NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
64.000 |
64.725 |
0.725 |
1.1% |
63.175 |
High |
64.500 |
64.725 |
0.225 |
0.3% |
64.725 |
Low |
63.825 |
62.775 |
-1.050 |
-1.6% |
61.750 |
Close |
64.210 |
62.820 |
-1.390 |
-2.2% |
62.820 |
Range |
0.675 |
1.950 |
1.275 |
188.9% |
2.975 |
ATR |
1.196 |
1.250 |
0.054 |
4.5% |
0.000 |
Volume |
48 |
23 |
-25 |
-52.1% |
236 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.290 |
68.005 |
63.893 |
|
R3 |
67.340 |
66.055 |
63.356 |
|
R2 |
65.390 |
65.390 |
63.178 |
|
R1 |
64.105 |
64.105 |
62.999 |
63.773 |
PP |
63.440 |
63.440 |
63.440 |
63.274 |
S1 |
62.155 |
62.155 |
62.641 |
61.823 |
S2 |
61.490 |
61.490 |
62.463 |
|
S3 |
59.540 |
60.205 |
62.284 |
|
S4 |
57.590 |
58.255 |
61.748 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.023 |
70.397 |
64.456 |
|
R3 |
69.048 |
67.422 |
63.638 |
|
R2 |
66.073 |
66.073 |
63.365 |
|
R1 |
64.447 |
64.447 |
63.093 |
63.773 |
PP |
63.098 |
63.098 |
63.098 |
62.761 |
S1 |
61.472 |
61.472 |
62.547 |
60.798 |
S2 |
60.123 |
60.123 |
62.275 |
|
S3 |
57.148 |
58.497 |
62.002 |
|
S4 |
54.173 |
55.522 |
61.184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.725 |
61.750 |
2.975 |
4.7% |
1.270 |
2.0% |
36% |
True |
False |
47 |
10 |
64.725 |
61.750 |
2.975 |
4.7% |
1.303 |
2.1% |
36% |
True |
False |
53 |
20 |
64.725 |
59.500 |
5.225 |
8.3% |
1.124 |
1.8% |
64% |
True |
False |
31 |
40 |
64.725 |
53.100 |
11.625 |
18.5% |
0.904 |
1.4% |
84% |
True |
False |
18 |
60 |
66.620 |
53.100 |
13.520 |
21.5% |
0.677 |
1.1% |
72% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.013 |
2.618 |
69.830 |
1.618 |
67.880 |
1.000 |
66.675 |
0.618 |
65.930 |
HIGH |
64.725 |
0.618 |
63.980 |
0.500 |
63.750 |
0.382 |
63.520 |
LOW |
62.775 |
0.618 |
61.570 |
1.000 |
60.825 |
1.618 |
59.620 |
2.618 |
57.670 |
4.250 |
54.488 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
63.750 |
63.750 |
PP |
63.440 |
63.440 |
S1 |
63.130 |
63.130 |
|