NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
59.975 |
59.400 |
-0.575 |
-1.0% |
61.650 |
High |
60.975 |
60.350 |
-0.625 |
-1.0% |
61.775 |
Low |
58.850 |
59.200 |
0.350 |
0.6% |
58.850 |
Close |
59.600 |
59.850 |
0.250 |
0.4% |
59.600 |
Range |
2.125 |
1.150 |
-0.975 |
-45.9% |
2.925 |
ATR |
1.522 |
1.496 |
-0.027 |
-1.7% |
0.000 |
Volume |
2,303 |
7,781 |
5,478 |
237.9% |
10,081 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.250 |
62.700 |
60.483 |
|
R3 |
62.100 |
61.550 |
60.166 |
|
R2 |
60.950 |
60.950 |
60.061 |
|
R1 |
60.400 |
60.400 |
59.955 |
60.675 |
PP |
59.800 |
59.800 |
59.800 |
59.938 |
S1 |
59.250 |
59.250 |
59.745 |
59.525 |
S2 |
58.650 |
58.650 |
59.639 |
|
S3 |
57.500 |
58.100 |
59.534 |
|
S4 |
56.350 |
56.950 |
59.218 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.850 |
67.150 |
61.209 |
|
R3 |
65.925 |
64.225 |
60.404 |
|
R2 |
63.000 |
63.000 |
60.136 |
|
R1 |
61.300 |
61.300 |
59.868 |
60.688 |
PP |
60.075 |
60.075 |
60.075 |
59.769 |
S1 |
58.375 |
58.375 |
59.332 |
57.763 |
S2 |
57.150 |
57.150 |
59.064 |
|
S3 |
54.225 |
55.450 |
58.796 |
|
S4 |
51.300 |
52.525 |
57.991 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.775 |
58.850 |
2.925 |
4.9% |
1.445 |
2.4% |
34% |
False |
False |
3,420 |
10 |
63.725 |
58.850 |
4.875 |
8.1% |
1.393 |
2.3% |
21% |
False |
False |
2,126 |
20 |
63.725 |
58.650 |
5.075 |
8.5% |
1.523 |
2.5% |
24% |
False |
False |
1,415 |
40 |
63.725 |
54.550 |
9.175 |
15.3% |
1.516 |
2.5% |
58% |
False |
False |
726 |
60 |
66.120 |
53.000 |
13.120 |
21.9% |
1.130 |
1.9% |
52% |
False |
False |
485 |
80 |
67.460 |
53.000 |
14.460 |
24.2% |
0.848 |
1.4% |
47% |
False |
False |
363 |
100 |
67.460 |
53.000 |
14.460 |
24.2% |
0.678 |
1.1% |
47% |
False |
False |
291 |
120 |
67.460 |
53.000 |
14.460 |
24.2% |
0.565 |
0.9% |
47% |
False |
False |
242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.238 |
2.618 |
63.361 |
1.618 |
62.211 |
1.000 |
61.500 |
0.618 |
61.061 |
HIGH |
60.350 |
0.618 |
59.911 |
0.500 |
59.775 |
0.382 |
59.639 |
LOW |
59.200 |
0.618 |
58.489 |
1.000 |
58.050 |
1.618 |
57.339 |
2.618 |
56.189 |
4.250 |
54.313 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
59.825 |
59.975 |
PP |
59.800 |
59.933 |
S1 |
59.775 |
59.892 |
|