NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.425 |
62.975 |
1.550 |
2.5% |
60.500 |
High |
63.250 |
63.650 |
0.400 |
0.6% |
63.000 |
Low |
61.425 |
62.025 |
0.600 |
1.0% |
58.650 |
Close |
63.060 |
63.180 |
0.120 |
0.2% |
62.350 |
Range |
1.825 |
1.625 |
-0.200 |
-11.0% |
4.350 |
ATR |
1.592 |
1.594 |
0.002 |
0.1% |
0.000 |
Volume |
760 |
820 |
60 |
7.9% |
2,547 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.827 |
67.128 |
64.074 |
|
R3 |
66.202 |
65.503 |
63.627 |
|
R2 |
64.577 |
64.577 |
63.478 |
|
R1 |
63.878 |
63.878 |
63.329 |
64.228 |
PP |
62.952 |
62.952 |
62.952 |
63.126 |
S1 |
62.253 |
62.253 |
63.031 |
62.603 |
S2 |
61.327 |
61.327 |
62.882 |
|
S3 |
59.702 |
60.628 |
62.733 |
|
S4 |
58.077 |
59.003 |
62.286 |
|
|
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 |
63.650 |
61.200 |
2.450 |
3.9% |
1.550 |
2.5% |
81% |
True |
False |
953 |
10 |
63.650 |
58.650 |
5.000 |
7.9% |
1.615 |
2.6% |
91% |
True |
False |
602 |
20 |
63.650 |
57.850 |
5.800 |
9.2% |
1.646 |
2.6% |
92% |
True |
False |
325 |
40 |
63.650 |
53.000 |
10.650 |
16.9% |
1.280 |
2.0% |
96% |
True |
False |
167 |
60 |
66.650 |
53.000 |
13.650 |
21.6% |
0.853 |
1.4% |
75% |
False |
False |
111 |
80 |
67.460 |
53.000 |
14.460 |
22.9% |
0.640 |
1.0% |
70% |
False |
False |
83 |
100 |
67.460 |
53.000 |
14.460 |
22.9% |
0.512 |
0.8% |
70% |
False |
False |
67 |
120 |
72.220 |
53.000 |
19.220 |
30.4% |
0.427 |
0.7% |
53% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.556 |
2.618 |
67.904 |
1.618 |
66.279 |
1.000 |
65.275 |
0.618 |
64.654 |
HIGH |
63.650 |
0.618 |
63.029 |
0.500 |
62.838 |
0.382 |
62.646 |
LOW |
62.025 |
0.618 |
61.021 |
1.000 |
60.400 |
1.618 |
59.396 |
2.618 |
57.771 |
4.250 |
55.119 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
63.066 |
62.928 |
PP |
62.952 |
62.677 |
S1 |
62.838 |
62.425 |
|