NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.025 |
60.750 |
0.725 |
1.2% |
59.550 |
High |
61.250 |
61.800 |
0.550 |
0.9% |
61.800 |
Low |
59.600 |
60.550 |
0.950 |
1.6% |
57.775 |
Close |
60.950 |
61.140 |
0.190 |
0.3% |
61.140 |
Range |
1.650 |
1.250 |
-0.400 |
-24.2% |
4.025 |
ATR |
1.933 |
1.885 |
-0.049 |
-2.5% |
0.000 |
Volume |
26,039 |
30,231 |
4,192 |
16.1% |
91,578 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.913 |
64.277 |
61.828 |
|
R3 |
63.663 |
63.027 |
61.484 |
|
R2 |
62.413 |
62.413 |
61.369 |
|
R1 |
61.777 |
61.777 |
61.255 |
62.095 |
PP |
61.163 |
61.163 |
61.163 |
61.323 |
S1 |
60.527 |
60.527 |
61.025 |
60.845 |
S2 |
59.913 |
59.913 |
60.911 |
|
S3 |
58.663 |
59.277 |
60.796 |
|
S4 |
57.413 |
58.027 |
60.453 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.313 |
70.752 |
63.354 |
|
R3 |
68.288 |
66.727 |
62.247 |
|
R2 |
64.263 |
64.263 |
61.878 |
|
R1 |
62.702 |
62.702 |
61.509 |
63.483 |
PP |
60.238 |
60.238 |
60.238 |
60.629 |
S1 |
58.677 |
58.677 |
60.771 |
59.458 |
S2 |
56.213 |
56.213 |
60.402 |
|
S3 |
52.188 |
54.652 |
60.033 |
|
S4 |
48.163 |
50.627 |
58.926 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.800 |
57.775 |
4.025 |
6.6% |
1.870 |
3.1% |
84% |
True |
False |
19,479 |
10 |
61.800 |
57.125 |
4.675 |
7.6% |
1.875 |
3.1% |
86% |
True |
False |
11,129 |
20 |
61.800 |
54.600 |
7.200 |
11.8% |
1.951 |
3.2% |
91% |
True |
False |
6,010 |
40 |
63.650 |
51.700 |
11.950 |
19.5% |
1.841 |
3.0% |
79% |
False |
False |
3,095 |
60 |
66.830 |
51.700 |
15.130 |
24.7% |
1.259 |
2.1% |
62% |
False |
False |
2,064 |
80 |
66.830 |
51.700 |
15.130 |
24.7% |
0.947 |
1.5% |
62% |
False |
False |
1,548 |
100 |
67.000 |
51.700 |
15.300 |
25.0% |
0.757 |
1.2% |
62% |
False |
False |
1,238 |
120 |
74.460 |
51.700 |
22.760 |
37.2% |
0.631 |
1.0% |
41% |
False |
False |
1,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.113 |
2.618 |
65.073 |
1.618 |
63.823 |
1.000 |
63.050 |
0.618 |
62.573 |
HIGH |
61.800 |
0.618 |
61.323 |
0.500 |
61.175 |
0.382 |
61.028 |
LOW |
60.550 |
0.618 |
59.778 |
1.000 |
59.300 |
1.618 |
58.528 |
2.618 |
57.278 |
4.250 |
55.238 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
61.175 |
60.739 |
PP |
61.163 |
60.338 |
S1 |
61.152 |
59.938 |
|