NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 21-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.200 |
61.050 |
-0.150 |
-0.2% |
62.375 |
High |
61.500 |
61.550 |
0.050 |
0.1% |
62.900 |
Low |
60.650 |
60.775 |
0.125 |
0.2% |
60.250 |
Close |
60.630 |
61.110 |
0.480 |
0.8% |
60.940 |
Range |
0.850 |
0.775 |
-0.075 |
-8.8% |
2.650 |
ATR |
1.195 |
1.175 |
-0.020 |
-1.6% |
0.000 |
Volume |
144 |
390 |
246 |
170.8% |
410 |
|
Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.470 |
63.065 |
61.536 |
|
R3 |
62.695 |
62.290 |
61.323 |
|
R2 |
61.920 |
61.920 |
61.252 |
|
R1 |
61.515 |
61.515 |
61.181 |
61.718 |
PP |
61.145 |
61.145 |
61.145 |
61.246 |
S1 |
60.740 |
60.740 |
61.039 |
60.943 |
S2 |
60.370 |
60.370 |
60.968 |
|
S3 |
59.595 |
59.965 |
60.897 |
|
S4 |
58.820 |
59.190 |
60.684 |
|
|
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% |
1.095 |
1.8% |
42% |
False |
False |
180 |
10 |
64.725 |
60.250 |
4.475 |
7.3% |
1.100 |
1.8% |
19% |
False |
False |
112 |
20 |
64.725 |
60.250 |
4.475 |
7.3% |
1.200 |
2.0% |
19% |
False |
False |
81 |
40 |
64.725 |
56.575 |
8.150 |
13.3% |
0.874 |
1.4% |
56% |
False |
False |
42 |
60 |
64.725 |
53.100 |
11.625 |
19.0% |
0.816 |
1.3% |
69% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.844 |
2.618 |
63.579 |
1.618 |
62.804 |
1.000 |
62.325 |
0.618 |
62.029 |
HIGH |
61.550 |
0.618 |
61.254 |
0.500 |
61.163 |
0.382 |
61.071 |
LOW |
60.775 |
0.618 |
60.296 |
1.000 |
60.000 |
1.618 |
59.521 |
2.618 |
58.746 |
4.250 |
57.481 |
|
|
Fisher Pivots for day following 21-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.163 |
61.107 |
PP |
61.145 |
61.103 |
S1 |
61.128 |
61.100 |
|