NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
64.725 |
62.375 |
-2.350 |
-3.6% |
63.175 |
High |
64.725 |
62.575 |
-2.150 |
-3.3% |
64.725 |
Low |
62.775 |
61.650 |
-1.125 |
-1.8% |
61.750 |
Close |
62.820 |
61.950 |
-0.870 |
-1.4% |
62.820 |
Range |
1.950 |
0.925 |
-1.025 |
-52.6% |
2.975 |
ATR |
1.250 |
1.244 |
-0.006 |
-0.5% |
0.000 |
Volume |
23 |
29 |
6 |
26.1% |
236 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.833 |
64.317 |
62.459 |
|
R3 |
63.908 |
63.392 |
62.204 |
|
R2 |
62.983 |
62.983 |
62.120 |
|
R1 |
62.467 |
62.467 |
62.035 |
62.263 |
PP |
62.058 |
62.058 |
62.058 |
61.956 |
S1 |
61.542 |
61.542 |
61.865 |
61.338 |
S2 |
61.133 |
61.133 |
61.780 |
|
S3 |
60.208 |
60.617 |
61.696 |
|
S4 |
59.283 |
59.692 |
61.441 |
|
|
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 |
61.650 |
3.075 |
5.0% |
1.170 |
1.9% |
10% |
False |
True |
49 |
10 |
64.725 |
61.650 |
3.075 |
5.0% |
1.333 |
2.2% |
10% |
False |
True |
51 |
20 |
64.725 |
59.500 |
5.225 |
8.4% |
1.088 |
1.8% |
47% |
False |
False |
32 |
40 |
64.725 |
53.100 |
11.625 |
18.8% |
0.928 |
1.5% |
76% |
False |
False |
18 |
60 |
66.620 |
53.100 |
13.520 |
21.8% |
0.692 |
1.1% |
65% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.506 |
2.618 |
64.997 |
1.618 |
64.072 |
1.000 |
63.500 |
0.618 |
63.147 |
HIGH |
62.575 |
0.618 |
62.222 |
0.500 |
62.113 |
0.382 |
62.003 |
LOW |
61.650 |
0.618 |
61.078 |
1.000 |
60.725 |
1.618 |
60.153 |
2.618 |
59.228 |
4.250 |
57.719 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.113 |
63.188 |
PP |
62.058 |
62.775 |
S1 |
62.004 |
62.363 |
|