NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
62.000 |
62.525 |
0.525 |
0.8% |
60.500 |
High |
63.000 |
62.900 |
-0.100 |
-0.2% |
63.000 |
Low |
61.800 |
61.925 |
0.125 |
0.2% |
58.650 |
Close |
62.350 |
62.530 |
0.180 |
0.3% |
62.350 |
Range |
1.200 |
0.975 |
-0.225 |
-18.8% |
4.350 |
ATR |
1.575 |
1.532 |
-0.043 |
-2.7% |
0.000 |
Volume |
1,352 |
1,408 |
56 |
4.1% |
2,547 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.377 |
64.928 |
63.066 |
|
R3 |
64.402 |
63.953 |
62.798 |
|
R2 |
63.427 |
63.427 |
62.709 |
|
R1 |
62.978 |
62.978 |
62.619 |
63.203 |
PP |
62.452 |
62.452 |
62.452 |
62.564 |
S1 |
62.003 |
62.003 |
62.441 |
62.228 |
S2 |
61.477 |
61.477 |
62.351 |
|
S3 |
60.502 |
61.028 |
62.262 |
|
S4 |
59.527 |
60.053 |
61.994 |
|
|
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% |
1.655 |
2.6% |
89% |
False |
False |
777 |
10 |
63.000 |
57.850 |
5.150 |
8.2% |
1.573 |
2.5% |
91% |
False |
False |
423 |
20 |
63.000 |
55.525 |
7.475 |
12.0% |
1.635 |
2.6% |
94% |
False |
False |
226 |
40 |
63.950 |
53.000 |
10.950 |
17.5% |
1.141 |
1.8% |
87% |
False |
False |
117 |
60 |
67.460 |
53.000 |
14.460 |
23.1% |
0.760 |
1.2% |
66% |
False |
False |
78 |
80 |
67.460 |
53.000 |
14.460 |
23.1% |
0.570 |
0.9% |
66% |
False |
False |
58 |
100 |
67.460 |
53.000 |
14.460 |
23.1% |
0.456 |
0.7% |
66% |
False |
False |
47 |
120 |
73.740 |
53.000 |
20.740 |
33.2% |
0.380 |
0.6% |
46% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.044 |
2.618 |
65.453 |
1.618 |
64.478 |
1.000 |
63.875 |
0.618 |
63.503 |
HIGH |
62.900 |
0.618 |
62.528 |
0.500 |
62.413 |
0.382 |
62.297 |
LOW |
61.925 |
0.618 |
61.322 |
1.000 |
60.950 |
1.618 |
60.347 |
2.618 |
59.372 |
4.250 |
57.781 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
62.491 |
62.270 |
PP |
62.452 |
62.010 |
S1 |
62.413 |
61.750 |
|