NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 20-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
59.400 |
59.900 |
0.500 |
0.8% |
61.650 |
High |
60.350 |
60.175 |
-0.175 |
-0.3% |
61.775 |
Low |
59.200 |
59.150 |
-0.050 |
-0.1% |
58.850 |
Close |
59.850 |
59.775 |
-0.075 |
-0.1% |
59.600 |
Range |
1.150 |
1.025 |
-0.125 |
-10.9% |
2.925 |
ATR |
1.496 |
1.462 |
-0.034 |
-2.2% |
0.000 |
Volume |
7,781 |
14,992 |
7,211 |
92.7% |
10,081 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.775 |
62.300 |
60.339 |
|
R3 |
61.750 |
61.275 |
60.057 |
|
R2 |
60.725 |
60.725 |
59.963 |
|
R1 |
60.250 |
60.250 |
59.869 |
59.975 |
PP |
59.700 |
59.700 |
59.700 |
59.563 |
S1 |
59.225 |
59.225 |
59.681 |
58.950 |
S2 |
58.675 |
58.675 |
59.587 |
|
S3 |
57.650 |
58.200 |
59.493 |
|
S4 |
56.625 |
57.175 |
59.211 |
|
|
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 |
61.100 |
58.850 |
2.250 |
3.8% |
1.290 |
2.2% |
41% |
False |
False |
6,098 |
10 |
63.725 |
58.850 |
4.875 |
8.2% |
1.385 |
2.3% |
19% |
False |
False |
3,497 |
20 |
63.725 |
58.850 |
4.875 |
8.2% |
1.481 |
2.5% |
19% |
False |
False |
2,160 |
40 |
63.725 |
55.500 |
8.225 |
13.8% |
1.518 |
2.5% |
52% |
False |
False |
1,101 |
60 |
65.360 |
53.000 |
12.360 |
20.7% |
1.147 |
1.9% |
55% |
False |
False |
735 |
80 |
67.460 |
53.000 |
14.460 |
24.2% |
0.860 |
1.4% |
47% |
False |
False |
551 |
100 |
67.460 |
53.000 |
14.460 |
24.2% |
0.688 |
1.2% |
47% |
False |
False |
441 |
120 |
67.460 |
53.000 |
14.460 |
24.2% |
0.574 |
1.0% |
47% |
False |
False |
367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.531 |
2.618 |
62.858 |
1.618 |
61.833 |
1.000 |
61.200 |
0.618 |
60.808 |
HIGH |
60.175 |
0.618 |
59.783 |
0.500 |
59.663 |
0.382 |
59.542 |
LOW |
59.150 |
0.618 |
58.517 |
1.000 |
58.125 |
1.618 |
57.492 |
2.618 |
56.467 |
4.250 |
54.794 |
|
|
Fisher Pivots for day following 20-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
59.738 |
59.913 |
PP |
59.700 |
59.867 |
S1 |
59.663 |
59.821 |
|