NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
59.900 |
59.750 |
-0.150 |
-0.3% |
61.650 |
High |
60.175 |
60.100 |
-0.075 |
-0.1% |
61.775 |
Low |
59.150 |
59.200 |
0.050 |
0.1% |
58.850 |
Close |
59.775 |
60.075 |
0.300 |
0.5% |
59.600 |
Range |
1.025 |
0.900 |
-0.125 |
-12.2% |
2.925 |
ATR |
1.462 |
1.422 |
-0.040 |
-2.7% |
0.000 |
Volume |
14,992 |
15,683 |
691 |
4.6% |
10,081 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.492 |
62.183 |
60.570 |
|
R3 |
61.592 |
61.283 |
60.323 |
|
R2 |
60.692 |
60.692 |
60.240 |
|
R1 |
60.383 |
60.383 |
60.158 |
60.538 |
PP |
59.792 |
59.792 |
59.792 |
59.869 |
S1 |
59.483 |
59.483 |
59.993 |
59.638 |
S2 |
58.892 |
58.892 |
59.910 |
|
S3 |
57.992 |
58.583 |
59.828 |
|
S4 |
57.092 |
57.683 |
59.580 |
|
|
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 |
3.7% |
1.295 |
2.2% |
54% |
False |
False |
8,969 |
10 |
63.725 |
58.850 |
4.875 |
8.1% |
1.330 |
2.2% |
25% |
False |
False |
5,003 |
20 |
63.725 |
58.850 |
4.875 |
8.1% |
1.400 |
2.3% |
25% |
False |
False |
2,925 |
40 |
63.725 |
55.500 |
8.225 |
13.7% |
1.506 |
2.5% |
56% |
False |
False |
1,493 |
60 |
65.110 |
53.000 |
12.110 |
20.2% |
1.162 |
1.9% |
58% |
False |
False |
996 |
80 |
67.460 |
53.000 |
14.460 |
24.1% |
0.872 |
1.5% |
49% |
False |
False |
747 |
100 |
67.460 |
53.000 |
14.460 |
24.1% |
0.697 |
1.2% |
49% |
False |
False |
597 |
120 |
67.460 |
53.000 |
14.460 |
24.1% |
0.581 |
1.0% |
49% |
False |
False |
498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.925 |
2.618 |
62.456 |
1.618 |
61.556 |
1.000 |
61.000 |
0.618 |
60.656 |
HIGH |
60.100 |
0.618 |
59.756 |
0.500 |
59.650 |
0.382 |
59.544 |
LOW |
59.200 |
0.618 |
58.644 |
1.000 |
58.300 |
1.618 |
57.744 |
2.618 |
56.844 |
4.250 |
55.375 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
59.933 |
59.967 |
PP |
59.792 |
59.858 |
S1 |
59.650 |
59.750 |
|