NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
58.925 |
60.025 |
1.100 |
1.9% |
60.375 |
High |
60.625 |
61.250 |
0.625 |
1.0% |
60.375 |
Low |
58.075 |
59.600 |
1.525 |
2.6% |
57.125 |
Close |
60.075 |
60.950 |
0.875 |
1.5% |
59.700 |
Range |
2.550 |
1.650 |
-0.900 |
-35.3% |
3.250 |
ATR |
1.955 |
1.933 |
-0.022 |
-1.1% |
0.000 |
Volume |
20,597 |
26,039 |
5,442 |
26.4% |
18,503 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.550 |
64.900 |
61.858 |
|
R3 |
63.900 |
63.250 |
61.404 |
|
R2 |
62.250 |
62.250 |
61.253 |
|
R1 |
61.600 |
61.600 |
61.101 |
61.925 |
PP |
60.600 |
60.600 |
60.600 |
60.763 |
S1 |
59.950 |
59.950 |
60.799 |
60.275 |
S2 |
58.950 |
58.950 |
60.648 |
|
S3 |
57.300 |
58.300 |
60.496 |
|
S4 |
55.650 |
56.650 |
60.043 |
|
|
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 |
61.250 |
57.125 |
4.125 |
6.8% |
1.995 |
3.3% |
93% |
True |
False |
14,218 |
10 |
61.350 |
57.125 |
4.225 |
6.9% |
2.010 |
3.3% |
91% |
False |
False |
8,223 |
20 |
61.350 |
54.600 |
6.750 |
11.1% |
1.976 |
3.2% |
94% |
False |
False |
4,557 |
40 |
63.650 |
51.700 |
11.950 |
19.6% |
1.817 |
3.0% |
77% |
False |
False |
2,339 |
60 |
66.830 |
51.700 |
15.130 |
24.8% |
1.238 |
2.0% |
61% |
False |
False |
1,560 |
80 |
66.830 |
51.700 |
15.130 |
24.8% |
0.931 |
1.5% |
61% |
False |
False |
1,170 |
100 |
67.000 |
51.700 |
15.300 |
25.1% |
0.745 |
1.2% |
60% |
False |
False |
936 |
120 |
74.460 |
51.700 |
22.760 |
37.3% |
0.621 |
1.0% |
41% |
False |
False |
780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.263 |
2.618 |
65.570 |
1.618 |
63.920 |
1.000 |
62.900 |
0.618 |
62.270 |
HIGH |
61.250 |
0.618 |
60.620 |
0.500 |
60.425 |
0.382 |
60.230 |
LOW |
59.600 |
0.618 |
58.580 |
1.000 |
57.950 |
1.618 |
56.930 |
2.618 |
55.280 |
4.250 |
52.588 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.775 |
60.471 |
PP |
60.600 |
59.992 |
S1 |
60.425 |
59.513 |
|