NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
60.050 |
61.975 |
1.925 |
3.2% |
59.400 |
High |
62.075 |
62.650 |
0.575 |
0.9% |
62.650 |
Low |
59.950 |
61.250 |
1.300 |
2.2% |
59.150 |
Close |
61.690 |
62.280 |
0.590 |
1.0% |
62.280 |
Range |
2.125 |
1.400 |
-0.725 |
-34.1% |
3.500 |
ATR |
1.472 |
1.467 |
-0.005 |
-0.4% |
0.000 |
Volume |
14,211 |
16,274 |
2,063 |
14.5% |
68,941 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.260 |
65.670 |
63.050 |
|
R3 |
64.860 |
64.270 |
62.665 |
|
R2 |
63.460 |
63.460 |
62.537 |
|
R1 |
62.870 |
62.870 |
62.408 |
63.165 |
PP |
62.060 |
62.060 |
62.060 |
62.208 |
S1 |
61.470 |
61.470 |
62.152 |
61.765 |
S2 |
60.660 |
60.660 |
62.023 |
|
S3 |
59.260 |
60.070 |
61.895 |
|
S4 |
57.860 |
58.670 |
61.510 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.860 |
70.570 |
64.205 |
|
R3 |
68.360 |
67.070 |
63.243 |
|
R2 |
64.860 |
64.860 |
62.922 |
|
R1 |
63.570 |
63.570 |
62.601 |
64.215 |
PP |
61.360 |
61.360 |
61.360 |
61.683 |
S1 |
60.070 |
60.070 |
61.959 |
60.715 |
S2 |
57.860 |
57.860 |
61.638 |
|
S3 |
54.360 |
56.570 |
61.318 |
|
S4 |
50.860 |
53.070 |
60.355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.650 |
59.150 |
3.500 |
5.6% |
1.320 |
2.1% |
89% |
True |
False |
13,788 |
10 |
62.650 |
58.850 |
3.800 |
6.1% |
1.400 |
2.2% |
90% |
True |
False |
7,902 |
20 |
63.725 |
58.850 |
4.875 |
7.8% |
1.430 |
2.3% |
70% |
False |
False |
4,348 |
40 |
63.725 |
55.500 |
8.225 |
13.2% |
1.556 |
2.5% |
82% |
False |
False |
2,252 |
60 |
63.950 |
53.000 |
10.950 |
17.6% |
1.221 |
2.0% |
85% |
False |
False |
1,504 |
80 |
67.460 |
53.000 |
14.460 |
23.2% |
0.916 |
1.5% |
64% |
False |
False |
1,128 |
100 |
67.460 |
53.000 |
14.460 |
23.2% |
0.733 |
1.2% |
64% |
False |
False |
902 |
120 |
67.460 |
53.000 |
14.460 |
23.2% |
0.610 |
1.0% |
64% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.600 |
2.618 |
66.315 |
1.618 |
64.915 |
1.000 |
64.050 |
0.618 |
63.515 |
HIGH |
62.650 |
0.618 |
62.115 |
0.500 |
61.950 |
0.382 |
61.785 |
LOW |
61.250 |
0.618 |
60.385 |
1.000 |
59.850 |
1.618 |
58.985 |
2.618 |
57.585 |
4.250 |
55.300 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.170 |
61.828 |
PP |
62.060 |
61.377 |
S1 |
61.950 |
60.925 |
|