NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 28-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
61.400 |
60.175 |
-1.225 |
-2.0% |
59.550 |
High |
62.250 |
62.025 |
-0.225 |
-0.4% |
61.800 |
Low |
60.050 |
59.825 |
-0.225 |
-0.4% |
57.775 |
Close |
61.460 |
61.725 |
0.265 |
0.4% |
61.140 |
Range |
2.200 |
2.200 |
0.000 |
0.0% |
4.025 |
ATR |
1.852 |
1.877 |
0.025 |
1.3% |
0.000 |
Volume |
23,271 |
38,620 |
15,349 |
66.0% |
91,578 |
|
Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.792 |
66.958 |
62.935 |
|
R3 |
65.592 |
64.758 |
62.330 |
|
R2 |
63.392 |
63.392 |
62.128 |
|
R1 |
62.558 |
62.558 |
61.927 |
62.975 |
PP |
61.192 |
61.192 |
61.192 |
61.400 |
S1 |
60.358 |
60.358 |
61.523 |
60.775 |
S2 |
58.992 |
58.992 |
61.322 |
|
S3 |
56.792 |
58.158 |
61.120 |
|
S4 |
54.592 |
55.958 |
60.515 |
|
|
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 |
62.250 |
59.600 |
2.650 |
4.3% |
1.670 |
2.7% |
80% |
False |
False |
29,719 |
10 |
62.250 |
57.125 |
5.125 |
8.3% |
1.840 |
3.0% |
90% |
False |
False |
19,769 |
20 |
62.250 |
56.525 |
5.725 |
9.3% |
1.913 |
3.1% |
91% |
False |
False |
10,534 |
40 |
63.650 |
51.700 |
11.950 |
19.4% |
1.943 |
3.1% |
84% |
False |
False |
5,403 |
60 |
66.830 |
51.700 |
15.130 |
24.5% |
1.350 |
2.2% |
66% |
False |
False |
3,602 |
80 |
66.830 |
51.700 |
15.130 |
24.5% |
1.012 |
1.6% |
66% |
False |
False |
2,702 |
100 |
66.830 |
51.700 |
15.130 |
24.5% |
0.812 |
1.3% |
66% |
False |
False |
2,161 |
120 |
71.990 |
51.700 |
20.290 |
32.9% |
0.676 |
1.1% |
49% |
False |
False |
1,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.375 |
2.618 |
67.785 |
1.618 |
65.585 |
1.000 |
64.225 |
0.618 |
63.385 |
HIGH |
62.025 |
0.618 |
61.185 |
0.500 |
60.925 |
0.382 |
60.665 |
LOW |
59.825 |
0.618 |
58.465 |
1.000 |
57.625 |
1.618 |
56.265 |
2.618 |
54.065 |
4.250 |
50.475 |
|
|
Fisher Pivots for day following 28-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
61.458 |
61.496 |
PP |
61.192 |
61.267 |
S1 |
60.925 |
61.038 |
|