NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
62.375 |
61.250 |
-1.125 |
-1.8% |
62.525 |
High |
62.375 |
62.125 |
-0.250 |
-0.4% |
63.650 |
Low |
60.800 |
61.025 |
0.225 |
0.4% |
61.200 |
Close |
61.150 |
62.100 |
0.950 |
1.6% |
62.770 |
Range |
1.575 |
1.100 |
-0.475 |
-30.2% |
2.450 |
ATR |
1.589 |
1.554 |
-0.035 |
-2.2% |
0.000 |
Volume |
314 |
1,289 |
975 |
310.5% |
4,237 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.050 |
64.675 |
62.705 |
|
R3 |
63.950 |
63.575 |
62.403 |
|
R2 |
62.850 |
62.850 |
62.302 |
|
R1 |
62.475 |
62.475 |
62.201 |
62.663 |
PP |
61.750 |
61.750 |
61.750 |
61.844 |
S1 |
61.375 |
61.375 |
61.999 |
61.563 |
S2 |
60.650 |
60.650 |
61.898 |
|
S3 |
59.550 |
60.275 |
61.798 |
|
S4 |
58.450 |
59.175 |
61.495 |
|
|
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 |
4.6% |
1.445 |
2.3% |
46% |
False |
False |
801 |
10 |
63.650 |
58.900 |
4.750 |
7.6% |
1.578 |
2.5% |
67% |
False |
False |
823 |
20 |
63.650 |
57.850 |
5.800 |
9.3% |
1.631 |
2.6% |
73% |
False |
False |
444 |
40 |
63.650 |
53.000 |
10.650 |
17.1% |
1.374 |
2.2% |
85% |
False |
False |
228 |
60 |
66.120 |
53.000 |
13.120 |
21.1% |
0.916 |
1.5% |
69% |
False |
False |
152 |
80 |
67.460 |
53.000 |
14.460 |
23.3% |
0.687 |
1.1% |
63% |
False |
False |
114 |
100 |
67.460 |
53.000 |
14.460 |
23.3% |
0.550 |
0.9% |
63% |
False |
False |
91 |
120 |
68.950 |
53.000 |
15.950 |
25.7% |
0.458 |
0.7% |
57% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.800 |
2.618 |
65.005 |
1.618 |
63.905 |
1.000 |
63.225 |
0.618 |
62.805 |
HIGH |
62.125 |
0.618 |
61.705 |
0.500 |
61.575 |
0.382 |
61.445 |
LOW |
61.025 |
0.618 |
60.345 |
1.000 |
59.925 |
1.618 |
59.245 |
2.618 |
58.145 |
4.250 |
56.350 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.925 |
62.150 |
PP |
61.750 |
62.133 |
S1 |
61.575 |
62.117 |
|