NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
60.750 |
60.475 |
-0.275 |
-0.5% |
62.375 |
High |
61.775 |
60.750 |
-1.025 |
-1.7% |
63.725 |
Low |
59.975 |
59.875 |
-0.100 |
-0.2% |
60.800 |
Close |
60.400 |
60.400 |
0.000 |
0.0% |
61.750 |
Range |
1.800 |
0.875 |
-0.925 |
-51.4% |
2.925 |
ATR |
1.539 |
1.492 |
-0.047 |
-3.1% |
0.000 |
Volume |
1,600 |
1,326 |
-274 |
-17.1% |
3,720 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.967 |
62.558 |
60.881 |
|
R3 |
62.092 |
61.683 |
60.641 |
|
R2 |
61.217 |
61.217 |
60.560 |
|
R1 |
60.808 |
60.808 |
60.480 |
60.575 |
PP |
60.342 |
60.342 |
60.342 |
60.225 |
S1 |
59.933 |
59.933 |
60.320 |
59.700 |
S2 |
59.467 |
59.467 |
60.240 |
|
S3 |
58.592 |
59.058 |
60.159 |
|
S4 |
57.717 |
58.183 |
59.919 |
|
|
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 |
59.875 |
3.850 |
6.4% |
1.365 |
2.3% |
14% |
False |
True |
1,037 |
10 |
63.725 |
59.875 |
3.850 |
6.4% |
1.368 |
2.3% |
14% |
False |
True |
905 |
20 |
63.725 |
57.850 |
5.875 |
9.7% |
1.493 |
2.5% |
43% |
False |
False |
715 |
40 |
63.725 |
53.400 |
10.325 |
17.1% |
1.518 |
2.5% |
68% |
False |
False |
373 |
60 |
66.120 |
53.000 |
13.120 |
21.7% |
1.054 |
1.7% |
56% |
False |
False |
249 |
80 |
67.460 |
53.000 |
14.460 |
23.9% |
0.791 |
1.3% |
51% |
False |
False |
186 |
100 |
67.460 |
53.000 |
14.460 |
23.9% |
0.633 |
1.0% |
51% |
False |
False |
149 |
120 |
67.460 |
53.000 |
14.460 |
23.9% |
0.527 |
0.9% |
51% |
False |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.469 |
2.618 |
63.041 |
1.618 |
62.166 |
1.000 |
61.625 |
0.618 |
61.291 |
HIGH |
60.750 |
0.618 |
60.416 |
0.500 |
60.313 |
0.382 |
60.209 |
LOW |
59.875 |
0.618 |
59.334 |
1.000 |
59.000 |
1.618 |
58.459 |
2.618 |
57.584 |
4.250 |
56.156 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
60.371 |
60.825 |
PP |
60.342 |
60.683 |
S1 |
60.313 |
60.542 |
|