NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 22-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.050 |
61.550 |
0.500 |
0.8% |
62.375 |
High |
61.550 |
63.325 |
1.775 |
2.9% |
62.900 |
Low |
60.775 |
61.425 |
0.650 |
1.1% |
60.250 |
Close |
61.110 |
63.020 |
1.910 |
3.1% |
60.940 |
Range |
0.775 |
1.900 |
1.125 |
145.2% |
2.650 |
ATR |
1.175 |
1.249 |
0.074 |
6.3% |
0.000 |
Volume |
390 |
331 |
-59 |
-15.1% |
410 |
|
Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.290 |
67.555 |
64.065 |
|
R3 |
66.390 |
65.655 |
63.543 |
|
R2 |
64.490 |
64.490 |
63.368 |
|
R1 |
63.755 |
63.755 |
63.194 |
64.123 |
PP |
62.590 |
62.590 |
62.590 |
62.774 |
S1 |
61.855 |
61.855 |
62.846 |
62.223 |
S2 |
60.690 |
60.690 |
62.672 |
|
S3 |
58.790 |
59.955 |
62.498 |
|
S4 |
56.890 |
58.055 |
61.975 |
|
|
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 |
63.325 |
60.250 |
3.075 |
4.9% |
1.270 |
2.0% |
90% |
True |
False |
206 |
10 |
64.725 |
60.250 |
4.475 |
7.1% |
1.223 |
1.9% |
62% |
False |
False |
140 |
20 |
64.725 |
60.250 |
4.475 |
7.1% |
1.221 |
1.9% |
62% |
False |
False |
97 |
40 |
64.725 |
56.575 |
8.150 |
12.9% |
0.913 |
1.4% |
79% |
False |
False |
51 |
60 |
64.725 |
53.100 |
11.625 |
18.4% |
0.848 |
1.3% |
85% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.400 |
2.618 |
68.299 |
1.618 |
66.399 |
1.000 |
65.225 |
0.618 |
64.499 |
HIGH |
63.325 |
0.618 |
62.599 |
0.500 |
62.375 |
0.382 |
62.151 |
LOW |
61.425 |
0.618 |
60.251 |
1.000 |
59.525 |
1.618 |
58.351 |
2.618 |
56.451 |
4.250 |
53.350 |
|
|
Fisher Pivots for day following 22-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.805 |
62.676 |
PP |
62.590 |
62.332 |
S1 |
62.375 |
61.988 |
|