NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.850 |
61.850 |
0.000 |
0.0% |
60.875 |
High |
62.500 |
62.400 |
-0.100 |
-0.2% |
62.500 |
Low |
60.800 |
61.175 |
0.375 |
0.6% |
59.825 |
Close |
61.925 |
61.640 |
-0.285 |
-0.5% |
61.640 |
Range |
1.700 |
1.225 |
-0.475 |
-27.9% |
2.675 |
ATR |
1.864 |
1.818 |
-0.046 |
-2.4% |
0.000 |
Volume |
28,514 |
27,245 |
-1,269 |
-4.5% |
148,085 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.413 |
64.752 |
62.314 |
|
R3 |
64.188 |
63.527 |
61.977 |
|
R2 |
62.963 |
62.963 |
61.865 |
|
R1 |
62.302 |
62.302 |
61.752 |
62.020 |
PP |
61.738 |
61.738 |
61.738 |
61.598 |
S1 |
61.077 |
61.077 |
61.528 |
60.795 |
S2 |
60.513 |
60.513 |
61.415 |
|
S3 |
59.288 |
59.852 |
61.303 |
|
S4 |
58.063 |
58.627 |
60.966 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.347 |
68.168 |
63.111 |
|
R3 |
66.672 |
65.493 |
62.376 |
|
R2 |
63.997 |
63.997 |
62.130 |
|
R1 |
62.818 |
62.818 |
61.885 |
63.408 |
PP |
61.322 |
61.322 |
61.322 |
61.616 |
S1 |
60.143 |
60.143 |
61.395 |
60.733 |
S2 |
58.647 |
58.647 |
61.150 |
|
S3 |
55.972 |
57.468 |
60.904 |
|
S4 |
53.297 |
54.793 |
60.169 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.500 |
59.825 |
2.675 |
4.3% |
1.675 |
2.7% |
68% |
False |
False |
29,617 |
10 |
62.500 |
57.775 |
4.725 |
7.7% |
1.773 |
2.9% |
82% |
False |
False |
24,548 |
20 |
62.500 |
57.125 |
5.375 |
8.7% |
1.854 |
3.0% |
84% |
False |
False |
13,241 |
40 |
62.500 |
51.700 |
10.800 |
17.5% |
1.931 |
3.1% |
92% |
False |
False |
6,797 |
60 |
65.790 |
51.700 |
14.090 |
22.9% |
1.398 |
2.3% |
71% |
False |
False |
4,532 |
80 |
66.830 |
51.700 |
15.130 |
24.5% |
1.049 |
1.7% |
66% |
False |
False |
3,399 |
100 |
66.830 |
51.700 |
15.130 |
24.5% |
0.841 |
1.4% |
66% |
False |
False |
2,719 |
120 |
70.830 |
51.700 |
19.130 |
31.0% |
0.701 |
1.1% |
52% |
False |
False |
2,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.606 |
2.618 |
65.607 |
1.618 |
64.382 |
1.000 |
63.625 |
0.618 |
63.157 |
HIGH |
62.400 |
0.618 |
61.932 |
0.500 |
61.788 |
0.382 |
61.643 |
LOW |
61.175 |
0.618 |
60.418 |
1.000 |
59.950 |
1.618 |
59.193 |
2.618 |
57.968 |
4.250 |
55.969 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.788 |
61.481 |
PP |
61.738 |
61.322 |
S1 |
61.689 |
61.163 |
|