NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.725 |
61.950 |
0.225 |
0.4% |
63.175 |
High |
61.900 |
62.300 |
0.400 |
0.6% |
64.725 |
Low |
61.325 |
61.275 |
-0.050 |
-0.1% |
61.750 |
Close |
61.740 |
61.230 |
-0.510 |
-0.8% |
62.820 |
Range |
0.575 |
1.025 |
0.450 |
78.3% |
2.975 |
ATR |
1.207 |
1.194 |
-0.013 |
-1.1% |
0.000 |
Volume |
74 |
203 |
129 |
174.3% |
236 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.677 |
63.978 |
61.794 |
|
R3 |
63.652 |
62.953 |
61.512 |
|
R2 |
62.627 |
62.627 |
61.418 |
|
R1 |
61.928 |
61.928 |
61.324 |
61.765 |
PP |
61.602 |
61.602 |
61.602 |
61.520 |
S1 |
60.903 |
60.903 |
61.136 |
60.740 |
S2 |
60.577 |
60.577 |
61.042 |
|
S3 |
59.552 |
59.878 |
60.948 |
|
S4 |
58.527 |
58.853 |
60.666 |
|
|
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 |
61.275 |
3.450 |
5.6% |
1.175 |
1.9% |
-1% |
False |
True |
75 |
10 |
64.725 |
61.275 |
3.450 |
5.6% |
1.073 |
1.8% |
-1% |
False |
True |
71 |
20 |
64.725 |
59.500 |
5.225 |
8.5% |
1.159 |
1.9% |
33% |
False |
False |
47 |
40 |
64.725 |
54.500 |
10.225 |
16.7% |
0.884 |
1.4% |
66% |
False |
False |
26 |
60 |
66.620 |
53.100 |
13.520 |
22.1% |
0.742 |
1.2% |
60% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.656 |
2.618 |
64.983 |
1.618 |
63.958 |
1.000 |
63.325 |
0.618 |
62.933 |
HIGH |
62.300 |
0.618 |
61.908 |
0.500 |
61.788 |
0.382 |
61.667 |
LOW |
61.275 |
0.618 |
60.642 |
1.000 |
60.250 |
1.618 |
59.617 |
2.618 |
58.592 |
4.250 |
56.919 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.788 |
62.088 |
PP |
61.602 |
61.802 |
S1 |
61.416 |
61.516 |
|