NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
63.800 |
63.925 |
0.125 |
0.2% |
63.500 |
High |
64.550 |
63.925 |
-0.625 |
-1.0% |
64.550 |
Low |
62.950 |
63.475 |
0.525 |
0.8% |
62.100 |
Close |
64.060 |
63.600 |
-0.460 |
-0.7% |
63.600 |
Range |
1.600 |
0.450 |
-1.150 |
-71.9% |
2.450 |
ATR |
1.240 |
1.193 |
-0.047 |
-3.8% |
0.000 |
Volume |
72 |
125 |
53 |
73.6% |
301 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.017 |
64.758 |
63.848 |
|
R3 |
64.567 |
64.308 |
63.724 |
|
R2 |
64.117 |
64.117 |
63.683 |
|
R1 |
63.858 |
63.858 |
63.641 |
63.763 |
PP |
63.667 |
63.667 |
63.667 |
63.619 |
S1 |
63.408 |
63.408 |
63.559 |
63.313 |
S2 |
63.217 |
63.217 |
63.518 |
|
S3 |
62.767 |
62.958 |
63.476 |
|
S4 |
62.317 |
62.508 |
63.353 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.767 |
69.633 |
64.948 |
|
R3 |
68.317 |
67.183 |
64.274 |
|
R2 |
65.867 |
65.867 |
64.049 |
|
R1 |
64.733 |
64.733 |
63.825 |
65.300 |
PP |
63.417 |
63.417 |
63.417 |
63.700 |
S1 |
62.283 |
62.283 |
63.375 |
62.850 |
S2 |
60.967 |
60.967 |
63.151 |
|
S3 |
58.517 |
59.833 |
62.926 |
|
S4 |
56.067 |
57.383 |
62.253 |
|
|
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 |
3.9% |
1.335 |
2.1% |
61% |
False |
False |
60 |
10 |
64.550 |
59.500 |
5.050 |
7.9% |
1.290 |
2.0% |
81% |
False |
False |
36 |
20 |
64.550 |
59.500 |
5.050 |
7.9% |
0.973 |
1.5% |
81% |
False |
False |
20 |
40 |
64.550 |
53.100 |
11.450 |
18.0% |
0.805 |
1.3% |
92% |
False |
False |
12 |
60 |
67.125 |
53.100 |
14.025 |
22.1% |
0.585 |
0.9% |
75% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.838 |
2.618 |
65.103 |
1.618 |
64.653 |
1.000 |
64.375 |
0.618 |
64.203 |
HIGH |
63.925 |
0.618 |
63.753 |
0.500 |
63.700 |
0.382 |
63.647 |
LOW |
63.475 |
0.618 |
63.197 |
1.000 |
63.025 |
1.618 |
62.747 |
2.618 |
62.297 |
4.250 |
61.563 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
63.700 |
63.508 |
PP |
63.667 |
63.417 |
S1 |
63.633 |
63.325 |
|