NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 05-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.850 |
61.325 |
-0.525 |
-0.8% |
60.875 |
High |
62.400 |
61.325 |
-1.075 |
-1.7% |
62.500 |
Low |
61.175 |
59.550 |
-1.625 |
-2.7% |
59.825 |
Close |
61.640 |
59.900 |
-1.740 |
-2.8% |
61.640 |
Range |
1.225 |
1.775 |
0.550 |
44.9% |
2.675 |
ATR |
1.818 |
1.838 |
0.019 |
1.1% |
0.000 |
Volume |
27,245 |
17,293 |
-9,952 |
-36.5% |
148,085 |
|
Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.583 |
64.517 |
60.876 |
|
R3 |
63.808 |
62.742 |
60.388 |
|
R2 |
62.033 |
62.033 |
60.225 |
|
R1 |
60.967 |
60.967 |
60.063 |
60.613 |
PP |
60.258 |
60.258 |
60.258 |
60.081 |
S1 |
59.192 |
59.192 |
59.737 |
58.838 |
S2 |
58.483 |
58.483 |
59.575 |
|
S3 |
56.708 |
57.417 |
59.412 |
|
S4 |
54.933 |
55.642 |
58.924 |
|
|
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 |
59.550 |
2.950 |
4.9% |
1.820 |
3.0% |
12% |
False |
True |
26,988 |
10 |
62.500 |
57.775 |
4.725 |
7.9% |
1.768 |
3.0% |
45% |
False |
False |
25,695 |
20 |
62.500 |
57.125 |
5.375 |
9.0% |
1.845 |
3.1% |
52% |
False |
False |
14,055 |
40 |
62.500 |
51.700 |
10.800 |
18.0% |
1.908 |
3.2% |
76% |
False |
False |
7,228 |
60 |
65.490 |
51.700 |
13.790 |
23.0% |
1.428 |
2.4% |
59% |
False |
False |
4,820 |
80 |
66.830 |
51.700 |
15.130 |
25.3% |
1.071 |
1.8% |
54% |
False |
False |
3,615 |
100 |
66.830 |
51.700 |
15.130 |
25.3% |
0.859 |
1.4% |
54% |
False |
False |
2,892 |
120 |
69.990 |
51.700 |
18.290 |
30.5% |
0.716 |
1.2% |
45% |
False |
False |
2,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.869 |
2.618 |
65.972 |
1.618 |
64.197 |
1.000 |
63.100 |
0.618 |
62.422 |
HIGH |
61.325 |
0.618 |
60.647 |
0.500 |
60.438 |
0.382 |
60.228 |
LOW |
59.550 |
0.618 |
58.453 |
1.000 |
57.775 |
1.618 |
56.678 |
2.618 |
54.903 |
4.250 |
52.006 |
|
|
Fisher Pivots for day following 05-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
60.438 |
61.025 |
PP |
60.258 |
60.650 |
S1 |
60.079 |
60.275 |
|