NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
58.750 |
58.550 |
-0.200 |
-0.3% |
60.375 |
High |
59.000 |
59.900 |
0.900 |
1.5% |
60.375 |
Low |
57.125 |
58.075 |
0.950 |
1.7% |
57.125 |
Close |
58.450 |
59.700 |
1.250 |
2.1% |
59.700 |
Range |
1.875 |
1.825 |
-0.050 |
-2.7% |
3.250 |
ATR |
1.902 |
1.897 |
-0.006 |
-0.3% |
0.000 |
Volume |
3,927 |
5,818 |
1,891 |
48.2% |
18,503 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.700 |
64.025 |
60.704 |
|
R3 |
62.875 |
62.200 |
60.202 |
|
R2 |
61.050 |
61.050 |
60.035 |
|
R1 |
60.375 |
60.375 |
59.867 |
60.713 |
PP |
59.225 |
59.225 |
59.225 |
59.394 |
S1 |
58.550 |
58.550 |
59.533 |
58.888 |
S2 |
57.400 |
57.400 |
59.365 |
|
S3 |
55.575 |
56.725 |
59.198 |
|
S4 |
53.750 |
54.900 |
58.696 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.817 |
67.508 |
61.488 |
|
R3 |
65.567 |
64.258 |
60.594 |
|
R2 |
62.317 |
62.317 |
60.296 |
|
R1 |
61.008 |
61.008 |
59.998 |
60.038 |
PP |
59.067 |
59.067 |
59.067 |
58.581 |
S1 |
57.758 |
57.758 |
59.402 |
56.788 |
S2 |
55.817 |
55.817 |
59.104 |
|
S3 |
52.567 |
54.508 |
58.806 |
|
S4 |
49.317 |
51.258 |
57.913 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.375 |
57.125 |
3.250 |
5.4% |
1.985 |
3.3% |
79% |
False |
False |
3,700 |
10 |
61.350 |
57.125 |
4.225 |
7.1% |
1.923 |
3.2% |
61% |
False |
False |
2,415 |
20 |
61.350 |
53.100 |
8.250 |
13.8% |
2.000 |
3.4% |
80% |
False |
False |
1,576 |
40 |
65.400 |
51.700 |
13.700 |
22.9% |
1.683 |
2.8% |
58% |
False |
False |
806 |
60 |
66.830 |
51.700 |
15.130 |
25.3% |
1.133 |
1.9% |
53% |
False |
False |
537 |
80 |
66.830 |
51.700 |
15.130 |
25.3% |
0.853 |
1.4% |
53% |
False |
False |
403 |
100 |
67.000 |
51.700 |
15.300 |
25.6% |
0.682 |
1.1% |
52% |
False |
False |
322 |
120 |
75.860 |
51.700 |
24.160 |
40.5% |
0.568 |
1.0% |
33% |
False |
False |
269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.656 |
2.618 |
64.678 |
1.618 |
62.853 |
1.000 |
61.725 |
0.618 |
61.028 |
HIGH |
59.900 |
0.618 |
59.203 |
0.500 |
58.988 |
0.382 |
58.772 |
LOW |
58.075 |
0.618 |
56.947 |
1.000 |
56.250 |
1.618 |
55.122 |
2.618 |
53.297 |
4.250 |
50.319 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.463 |
59.304 |
PP |
59.225 |
58.908 |
S1 |
58.988 |
58.513 |
|