NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 29-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
64.350 |
64.050 |
-0.300 |
-0.5% |
59.400 |
High |
64.975 |
66.425 |
1.450 |
2.2% |
62.650 |
Low |
63.400 |
63.525 |
0.125 |
0.2% |
59.150 |
Close |
64.080 |
66.030 |
1.950 |
3.0% |
62.280 |
Range |
1.575 |
2.900 |
1.325 |
84.1% |
3.500 |
ATR |
1.685 |
1.772 |
0.087 |
5.1% |
0.000 |
Volume |
11,910 |
24,096 |
12,186 |
102.3% |
68,941 |
|
Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.027 |
72.928 |
67.625 |
|
R3 |
71.127 |
70.028 |
66.828 |
|
R2 |
68.227 |
68.227 |
66.562 |
|
R1 |
67.128 |
67.128 |
66.296 |
67.678 |
PP |
65.327 |
65.327 |
65.327 |
65.601 |
S1 |
64.228 |
64.228 |
65.764 |
64.778 |
S2 |
62.427 |
62.427 |
65.498 |
|
S3 |
59.527 |
61.328 |
65.233 |
|
S4 |
56.627 |
58.428 |
64.435 |
|
|
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 |
66.800 |
61.250 |
5.550 |
8.4% |
2.275 |
3.4% |
86% |
False |
False |
17,046 |
10 |
66.800 |
58.850 |
7.950 |
12.0% |
1.870 |
2.8% |
90% |
False |
False |
14,020 |
20 |
66.800 |
58.850 |
7.950 |
12.0% |
1.601 |
2.4% |
90% |
False |
False |
7,626 |
40 |
66.800 |
57.850 |
8.950 |
13.6% |
1.624 |
2.5% |
91% |
False |
False |
3,975 |
60 |
66.800 |
53.000 |
13.800 |
20.9% |
1.387 |
2.1% |
94% |
False |
False |
2,653 |
80 |
66.800 |
53.000 |
13.800 |
20.9% |
1.040 |
1.6% |
94% |
False |
False |
1,990 |
100 |
67.460 |
53.000 |
14.460 |
21.9% |
0.832 |
1.3% |
90% |
False |
False |
1,592 |
120 |
67.460 |
53.000 |
14.460 |
21.9% |
0.694 |
1.1% |
90% |
False |
False |
1,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.750 |
2.618 |
74.017 |
1.618 |
71.117 |
1.000 |
69.325 |
0.618 |
68.217 |
HIGH |
66.425 |
0.618 |
65.317 |
0.500 |
64.975 |
0.382 |
64.633 |
LOW |
63.525 |
0.618 |
61.733 |
1.000 |
60.625 |
1.618 |
58.833 |
2.618 |
55.933 |
4.250 |
51.200 |
|
|
Fisher Pivots for day following 29-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
65.678 |
65.524 |
PP |
65.327 |
65.018 |
S1 |
64.975 |
64.513 |
|