NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 07-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
59.925 |
60.800 |
0.875 |
1.5% |
60.875 |
High |
60.800 |
62.075 |
1.275 |
2.1% |
62.500 |
Low |
59.675 |
60.625 |
0.950 |
1.6% |
59.825 |
Close |
60.725 |
61.825 |
1.100 |
1.8% |
61.640 |
Range |
1.125 |
1.450 |
0.325 |
28.9% |
2.675 |
ATR |
1.787 |
1.763 |
-0.024 |
-1.3% |
0.000 |
Volume |
22,516 |
17,991 |
-4,525 |
-20.1% |
148,085 |
|
Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.858 |
65.292 |
62.623 |
|
R3 |
64.408 |
63.842 |
62.224 |
|
R2 |
62.958 |
62.958 |
62.091 |
|
R1 |
62.392 |
62.392 |
61.958 |
62.675 |
PP |
61.508 |
61.508 |
61.508 |
61.650 |
S1 |
60.942 |
60.942 |
61.692 |
61.225 |
S2 |
60.058 |
60.058 |
61.559 |
|
S3 |
58.608 |
59.492 |
61.426 |
|
S4 |
57.158 |
58.042 |
61.028 |
|
|
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 |
4.8% |
1.455 |
2.4% |
77% |
False |
False |
22,711 |
10 |
62.500 |
59.550 |
2.950 |
4.8% |
1.563 |
2.5% |
77% |
False |
False |
26,215 |
20 |
62.500 |
57.125 |
5.375 |
8.7% |
1.828 |
3.0% |
87% |
False |
False |
15,974 |
40 |
62.500 |
51.700 |
10.800 |
17.5% |
1.928 |
3.1% |
94% |
False |
False |
8,239 |
60 |
65.490 |
51.700 |
13.790 |
22.3% |
1.471 |
2.4% |
73% |
False |
False |
5,495 |
80 |
66.830 |
51.700 |
15.130 |
24.5% |
1.103 |
1.8% |
67% |
False |
False |
4,121 |
100 |
66.830 |
51.700 |
15.130 |
24.5% |
0.885 |
1.4% |
67% |
False |
False |
3,297 |
120 |
68.560 |
51.700 |
16.860 |
27.3% |
0.737 |
1.2% |
60% |
False |
False |
2,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.238 |
2.618 |
65.871 |
1.618 |
64.421 |
1.000 |
63.525 |
0.618 |
62.971 |
HIGH |
62.075 |
0.618 |
61.521 |
0.500 |
61.350 |
0.382 |
61.179 |
LOW |
60.625 |
0.618 |
59.729 |
1.000 |
59.175 |
1.618 |
58.279 |
2.618 |
56.829 |
4.250 |
54.463 |
|
|
Fisher Pivots for day following 07-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
61.667 |
61.488 |
PP |
61.508 |
61.150 |
S1 |
61.350 |
60.813 |
|