NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 07-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
62.000 |
63.100 |
1.100 |
1.8% |
63.500 |
High |
63.000 |
64.400 |
1.400 |
2.2% |
64.550 |
Low |
62.000 |
63.100 |
1.100 |
1.8% |
62.100 |
Close |
62.990 |
64.210 |
1.220 |
1.9% |
63.600 |
Range |
1.000 |
1.300 |
0.300 |
30.0% |
2.450 |
ATR |
1.223 |
1.236 |
0.013 |
1.1% |
0.000 |
Volume |
109 |
38 |
-71 |
-65.1% |
301 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.803 |
67.307 |
64.925 |
|
R3 |
66.503 |
66.007 |
64.568 |
|
R2 |
65.203 |
65.203 |
64.448 |
|
R1 |
64.707 |
64.707 |
64.329 |
64.955 |
PP |
63.903 |
63.903 |
63.903 |
64.028 |
S1 |
63.407 |
63.407 |
64.091 |
63.655 |
S2 |
62.603 |
62.603 |
63.972 |
|
S3 |
61.303 |
62.107 |
63.853 |
|
S4 |
60.003 |
60.807 |
63.495 |
|
|
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 |
4.4% |
1.155 |
1.8% |
88% |
False |
False |
72 |
10 |
64.550 |
61.400 |
3.150 |
4.9% |
1.300 |
2.0% |
89% |
False |
False |
49 |
20 |
64.550 |
59.500 |
5.050 |
7.9% |
1.100 |
1.7% |
93% |
False |
False |
28 |
40 |
64.550 |
53.100 |
11.450 |
17.8% |
0.872 |
1.4% |
97% |
False |
False |
16 |
60 |
66.620 |
53.100 |
13.520 |
21.1% |
0.635 |
1.0% |
82% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.925 |
2.618 |
67.803 |
1.618 |
66.503 |
1.000 |
65.700 |
0.618 |
65.203 |
HIGH |
64.400 |
0.618 |
63.903 |
0.500 |
63.750 |
0.382 |
63.597 |
LOW |
63.100 |
0.618 |
62.297 |
1.000 |
61.800 |
1.618 |
60.997 |
2.618 |
59.697 |
4.250 |
57.575 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
64.057 |
63.832 |
PP |
63.903 |
63.453 |
S1 |
63.750 |
63.075 |
|