NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
63.150 |
63.500 |
0.350 |
0.6% |
62.375 |
High |
63.725 |
63.500 |
-0.225 |
-0.4% |
63.725 |
Low |
62.725 |
61.675 |
-1.050 |
-1.7% |
60.800 |
Close |
63.300 |
61.750 |
-1.550 |
-2.4% |
61.750 |
Range |
1.000 |
1.825 |
0.825 |
82.5% |
2.925 |
ATR |
1.507 |
1.530 |
0.023 |
1.5% |
0.000 |
Volume |
774 |
723 |
-51 |
-6.6% |
3,720 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.783 |
66.592 |
62.754 |
|
R3 |
65.958 |
64.767 |
62.252 |
|
R2 |
64.133 |
64.133 |
62.085 |
|
R1 |
62.942 |
62.942 |
61.917 |
62.625 |
PP |
62.308 |
62.308 |
62.308 |
62.150 |
S1 |
61.117 |
61.117 |
61.583 |
60.800 |
S2 |
60.483 |
60.483 |
61.415 |
|
S3 |
58.658 |
59.292 |
61.248 |
|
S4 |
56.833 |
57.467 |
60.746 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.867 |
69.233 |
63.359 |
|
R3 |
67.942 |
66.308 |
62.554 |
|
R2 |
65.017 |
65.017 |
62.286 |
|
R1 |
63.383 |
63.383 |
62.018 |
62.738 |
PP |
62.092 |
62.092 |
62.092 |
61.769 |
S1 |
60.458 |
60.458 |
61.482 |
59.813 |
S2 |
59.167 |
59.167 |
61.214 |
|
S3 |
56.242 |
57.533 |
60.946 |
|
S4 |
53.317 |
54.608 |
60.141 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.725 |
60.800 |
2.925 |
4.7% |
1.390 |
2.3% |
32% |
False |
False |
744 |
10 |
63.725 |
60.800 |
2.925 |
4.7% |
1.460 |
2.4% |
32% |
False |
False |
795 |
20 |
63.725 |
57.850 |
5.875 |
9.5% |
1.580 |
2.6% |
66% |
False |
False |
542 |
40 |
63.725 |
53.000 |
10.725 |
17.4% |
1.481 |
2.4% |
82% |
False |
False |
281 |
60 |
66.120 |
53.000 |
13.120 |
21.2% |
0.988 |
1.6% |
67% |
False |
False |
187 |
80 |
67.460 |
53.000 |
14.460 |
23.4% |
0.741 |
1.2% |
61% |
False |
False |
140 |
100 |
67.460 |
53.000 |
14.460 |
23.4% |
0.593 |
1.0% |
61% |
False |
False |
112 |
120 |
68.640 |
53.000 |
15.640 |
25.3% |
0.494 |
0.8% |
56% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.256 |
2.618 |
68.278 |
1.618 |
66.453 |
1.000 |
65.325 |
0.618 |
64.628 |
HIGH |
63.500 |
0.618 |
62.803 |
0.500 |
62.588 |
0.382 |
62.372 |
LOW |
61.675 |
0.618 |
60.547 |
1.000 |
59.850 |
1.618 |
58.722 |
2.618 |
56.897 |
4.250 |
53.919 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.588 |
62.700 |
PP |
62.308 |
62.383 |
S1 |
62.029 |
62.067 |
|