NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
62.100 |
61.725 |
-0.375 |
-0.6% |
63.175 |
High |
62.900 |
61.900 |
-1.000 |
-1.6% |
64.725 |
Low |
61.500 |
61.325 |
-0.175 |
-0.3% |
61.750 |
Close |
61.520 |
61.740 |
0.220 |
0.4% |
62.820 |
Range |
1.400 |
0.575 |
-0.825 |
-58.9% |
2.975 |
ATR |
1.255 |
1.207 |
-0.049 |
-3.9% |
0.000 |
Volume |
46 |
74 |
28 |
60.9% |
236 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.380 |
63.135 |
62.056 |
|
R3 |
62.805 |
62.560 |
61.898 |
|
R2 |
62.230 |
62.230 |
61.845 |
|
R1 |
61.985 |
61.985 |
61.793 |
62.108 |
PP |
61.655 |
61.655 |
61.655 |
61.716 |
S1 |
61.410 |
61.410 |
61.687 |
61.533 |
S2 |
61.080 |
61.080 |
61.635 |
|
S3 |
60.505 |
60.835 |
61.582 |
|
S4 |
59.930 |
60.260 |
61.424 |
|
|
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 |
61.325 |
3.400 |
5.5% |
1.105 |
1.8% |
12% |
False |
True |
44 |
10 |
64.725 |
61.325 |
3.400 |
5.5% |
1.130 |
1.8% |
12% |
False |
True |
58 |
20 |
64.725 |
59.500 |
5.225 |
8.5% |
1.108 |
1.8% |
43% |
False |
False |
37 |
40 |
64.725 |
53.500 |
11.225 |
18.2% |
0.876 |
1.4% |
73% |
False |
False |
21 |
60 |
66.620 |
53.100 |
13.520 |
21.9% |
0.725 |
1.2% |
64% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.344 |
2.618 |
63.405 |
1.618 |
62.830 |
1.000 |
62.475 |
0.618 |
62.255 |
HIGH |
61.900 |
0.618 |
61.680 |
0.500 |
61.613 |
0.382 |
61.545 |
LOW |
61.325 |
0.618 |
60.970 |
1.000 |
60.750 |
1.618 |
60.395 |
2.618 |
59.820 |
4.250 |
58.881 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.698 |
62.113 |
PP |
61.655 |
61.988 |
S1 |
61.613 |
61.864 |
|