NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.600 |
58.750 |
-0.850 |
-1.4% |
60.000 |
High |
59.825 |
59.000 |
-0.825 |
-1.4% |
61.350 |
Low |
58.100 |
57.125 |
-0.975 |
-1.7% |
57.825 |
Close |
58.570 |
58.450 |
-0.120 |
-0.2% |
60.630 |
Range |
1.725 |
1.875 |
0.150 |
8.7% |
3.525 |
ATR |
1.904 |
1.902 |
-0.002 |
-0.1% |
0.000 |
Volume |
4,044 |
3,927 |
-117 |
-2.9% |
5,648 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.817 |
63.008 |
59.481 |
|
R3 |
61.942 |
61.133 |
58.966 |
|
R2 |
60.067 |
60.067 |
58.794 |
|
R1 |
59.258 |
59.258 |
58.622 |
58.725 |
PP |
58.192 |
58.192 |
58.192 |
57.925 |
S1 |
57.383 |
57.383 |
58.278 |
56.850 |
S2 |
56.317 |
56.317 |
58.106 |
|
S3 |
54.442 |
55.508 |
57.934 |
|
S4 |
52.567 |
53.633 |
57.419 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.510 |
69.095 |
62.569 |
|
R3 |
66.985 |
65.570 |
61.599 |
|
R2 |
63.460 |
63.460 |
61.276 |
|
R1 |
62.045 |
62.045 |
60.953 |
62.753 |
PP |
59.935 |
59.935 |
59.935 |
60.289 |
S1 |
58.520 |
58.520 |
60.307 |
59.228 |
S2 |
56.410 |
56.410 |
59.984 |
|
S3 |
52.885 |
54.995 |
59.661 |
|
S4 |
49.360 |
51.470 |
58.691 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.350 |
57.125 |
4.225 |
7.2% |
1.880 |
3.2% |
31% |
False |
True |
2,780 |
10 |
61.350 |
57.125 |
4.225 |
7.2% |
1.935 |
3.3% |
31% |
False |
True |
1,935 |
20 |
61.350 |
52.550 |
8.800 |
15.1% |
1.999 |
3.4% |
67% |
False |
False |
1,292 |
40 |
65.400 |
51.700 |
13.700 |
23.4% |
1.654 |
2.8% |
49% |
False |
False |
661 |
60 |
66.830 |
51.700 |
15.130 |
25.9% |
1.103 |
1.9% |
45% |
False |
False |
440 |
80 |
66.830 |
51.700 |
15.130 |
25.9% |
0.830 |
1.4% |
45% |
False |
False |
330 |
100 |
67.000 |
51.700 |
15.300 |
26.2% |
0.664 |
1.1% |
44% |
False |
False |
264 |
120 |
75.860 |
51.700 |
24.160 |
41.3% |
0.553 |
0.9% |
28% |
False |
False |
220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.969 |
2.618 |
63.909 |
1.618 |
62.034 |
1.000 |
60.875 |
0.618 |
60.159 |
HIGH |
59.000 |
0.618 |
58.284 |
0.500 |
58.063 |
0.382 |
57.841 |
LOW |
57.125 |
0.618 |
55.966 |
1.000 |
55.250 |
1.618 |
54.091 |
2.618 |
52.216 |
4.250 |
49.156 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
58.321 |
58.725 |
PP |
58.192 |
58.633 |
S1 |
58.063 |
58.542 |
|