NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
62.100 |
63.800 |
1.700 |
2.7% |
61.000 |
High |
64.100 |
64.550 |
0.450 |
0.7% |
63.950 |
Low |
62.100 |
62.950 |
0.850 |
1.4% |
59.500 |
Close |
63.970 |
64.060 |
0.090 |
0.1% |
63.320 |
Range |
2.000 |
1.600 |
-0.400 |
-20.0% |
4.450 |
ATR |
1.212 |
1.240 |
0.028 |
2.3% |
0.000 |
Volume |
31 |
72 |
41 |
132.3% |
66 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.653 |
67.957 |
64.940 |
|
R3 |
67.053 |
66.357 |
64.500 |
|
R2 |
65.453 |
65.453 |
64.353 |
|
R1 |
64.757 |
64.757 |
64.207 |
65.105 |
PP |
63.853 |
63.853 |
63.853 |
64.028 |
S1 |
63.157 |
63.157 |
63.913 |
63.505 |
S2 |
62.253 |
62.253 |
63.767 |
|
S3 |
60.653 |
61.557 |
63.620 |
|
S4 |
59.053 |
59.957 |
63.180 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.607 |
73.913 |
65.768 |
|
R3 |
71.157 |
69.463 |
64.544 |
|
R2 |
66.707 |
66.707 |
64.136 |
|
R1 |
65.013 |
65.013 |
63.728 |
65.860 |
PP |
62.257 |
62.257 |
62.257 |
62.680 |
S1 |
60.563 |
60.563 |
62.912 |
61.410 |
S2 |
57.807 |
57.807 |
62.504 |
|
S3 |
53.357 |
56.113 |
62.096 |
|
S4 |
48.907 |
51.663 |
60.873 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.550 |
62.100 |
2.450 |
3.8% |
1.470 |
2.3% |
80% |
True |
False |
39 |
10 |
64.550 |
59.500 |
5.050 |
7.9% |
1.245 |
1.9% |
90% |
True |
False |
24 |
20 |
64.550 |
59.500 |
5.050 |
7.9% |
0.950 |
1.5% |
90% |
True |
False |
14 |
40 |
64.550 |
53.100 |
11.450 |
17.9% |
0.794 |
1.2% |
96% |
True |
False |
9 |
60 |
67.125 |
53.100 |
14.025 |
21.9% |
0.578 |
0.9% |
78% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.350 |
2.618 |
68.739 |
1.618 |
67.139 |
1.000 |
66.150 |
0.618 |
65.539 |
HIGH |
64.550 |
0.618 |
63.939 |
0.500 |
63.750 |
0.382 |
63.561 |
LOW |
62.950 |
0.618 |
61.961 |
1.000 |
61.350 |
1.618 |
60.361 |
2.618 |
58.761 |
4.250 |
56.150 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
63.957 |
63.815 |
PP |
63.853 |
63.570 |
S1 |
63.750 |
63.325 |
|