NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 20-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
60.650 |
61.200 |
0.550 |
0.9% |
62.375 |
High |
61.500 |
61.500 |
0.000 |
0.0% |
62.900 |
Low |
60.650 |
60.650 |
0.000 |
0.0% |
60.250 |
Close |
61.050 |
60.630 |
-0.420 |
-0.7% |
60.940 |
Range |
0.850 |
0.850 |
0.000 |
0.0% |
2.650 |
ATR |
1.221 |
1.195 |
-0.027 |
-2.2% |
0.000 |
Volume |
109 |
144 |
35 |
32.1% |
410 |
|
Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.477 |
62.903 |
61.098 |
|
R3 |
62.627 |
62.053 |
60.864 |
|
R2 |
61.777 |
61.777 |
60.786 |
|
R1 |
61.203 |
61.203 |
60.708 |
61.065 |
PP |
60.927 |
60.927 |
60.927 |
60.858 |
S1 |
60.353 |
60.353 |
60.552 |
60.215 |
S2 |
60.077 |
60.077 |
60.474 |
|
S3 |
59.227 |
59.503 |
60.396 |
|
S4 |
58.377 |
58.653 |
60.163 |
|
|
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 |
62.300 |
60.250 |
2.050 |
3.4% |
1.055 |
1.7% |
19% |
False |
False |
117 |
10 |
64.725 |
60.250 |
4.475 |
7.4% |
1.153 |
1.9% |
8% |
False |
False |
77 |
20 |
64.725 |
59.925 |
4.800 |
7.9% |
1.265 |
2.1% |
15% |
False |
False |
62 |
40 |
64.725 |
56.300 |
8.425 |
13.9% |
0.868 |
1.4% |
51% |
False |
False |
33 |
60 |
65.670 |
53.100 |
12.570 |
20.7% |
0.803 |
1.3% |
60% |
False |
False |
23 |
|
|
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 20-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.075 |
61.238 |
PP |
60.927 |
61.035 |
S1 |
60.778 |
60.833 |
|