NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
62.375 |
62.100 |
-0.275 |
-0.4% |
63.175 |
High |
62.575 |
62.900 |
0.325 |
0.5% |
64.725 |
Low |
61.650 |
61.500 |
-0.150 |
-0.2% |
61.750 |
Close |
61.950 |
61.520 |
-0.430 |
-0.7% |
62.820 |
Range |
0.925 |
1.400 |
0.475 |
51.4% |
2.975 |
ATR |
1.244 |
1.255 |
0.011 |
0.9% |
0.000 |
Volume |
29 |
46 |
17 |
58.6% |
236 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.173 |
65.247 |
62.290 |
|
R3 |
64.773 |
63.847 |
61.905 |
|
R2 |
63.373 |
63.373 |
61.777 |
|
R1 |
62.447 |
62.447 |
61.648 |
62.210 |
PP |
61.973 |
61.973 |
61.973 |
61.855 |
S1 |
61.047 |
61.047 |
61.392 |
60.810 |
S2 |
60.573 |
60.573 |
61.263 |
|
S3 |
59.173 |
59.647 |
61.135 |
|
S4 |
57.773 |
58.247 |
60.750 |
|
|
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 |
61.500 |
3.225 |
5.2% |
1.250 |
2.0% |
1% |
False |
True |
36 |
10 |
64.725 |
61.500 |
3.225 |
5.2% |
1.273 |
2.1% |
1% |
False |
True |
53 |
20 |
64.725 |
59.500 |
5.225 |
8.5% |
1.079 |
1.8% |
39% |
False |
False |
34 |
40 |
64.725 |
53.100 |
11.625 |
18.9% |
0.896 |
1.5% |
72% |
False |
False |
19 |
60 |
66.620 |
53.100 |
13.520 |
22.0% |
0.715 |
1.2% |
62% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.850 |
2.618 |
66.565 |
1.618 |
65.165 |
1.000 |
64.300 |
0.618 |
63.765 |
HIGH |
62.900 |
0.618 |
62.365 |
0.500 |
62.200 |
0.382 |
62.035 |
LOW |
61.500 |
0.618 |
60.635 |
1.000 |
60.100 |
1.618 |
59.235 |
2.618 |
57.835 |
4.250 |
55.550 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.200 |
63.113 |
PP |
61.973 |
62.582 |
S1 |
61.747 |
62.051 |
|