NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
63.925 |
63.175 |
-0.750 |
-1.2% |
63.500 |
High |
63.925 |
63.175 |
-0.750 |
-1.2% |
64.550 |
Low |
63.475 |
61.750 |
-1.725 |
-2.7% |
62.100 |
Close |
63.600 |
62.180 |
-1.420 |
-2.2% |
63.600 |
Range |
0.450 |
1.425 |
0.975 |
216.7% |
2.450 |
ATR |
1.193 |
1.240 |
0.047 |
3.9% |
0.000 |
Volume |
125 |
18 |
-107 |
-85.6% |
301 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.643 |
65.837 |
62.964 |
|
R3 |
65.218 |
64.412 |
62.572 |
|
R2 |
63.793 |
63.793 |
62.441 |
|
R1 |
62.987 |
62.987 |
62.311 |
62.678 |
PP |
62.368 |
62.368 |
62.368 |
62.214 |
S1 |
61.562 |
61.562 |
62.049 |
61.253 |
S2 |
60.943 |
60.943 |
61.919 |
|
S3 |
59.518 |
60.137 |
61.788 |
|
S4 |
58.093 |
58.712 |
61.396 |
|
|
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 |
61.750 |
2.800 |
4.5% |
1.495 |
2.4% |
15% |
False |
True |
53 |
10 |
64.550 |
59.500 |
5.050 |
8.1% |
1.428 |
2.3% |
53% |
False |
False |
38 |
20 |
64.550 |
59.500 |
5.050 |
8.1% |
1.044 |
1.7% |
53% |
False |
False |
21 |
40 |
64.550 |
53.100 |
11.450 |
18.4% |
0.833 |
1.3% |
79% |
False |
False |
12 |
60 |
66.620 |
53.100 |
13.520 |
21.7% |
0.598 |
1.0% |
67% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.231 |
2.618 |
66.906 |
1.618 |
65.481 |
1.000 |
64.600 |
0.618 |
64.056 |
HIGH |
63.175 |
0.618 |
62.631 |
0.500 |
62.463 |
0.382 |
62.294 |
LOW |
61.750 |
0.618 |
60.869 |
1.000 |
60.325 |
1.618 |
59.444 |
2.618 |
58.019 |
4.250 |
55.694 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.463 |
63.150 |
PP |
62.368 |
62.827 |
S1 |
62.274 |
62.503 |
|