NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 29-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
65.800 |
65.575 |
-0.225 |
-0.3% |
60.650 |
High |
66.550 |
67.675 |
1.125 |
1.7% |
63.800 |
Low |
65.225 |
65.225 |
0.000 |
0.0% |
60.650 |
Close |
65.680 |
67.280 |
1.600 |
2.4% |
63.520 |
Range |
1.325 |
2.450 |
1.125 |
84.9% |
3.150 |
ATR |
1.414 |
1.488 |
0.074 |
5.2% |
0.000 |
Volume |
924 |
1,165 |
241 |
26.1% |
1,423 |
|
Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.077 |
73.128 |
68.628 |
|
R3 |
71.627 |
70.678 |
67.954 |
|
R2 |
69.177 |
69.177 |
67.729 |
|
R1 |
68.228 |
68.228 |
67.505 |
68.703 |
PP |
66.727 |
66.727 |
66.727 |
66.964 |
S1 |
65.778 |
65.778 |
67.055 |
66.253 |
S2 |
64.277 |
64.277 |
66.831 |
|
S3 |
61.827 |
63.328 |
66.606 |
|
S4 |
59.377 |
60.878 |
65.933 |
|
|
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 |
67.675 |
62.575 |
5.100 |
7.6% |
1.825 |
2.7% |
92% |
True |
False |
713 |
10 |
67.675 |
60.250 |
7.425 |
11.0% |
1.548 |
2.3% |
95% |
True |
False |
460 |
20 |
67.675 |
60.250 |
7.425 |
11.0% |
1.310 |
1.9% |
95% |
True |
False |
265 |
40 |
67.675 |
59.500 |
8.175 |
12.2% |
1.130 |
1.7% |
95% |
True |
False |
140 |
60 |
67.675 |
53.100 |
14.575 |
21.7% |
0.966 |
1.4% |
97% |
True |
False |
94 |
80 |
67.675 |
53.100 |
14.575 |
21.7% |
0.761 |
1.1% |
97% |
True |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.088 |
2.618 |
74.089 |
1.618 |
71.639 |
1.000 |
70.125 |
0.618 |
69.189 |
HIGH |
67.675 |
0.618 |
66.739 |
0.500 |
66.450 |
0.382 |
66.161 |
LOW |
65.225 |
0.618 |
63.711 |
1.000 |
62.775 |
1.618 |
61.261 |
2.618 |
58.811 |
4.250 |
54.813 |
|
|
Fisher Pivots for day following 29-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
67.003 |
66.799 |
PP |
66.727 |
66.318 |
S1 |
66.450 |
65.838 |
|