NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 21-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.550 |
58.925 |
-0.625 |
-1.0% |
60.375 |
High |
59.850 |
60.625 |
0.775 |
1.3% |
60.375 |
Low |
57.775 |
58.075 |
0.300 |
0.5% |
57.125 |
Close |
58.900 |
60.075 |
1.175 |
2.0% |
59.700 |
Range |
2.075 |
2.550 |
0.475 |
22.9% |
3.250 |
ATR |
1.909 |
1.955 |
0.046 |
2.4% |
0.000 |
Volume |
14,711 |
20,597 |
5,886 |
40.0% |
18,503 |
|
Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.242 |
66.208 |
61.478 |
|
R3 |
64.692 |
63.658 |
60.776 |
|
R2 |
62.142 |
62.142 |
60.543 |
|
R1 |
61.108 |
61.108 |
60.309 |
61.625 |
PP |
59.592 |
59.592 |
59.592 |
59.850 |
S1 |
58.558 |
58.558 |
59.841 |
59.075 |
S2 |
57.042 |
57.042 |
59.608 |
|
S3 |
54.492 |
56.008 |
59.374 |
|
S4 |
51.942 |
53.458 |
58.673 |
|
|
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 |
60.625 |
57.125 |
3.500 |
5.8% |
2.010 |
3.3% |
84% |
True |
False |
9,819 |
10 |
61.350 |
57.125 |
4.225 |
7.0% |
2.093 |
3.5% |
70% |
False |
False |
5,733 |
20 |
61.350 |
54.425 |
6.925 |
11.5% |
1.983 |
3.3% |
82% |
False |
False |
3,283 |
40 |
64.275 |
51.700 |
12.575 |
20.9% |
1.776 |
3.0% |
67% |
False |
False |
1,689 |
60 |
66.830 |
51.700 |
15.130 |
25.2% |
1.210 |
2.0% |
55% |
False |
False |
1,126 |
80 |
66.830 |
51.700 |
15.130 |
25.2% |
0.910 |
1.5% |
55% |
False |
False |
844 |
100 |
67.000 |
51.700 |
15.300 |
25.5% |
0.728 |
1.2% |
55% |
False |
False |
675 |
120 |
74.460 |
51.700 |
22.760 |
37.9% |
0.607 |
1.0% |
37% |
False |
False |
563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.463 |
2.618 |
67.301 |
1.618 |
64.751 |
1.000 |
63.175 |
0.618 |
62.201 |
HIGH |
60.625 |
0.618 |
59.651 |
0.500 |
59.350 |
0.382 |
59.049 |
LOW |
58.075 |
0.618 |
56.499 |
1.000 |
55.525 |
1.618 |
53.949 |
2.618 |
51.399 |
4.250 |
47.238 |
|
|
Fisher Pivots for day following 21-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.833 |
59.783 |
PP |
59.592 |
59.492 |
S1 |
59.350 |
59.200 |
|