NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.650 |
60.750 |
-0.900 |
-1.5% |
62.375 |
High |
61.700 |
61.775 |
0.075 |
0.1% |
63.725 |
Low |
60.375 |
59.975 |
-0.400 |
-0.7% |
60.800 |
Close |
60.825 |
60.400 |
-0.425 |
-0.7% |
61.750 |
Range |
1.325 |
1.800 |
0.475 |
35.8% |
2.925 |
ATR |
1.519 |
1.539 |
0.020 |
1.3% |
0.000 |
Volume |
762 |
1,600 |
838 |
110.0% |
3,720 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.117 |
65.058 |
61.390 |
|
R3 |
64.317 |
63.258 |
60.895 |
|
R2 |
62.517 |
62.517 |
60.730 |
|
R1 |
61.458 |
61.458 |
60.565 |
61.088 |
PP |
60.717 |
60.717 |
60.717 |
60.531 |
S1 |
59.658 |
59.658 |
60.235 |
59.288 |
S2 |
58.917 |
58.917 |
60.070 |
|
S3 |
57.117 |
57.858 |
59.905 |
|
S4 |
55.317 |
56.058 |
59.410 |
|
|
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 |
59.975 |
3.750 |
6.2% |
1.480 |
2.5% |
11% |
False |
True |
895 |
10 |
63.725 |
59.975 |
3.750 |
6.2% |
1.463 |
2.4% |
11% |
False |
True |
848 |
20 |
63.725 |
57.850 |
5.875 |
9.7% |
1.528 |
2.5% |
43% |
False |
False |
652 |
40 |
63.725 |
53.400 |
10.325 |
17.1% |
1.496 |
2.5% |
68% |
False |
False |
340 |
60 |
66.120 |
53.000 |
13.120 |
21.7% |
1.040 |
1.7% |
56% |
False |
False |
226 |
80 |
67.460 |
53.000 |
14.460 |
23.9% |
0.780 |
1.3% |
51% |
False |
False |
170 |
100 |
67.460 |
53.000 |
14.460 |
23.9% |
0.624 |
1.0% |
51% |
False |
False |
136 |
120 |
67.460 |
53.000 |
14.460 |
23.9% |
0.520 |
0.9% |
51% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.425 |
2.618 |
66.487 |
1.618 |
64.687 |
1.000 |
63.575 |
0.618 |
62.887 |
HIGH |
61.775 |
0.618 |
61.087 |
0.500 |
60.875 |
0.382 |
60.663 |
LOW |
59.975 |
0.618 |
58.863 |
1.000 |
58.175 |
1.618 |
57.063 |
2.618 |
55.263 |
4.250 |
52.325 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
60.875 |
61.738 |
PP |
60.717 |
61.292 |
S1 |
60.558 |
60.846 |
|