NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 08-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
63.100 |
64.000 |
0.900 |
1.4% |
63.500 |
High |
64.400 |
64.500 |
0.100 |
0.2% |
64.550 |
Low |
63.100 |
63.825 |
0.725 |
1.1% |
62.100 |
Close |
64.210 |
64.210 |
0.000 |
0.0% |
63.600 |
Range |
1.300 |
0.675 |
-0.625 |
-48.1% |
2.450 |
ATR |
1.236 |
1.196 |
-0.040 |
-3.2% |
0.000 |
Volume |
38 |
48 |
10 |
26.3% |
301 |
|
Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.203 |
65.882 |
64.581 |
|
R3 |
65.528 |
65.207 |
64.396 |
|
R2 |
64.853 |
64.853 |
64.334 |
|
R1 |
64.532 |
64.532 |
64.272 |
64.693 |
PP |
64.178 |
64.178 |
64.178 |
64.259 |
S1 |
63.857 |
63.857 |
64.148 |
64.018 |
S2 |
63.503 |
63.503 |
64.086 |
|
S3 |
62.828 |
63.182 |
64.024 |
|
S4 |
62.153 |
62.507 |
63.839 |
|
|
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 |
64.500 |
61.750 |
2.750 |
4.3% |
0.970 |
1.5% |
89% |
True |
False |
67 |
10 |
64.550 |
61.750 |
2.800 |
4.4% |
1.220 |
1.9% |
88% |
False |
False |
53 |
20 |
64.550 |
59.500 |
5.050 |
7.9% |
1.084 |
1.7% |
93% |
False |
False |
30 |
40 |
64.550 |
53.100 |
11.450 |
17.8% |
0.889 |
1.4% |
97% |
False |
False |
17 |
60 |
66.620 |
53.100 |
13.520 |
21.1% |
0.645 |
1.0% |
82% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.369 |
2.618 |
66.267 |
1.618 |
65.592 |
1.000 |
65.175 |
0.618 |
64.917 |
HIGH |
64.500 |
0.618 |
64.242 |
0.500 |
64.163 |
0.382 |
64.083 |
LOW |
63.825 |
0.618 |
63.408 |
1.000 |
63.150 |
1.618 |
62.733 |
2.618 |
62.058 |
4.250 |
60.956 |
|
|
Fisher Pivots for day following 08-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
64.194 |
63.890 |
PP |
64.178 |
63.570 |
S1 |
64.163 |
63.250 |
|