NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
62.950 |
62.375 |
-0.575 |
-0.9% |
62.525 |
High |
63.500 |
62.375 |
-1.125 |
-1.8% |
63.650 |
Low |
62.400 |
60.800 |
-1.600 |
-2.6% |
61.200 |
Close |
62.770 |
61.150 |
-1.620 |
-2.6% |
62.770 |
Range |
1.100 |
1.575 |
0.475 |
43.2% |
2.450 |
ATR |
1.559 |
1.589 |
0.029 |
1.9% |
0.000 |
Volume |
822 |
314 |
-508 |
-61.8% |
4,237 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.167 |
65.233 |
62.016 |
|
R3 |
64.592 |
63.658 |
61.583 |
|
R2 |
63.017 |
63.017 |
61.439 |
|
R1 |
62.083 |
62.083 |
61.294 |
61.763 |
PP |
61.442 |
61.442 |
61.442 |
61.281 |
S1 |
60.508 |
60.508 |
61.006 |
60.188 |
S2 |
59.867 |
59.867 |
60.861 |
|
S3 |
58.292 |
58.933 |
60.717 |
|
S4 |
56.717 |
57.358 |
60.284 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.890 |
68.780 |
64.118 |
|
R3 |
67.440 |
66.330 |
63.444 |
|
R2 |
64.990 |
64.990 |
63.219 |
|
R1 |
63.880 |
63.880 |
62.995 |
64.435 |
PP |
62.540 |
62.540 |
62.540 |
62.818 |
S1 |
61.430 |
61.430 |
62.545 |
61.985 |
S2 |
60.090 |
60.090 |
62.321 |
|
S3 |
57.640 |
58.980 |
62.096 |
|
S4 |
55.190 |
56.530 |
61.423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.650 |
60.800 |
2.850 |
4.7% |
1.650 |
2.7% |
12% |
False |
True |
628 |
10 |
63.650 |
58.650 |
5.000 |
8.2% |
1.653 |
2.7% |
50% |
False |
False |
703 |
20 |
63.650 |
57.850 |
5.800 |
9.5% |
1.639 |
2.7% |
57% |
False |
False |
381 |
40 |
63.650 |
53.000 |
10.650 |
17.4% |
1.347 |
2.2% |
77% |
False |
False |
196 |
60 |
66.120 |
53.000 |
13.120 |
21.5% |
0.898 |
1.5% |
62% |
False |
False |
130 |
80 |
67.460 |
53.000 |
14.460 |
23.6% |
0.673 |
1.1% |
56% |
False |
False |
98 |
100 |
67.460 |
53.000 |
14.460 |
23.6% |
0.539 |
0.9% |
56% |
False |
False |
78 |
120 |
70.360 |
53.000 |
17.360 |
28.4% |
0.449 |
0.7% |
47% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.069 |
2.618 |
66.498 |
1.618 |
64.923 |
1.000 |
63.950 |
0.618 |
63.348 |
HIGH |
62.375 |
0.618 |
61.773 |
0.500 |
61.588 |
0.382 |
61.402 |
LOW |
60.800 |
0.618 |
59.827 |
1.000 |
59.225 |
1.618 |
58.252 |
2.618 |
56.677 |
4.250 |
54.106 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.588 |
62.225 |
PP |
61.442 |
61.867 |
S1 |
61.296 |
61.508 |
|