NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 07-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.250 |
62.175 |
0.925 |
1.5% |
62.525 |
High |
62.125 |
63.475 |
1.350 |
2.2% |
63.650 |
Low |
61.025 |
62.025 |
1.000 |
1.6% |
61.200 |
Close |
62.100 |
63.250 |
1.150 |
1.9% |
62.770 |
Range |
1.100 |
1.450 |
0.350 |
31.8% |
2.450 |
ATR |
1.554 |
1.546 |
-0.007 |
-0.5% |
0.000 |
Volume |
1,289 |
620 |
-669 |
-51.9% |
4,237 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.267 |
66.708 |
64.048 |
|
R3 |
65.817 |
65.258 |
63.649 |
|
R2 |
64.367 |
64.367 |
63.516 |
|
R1 |
63.808 |
63.808 |
63.383 |
64.088 |
PP |
62.917 |
62.917 |
62.917 |
63.056 |
S1 |
62.358 |
62.358 |
63.117 |
62.638 |
S2 |
61.467 |
61.467 |
62.984 |
|
S3 |
60.017 |
60.908 |
62.851 |
|
S4 |
58.567 |
59.458 |
62.453 |
|
|
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 |
4.5% |
1.370 |
2.2% |
86% |
False |
False |
773 |
10 |
63.650 |
60.500 |
3.150 |
5.0% |
1.470 |
2.3% |
87% |
False |
False |
848 |
20 |
63.650 |
57.850 |
5.800 |
9.2% |
1.610 |
2.5% |
93% |
False |
False |
473 |
40 |
63.650 |
53.000 |
10.650 |
16.8% |
1.411 |
2.2% |
96% |
False |
False |
243 |
60 |
66.120 |
53.000 |
13.120 |
20.7% |
0.940 |
1.5% |
78% |
False |
False |
162 |
80 |
67.460 |
53.000 |
14.460 |
22.9% |
0.705 |
1.1% |
71% |
False |
False |
121 |
100 |
67.460 |
53.000 |
14.460 |
22.9% |
0.564 |
0.9% |
71% |
False |
False |
97 |
120 |
68.950 |
53.000 |
15.950 |
25.2% |
0.470 |
0.7% |
64% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.638 |
2.618 |
67.271 |
1.618 |
65.821 |
1.000 |
64.925 |
0.618 |
64.371 |
HIGH |
63.475 |
0.618 |
62.921 |
0.500 |
62.750 |
0.382 |
62.579 |
LOW |
62.025 |
0.618 |
61.129 |
1.000 |
60.575 |
1.618 |
59.679 |
2.618 |
58.229 |
4.250 |
55.863 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
63.083 |
62.879 |
PP |
62.917 |
62.508 |
S1 |
62.750 |
62.138 |
|