NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
61.750 |
61.700 |
-0.050 |
-0.1% |
61.325 |
High |
62.300 |
61.825 |
-0.475 |
-0.8% |
62.300 |
Low |
61.200 |
59.975 |
-1.225 |
-2.0% |
59.550 |
Close |
61.775 |
60.000 |
-1.775 |
-2.9% |
60.000 |
Range |
1.100 |
1.850 |
0.750 |
68.2% |
2.750 |
ATR |
1.715 |
1.725 |
0.010 |
0.6% |
0.000 |
Volume |
20,818 |
18,438 |
-2,380 |
-11.4% |
97,056 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.150 |
64.925 |
61.018 |
|
R3 |
64.300 |
63.075 |
60.509 |
|
R2 |
62.450 |
62.450 |
60.339 |
|
R1 |
61.225 |
61.225 |
60.170 |
60.913 |
PP |
60.600 |
60.600 |
60.600 |
60.444 |
S1 |
59.375 |
59.375 |
59.830 |
59.063 |
S2 |
58.750 |
58.750 |
59.661 |
|
S3 |
56.900 |
57.525 |
59.491 |
|
S4 |
55.050 |
55.675 |
58.983 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.867 |
67.183 |
61.513 |
|
R3 |
66.117 |
64.433 |
60.756 |
|
R2 |
63.367 |
63.367 |
60.504 |
|
R1 |
61.683 |
61.683 |
60.252 |
61.150 |
PP |
60.617 |
60.617 |
60.617 |
60.350 |
S1 |
58.933 |
58.933 |
59.748 |
58.400 |
S2 |
57.867 |
57.867 |
59.496 |
|
S3 |
55.117 |
56.183 |
59.244 |
|
S4 |
52.367 |
53.433 |
58.488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.300 |
59.550 |
2.750 |
4.6% |
1.460 |
2.4% |
16% |
False |
False |
19,411 |
10 |
62.500 |
59.550 |
2.950 |
4.9% |
1.568 |
2.6% |
15% |
False |
False |
24,514 |
20 |
62.500 |
57.125 |
5.375 |
9.0% |
1.721 |
2.9% |
53% |
False |
False |
17,822 |
40 |
62.500 |
51.700 |
10.800 |
18.0% |
1.911 |
3.2% |
77% |
False |
False |
9,218 |
60 |
65.490 |
51.700 |
13.790 |
23.0% |
1.520 |
2.5% |
60% |
False |
False |
6,149 |
80 |
66.830 |
51.700 |
15.130 |
25.2% |
1.140 |
1.9% |
55% |
False |
False |
4,612 |
100 |
66.830 |
51.700 |
15.130 |
25.2% |
0.914 |
1.5% |
55% |
False |
False |
3,690 |
120 |
68.200 |
51.700 |
16.500 |
27.5% |
0.762 |
1.3% |
50% |
False |
False |
3,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.688 |
2.618 |
66.668 |
1.618 |
64.818 |
1.000 |
63.675 |
0.618 |
62.968 |
HIGH |
61.825 |
0.618 |
61.118 |
0.500 |
60.900 |
0.382 |
60.682 |
LOW |
59.975 |
0.618 |
58.832 |
1.000 |
58.125 |
1.618 |
56.982 |
2.618 |
55.132 |
4.250 |
52.113 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
60.900 |
61.138 |
PP |
60.600 |
60.758 |
S1 |
60.300 |
60.379 |
|