NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
62.575 |
61.425 |
-1.150 |
-1.8% |
60.500 |
High |
63.325 |
63.250 |
-0.075 |
-0.1% |
63.000 |
Low |
61.200 |
61.425 |
0.225 |
0.4% |
58.650 |
Close |
62.620 |
63.060 |
0.440 |
0.7% |
62.350 |
Range |
2.125 |
1.825 |
-0.300 |
-14.1% |
4.350 |
ATR |
1.574 |
1.592 |
0.018 |
1.1% |
0.000 |
Volume |
427 |
760 |
333 |
78.0% |
2,547 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.053 |
67.382 |
64.064 |
|
R3 |
66.228 |
65.557 |
63.562 |
|
R2 |
64.403 |
64.403 |
63.395 |
|
R1 |
63.732 |
63.732 |
63.227 |
64.068 |
PP |
62.578 |
62.578 |
62.578 |
62.746 |
S1 |
61.907 |
61.907 |
62.893 |
62.243 |
S2 |
60.753 |
60.753 |
62.725 |
|
S3 |
58.928 |
60.082 |
62.558 |
|
S4 |
57.103 |
58.257 |
62.056 |
|
|
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 |
60.500 |
2.825 |
4.5% |
1.570 |
2.5% |
91% |
False |
False |
924 |
10 |
63.325 |
57.850 |
5.475 |
8.7% |
1.618 |
2.6% |
95% |
False |
False |
526 |
20 |
63.325 |
57.850 |
5.475 |
8.7% |
1.606 |
2.5% |
95% |
False |
False |
285 |
40 |
63.325 |
53.000 |
10.325 |
16.4% |
1.239 |
2.0% |
97% |
False |
False |
147 |
60 |
67.460 |
53.000 |
14.460 |
22.9% |
0.826 |
1.3% |
70% |
False |
False |
98 |
80 |
67.460 |
53.000 |
14.460 |
22.9% |
0.620 |
1.0% |
70% |
False |
False |
73 |
100 |
67.460 |
53.000 |
14.460 |
22.9% |
0.496 |
0.8% |
70% |
False |
False |
58 |
120 |
72.360 |
53.000 |
19.360 |
30.7% |
0.413 |
0.7% |
52% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.006 |
2.618 |
68.028 |
1.618 |
66.203 |
1.000 |
65.075 |
0.618 |
64.378 |
HIGH |
63.250 |
0.618 |
62.553 |
0.500 |
62.338 |
0.382 |
62.122 |
LOW |
61.425 |
0.618 |
60.297 |
1.000 |
59.600 |
1.618 |
58.472 |
2.618 |
56.647 |
4.250 |
53.669 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
62.819 |
62.794 |
PP |
62.578 |
62.528 |
S1 |
62.338 |
62.263 |
|