NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
63.500 |
63.750 |
0.250 |
0.4% |
60.650 |
High |
63.800 |
64.725 |
0.925 |
1.4% |
63.800 |
Low |
62.575 |
63.700 |
1.125 |
1.8% |
60.650 |
Close |
63.520 |
64.520 |
1.000 |
1.6% |
63.520 |
Range |
1.225 |
1.025 |
-0.200 |
-16.3% |
3.150 |
ATR |
1.248 |
1.244 |
-0.003 |
-0.2% |
0.000 |
Volume |
449 |
386 |
-63 |
-14.0% |
1,423 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.390 |
66.980 |
65.084 |
|
R3 |
66.365 |
65.955 |
64.802 |
|
R2 |
65.340 |
65.340 |
64.708 |
|
R1 |
64.930 |
64.930 |
64.614 |
65.135 |
PP |
64.315 |
64.315 |
64.315 |
64.418 |
S1 |
63.905 |
63.905 |
64.426 |
64.110 |
S2 |
63.290 |
63.290 |
64.332 |
|
S3 |
62.265 |
62.880 |
64.238 |
|
S4 |
61.240 |
61.855 |
63.956 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.107 |
70.963 |
65.253 |
|
R3 |
68.957 |
67.813 |
64.386 |
|
R2 |
65.807 |
65.807 |
64.098 |
|
R1 |
64.663 |
64.663 |
63.809 |
65.235 |
PP |
62.657 |
62.657 |
62.657 |
62.943 |
S1 |
61.513 |
61.513 |
63.231 |
62.085 |
S2 |
59.507 |
59.507 |
62.943 |
|
S3 |
56.357 |
58.363 |
62.654 |
|
S4 |
53.207 |
55.213 |
61.788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.725 |
60.650 |
4.075 |
6.3% |
1.155 |
1.8% |
95% |
True |
False |
340 |
10 |
64.725 |
60.250 |
4.475 |
6.9% |
1.160 |
1.8% |
95% |
True |
False |
219 |
20 |
64.725 |
60.250 |
4.475 |
6.9% |
1.246 |
1.9% |
95% |
True |
False |
135 |
40 |
64.725 |
58.550 |
6.175 |
9.6% |
0.969 |
1.5% |
97% |
True |
False |
71 |
60 |
64.725 |
53.100 |
11.625 |
18.0% |
0.885 |
1.4% |
98% |
True |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.081 |
2.618 |
67.408 |
1.618 |
66.383 |
1.000 |
65.750 |
0.618 |
65.358 |
HIGH |
64.725 |
0.618 |
64.333 |
0.500 |
64.213 |
0.382 |
64.092 |
LOW |
63.700 |
0.618 |
63.067 |
1.000 |
62.675 |
1.618 |
62.042 |
2.618 |
61.017 |
4.250 |
59.344 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
64.418 |
64.038 |
PP |
64.315 |
63.557 |
S1 |
64.213 |
63.075 |
|