High |
62.225 |
63.000 |
0.775 |
1.2% |
63.000 |
Low |
60.500 |
61.800 |
1.300 |
2.1% |
58.650 |
Close |
62.050 |
62.350 |
0.300 |
0.5% |
62.350 |
Range |
1.725 |
1.200 |
-0.525 |
-30.4% |
4.350 |
ATR |
1.604 |
1.575 |
-0.029 |
-1.8% |
0.000 |
Volume |
673 |
1,352 |
679 |
100.9% |
2,547 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.983 |
65.367 |
63.010 |
|
R3 |
64.783 |
64.167 |
62.680 |
|
R2 |
63.583 |
63.583 |
62.570 |
|
R1 |
62.967 |
62.967 |
62.460 |
63.275 |
PP |
62.383 |
62.383 |
62.383 |
62.538 |
S1 |
61.767 |
61.767 |
62.240 |
62.075 |
S2 |
61.183 |
61.183 |
62.130 |
|
S3 |
59.983 |
60.567 |
62.020 |
|
S4 |
58.783 |
59.367 |
61.690 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.383 |
72.717 |
64.743 |
|
R3 |
70.033 |
68.367 |
63.546 |
|
R2 |
65.683 |
65.683 |
63.148 |
|
R1 |
64.017 |
64.017 |
62.749 |
64.850 |
PP |
61.333 |
61.333 |
61.333 |
61.750 |
S1 |
59.667 |
59.667 |
61.951 |
60.500 |
S2 |
56.983 |
56.983 |
61.553 |
|
S3 |
52.633 |
55.317 |
61.154 |
|
S4 |
48.283 |
50.967 |
59.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.000 |
58.650 |
4.350 |
7.0% |
1.610 |
2.6% |
85% |
True |
False |
509 |
10 |
63.000 |
57.850 |
5.150 |
8.3% |
1.700 |
2.7% |
87% |
True |
False |
289 |
20 |
63.000 |
55.500 |
7.500 |
12.0% |
1.681 |
2.7% |
91% |
True |
False |
156 |
40 |
63.950 |
53.000 |
10.950 |
17.6% |
1.116 |
1.8% |
85% |
False |
False |
82 |
60 |
67.460 |
53.000 |
14.460 |
23.2% |
0.744 |
1.2% |
65% |
False |
False |
54 |
80 |
67.460 |
53.000 |
14.460 |
23.2% |
0.558 |
0.9% |
65% |
False |
False |
41 |
100 |
67.460 |
53.000 |
14.460 |
23.2% |
0.447 |
0.7% |
65% |
False |
False |
32 |
120 |
74.770 |
53.000 |
21.770 |
34.9% |
0.372 |
0.6% |
43% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.100 |
2.618 |
66.142 |
1.618 |
64.942 |
1.000 |
64.200 |
0.618 |
63.742 |
HIGH |
63.000 |
0.618 |
62.542 |
0.500 |
62.400 |
0.382 |
62.258 |
LOW |
61.800 |
0.618 |
61.058 |
1.000 |
60.600 |
1.618 |
59.858 |
2.618 |
58.658 |
4.250 |
56.700 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
62.400 |
61.883 |
PP |
62.383 |
61.417 |
S1 |
62.367 |
60.950 |
|