NYMEX miNY Light Sweet Crude Oil Future July 2007
Trading Metrics calculated at close of trading on 27-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
64.850 |
65.200 |
0.350 |
0.5% |
62.020 |
High |
65.675 |
66.950 |
1.275 |
1.9% |
64.650 |
Low |
64.850 |
65.200 |
0.350 |
0.5% |
61.900 |
Close |
65.560 |
65.790 |
0.230 |
0.4% |
64.380 |
Range |
0.825 |
1.750 |
0.925 |
112.1% |
2.750 |
ATR |
0.859 |
0.922 |
0.064 |
7.4% |
0.000 |
Volume |
11 |
33 |
22 |
200.0% |
339 |
|
Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.230 |
70.260 |
66.753 |
|
R3 |
69.480 |
68.510 |
66.271 |
|
R2 |
67.730 |
67.730 |
66.111 |
|
R1 |
66.760 |
66.760 |
65.950 |
67.245 |
PP |
65.980 |
65.980 |
65.980 |
66.223 |
S1 |
65.010 |
65.010 |
65.630 |
65.495 |
S2 |
64.230 |
64.230 |
65.469 |
|
S3 |
62.480 |
63.260 |
65.309 |
|
S4 |
60.730 |
61.510 |
64.828 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.893 |
70.887 |
65.893 |
|
R3 |
69.143 |
68.137 |
65.136 |
|
R2 |
66.393 |
66.393 |
64.884 |
|
R1 |
65.387 |
65.387 |
64.632 |
65.890 |
PP |
63.643 |
63.643 |
63.643 |
63.895 |
S1 |
62.637 |
62.637 |
64.128 |
63.140 |
S2 |
60.893 |
60.893 |
63.876 |
|
S3 |
58.143 |
59.887 |
63.624 |
|
S4 |
55.393 |
57.137 |
62.868 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.388 |
2.618 |
71.532 |
1.618 |
69.782 |
1.000 |
68.700 |
0.618 |
68.032 |
HIGH |
66.950 |
0.618 |
66.282 |
0.500 |
66.075 |
0.382 |
65.869 |
LOW |
65.200 |
0.618 |
64.119 |
1.000 |
63.450 |
1.618 |
62.369 |
2.618 |
60.619 |
4.250 |
57.763 |
|
|
Fisher Pivots for day following 27-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
66.075 |
65.660 |
PP |
65.980 |
65.530 |
S1 |
65.885 |
65.400 |
|