NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.175 |
60.650 |
-0.525 |
-0.9% |
62.375 |
High |
62.225 |
61.500 |
-0.725 |
-1.2% |
62.900 |
Low |
60.250 |
60.650 |
0.400 |
0.7% |
60.250 |
Close |
60.940 |
61.050 |
0.110 |
0.2% |
60.940 |
Range |
1.975 |
0.850 |
-1.125 |
-57.0% |
2.650 |
ATR |
1.250 |
1.221 |
-0.029 |
-2.3% |
0.000 |
Volume |
58 |
109 |
51 |
87.9% |
410 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.617 |
63.183 |
61.518 |
|
R3 |
62.767 |
62.333 |
61.284 |
|
R2 |
61.917 |
61.917 |
61.206 |
|
R1 |
61.483 |
61.483 |
61.128 |
61.700 |
PP |
61.067 |
61.067 |
61.067 |
61.175 |
S1 |
60.633 |
60.633 |
60.972 |
60.850 |
S2 |
60.217 |
60.217 |
60.894 |
|
S3 |
59.367 |
59.783 |
60.816 |
|
S4 |
58.517 |
58.933 |
60.583 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.313 |
67.777 |
62.398 |
|
R3 |
66.663 |
65.127 |
61.669 |
|
R2 |
64.013 |
64.013 |
61.426 |
|
R1 |
62.477 |
62.477 |
61.183 |
61.920 |
PP |
61.363 |
61.363 |
61.363 |
61.085 |
S1 |
59.827 |
59.827 |
60.697 |
59.270 |
S2 |
58.713 |
58.713 |
60.454 |
|
S3 |
56.063 |
57.177 |
60.211 |
|
S4 |
53.413 |
54.527 |
59.483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.900 |
60.250 |
2.650 |
4.3% |
1.165 |
1.9% |
30% |
False |
False |
98 |
10 |
64.725 |
60.250 |
4.475 |
7.3% |
1.168 |
1.9% |
18% |
False |
False |
73 |
20 |
64.725 |
59.500 |
5.225 |
8.6% |
1.298 |
2.1% |
30% |
False |
False |
56 |
40 |
64.725 |
55.250 |
9.475 |
15.5% |
0.893 |
1.5% |
61% |
False |
False |
30 |
60 |
66.400 |
53.100 |
13.300 |
21.8% |
0.789 |
1.3% |
60% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.113 |
2.618 |
63.725 |
1.618 |
62.875 |
1.000 |
62.350 |
0.618 |
62.025 |
HIGH |
61.500 |
0.618 |
61.175 |
0.500 |
61.075 |
0.382 |
60.975 |
LOW |
60.650 |
0.618 |
60.125 |
1.000 |
59.800 |
1.618 |
59.275 |
2.618 |
58.425 |
4.250 |
57.038 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.075 |
61.275 |
PP |
61.067 |
61.200 |
S1 |
61.058 |
61.125 |
|