NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.325 |
59.925 |
-1.400 |
-2.3% |
60.875 |
High |
61.325 |
60.800 |
-0.525 |
-0.9% |
62.500 |
Low |
59.550 |
59.675 |
0.125 |
0.2% |
59.825 |
Close |
59.900 |
60.725 |
0.825 |
1.4% |
61.640 |
Range |
1.775 |
1.125 |
-0.650 |
-36.6% |
2.675 |
ATR |
1.838 |
1.787 |
-0.051 |
-2.8% |
0.000 |
Volume |
17,293 |
22,516 |
5,223 |
30.2% |
148,085 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.775 |
63.375 |
61.344 |
|
R3 |
62.650 |
62.250 |
61.034 |
|
R2 |
61.525 |
61.525 |
60.931 |
|
R1 |
61.125 |
61.125 |
60.828 |
61.325 |
PP |
60.400 |
60.400 |
60.400 |
60.500 |
S1 |
60.000 |
60.000 |
60.622 |
60.200 |
S2 |
59.275 |
59.275 |
60.519 |
|
S3 |
58.150 |
58.875 |
60.416 |
|
S4 |
57.025 |
57.750 |
60.106 |
|
|
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% |
1.605 |
2.6% |
40% |
False |
False |
26,837 |
10 |
62.500 |
58.075 |
4.425 |
7.3% |
1.673 |
2.8% |
60% |
False |
False |
26,476 |
20 |
62.500 |
57.125 |
5.375 |
8.9% |
1.828 |
3.0% |
67% |
False |
False |
15,135 |
40 |
62.500 |
51.700 |
10.800 |
17.8% |
1.906 |
3.1% |
84% |
False |
False |
7,790 |
60 |
65.490 |
51.700 |
13.790 |
22.7% |
1.447 |
2.4% |
65% |
False |
False |
5,195 |
80 |
66.830 |
51.700 |
15.130 |
24.9% |
1.085 |
1.8% |
60% |
False |
False |
3,896 |
100 |
66.830 |
51.700 |
15.130 |
24.9% |
0.870 |
1.4% |
60% |
False |
False |
3,117 |
120 |
68.560 |
51.700 |
16.860 |
27.8% |
0.725 |
1.2% |
54% |
False |
False |
2,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.581 |
2.618 |
63.745 |
1.618 |
62.620 |
1.000 |
61.925 |
0.618 |
61.495 |
HIGH |
60.800 |
0.618 |
60.370 |
0.500 |
60.238 |
0.382 |
60.105 |
LOW |
59.675 |
0.618 |
58.980 |
1.000 |
58.550 |
1.618 |
57.855 |
2.618 |
56.730 |
4.250 |
54.894 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
60.563 |
60.975 |
PP |
60.400 |
60.892 |
S1 |
60.238 |
60.808 |
|