NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
62.525 |
62.575 |
0.050 |
0.1% |
60.500 |
High |
62.900 |
63.325 |
0.425 |
0.7% |
63.000 |
Low |
61.925 |
61.200 |
-0.725 |
-1.2% |
58.650 |
Close |
62.530 |
62.620 |
0.090 |
0.1% |
62.350 |
Range |
0.975 |
2.125 |
1.150 |
117.9% |
4.350 |
ATR |
1.532 |
1.574 |
0.042 |
2.8% |
0.000 |
Volume |
1,408 |
427 |
-981 |
-69.7% |
2,547 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.757 |
67.813 |
63.789 |
|
R3 |
66.632 |
65.688 |
63.204 |
|
R2 |
64.507 |
64.507 |
63.010 |
|
R1 |
63.563 |
63.563 |
62.815 |
64.035 |
PP |
62.382 |
62.382 |
62.382 |
62.618 |
S1 |
61.438 |
61.438 |
62.425 |
61.910 |
S2 |
60.257 |
60.257 |
62.230 |
|
S3 |
58.132 |
59.313 |
62.036 |
|
S4 |
56.007 |
57.188 |
61.451 |
|
|
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 |
63.325 |
58.900 |
4.425 |
7.1% |
1.710 |
2.7% |
84% |
True |
False |
845 |
10 |
63.325 |
57.850 |
5.475 |
8.7% |
1.593 |
2.5% |
87% |
True |
False |
457 |
20 |
63.325 |
57.650 |
5.675 |
9.1% |
1.606 |
2.6% |
88% |
True |
False |
247 |
40 |
63.950 |
53.000 |
10.950 |
17.5% |
1.194 |
1.9% |
88% |
False |
False |
128 |
60 |
67.460 |
53.000 |
14.460 |
23.1% |
0.796 |
1.3% |
67% |
False |
False |
85 |
80 |
67.460 |
53.000 |
14.460 |
23.1% |
0.597 |
1.0% |
67% |
False |
False |
64 |
100 |
67.460 |
53.000 |
14.460 |
23.1% |
0.478 |
0.8% |
67% |
False |
False |
51 |
120 |
73.360 |
53.000 |
20.360 |
32.5% |
0.398 |
0.6% |
47% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.356 |
2.618 |
68.888 |
1.618 |
66.763 |
1.000 |
65.450 |
0.618 |
64.638 |
HIGH |
63.325 |
0.618 |
62.513 |
0.500 |
62.263 |
0.382 |
62.012 |
LOW |
61.200 |
0.618 |
59.887 |
1.000 |
59.075 |
1.618 |
57.762 |
2.618 |
55.637 |
4.250 |
52.169 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
62.501 |
62.501 |
PP |
62.382 |
62.382 |
S1 |
62.263 |
62.263 |
|