NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
59.950 |
58.925 |
-1.025 |
-1.7% |
61.325 |
High |
60.000 |
59.925 |
-0.075 |
-0.1% |
62.300 |
Low |
58.600 |
57.775 |
-0.825 |
-1.4% |
59.550 |
Close |
58.975 |
58.200 |
-0.775 |
-1.3% |
60.000 |
Range |
1.400 |
2.150 |
0.750 |
53.6% |
2.750 |
ATR |
1.702 |
1.734 |
0.032 |
1.9% |
0.000 |
Volume |
16,103 |
17,083 |
980 |
6.1% |
97,056 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.083 |
63.792 |
59.383 |
|
R3 |
62.933 |
61.642 |
58.791 |
|
R2 |
60.783 |
60.783 |
58.594 |
|
R1 |
59.492 |
59.492 |
58.397 |
59.063 |
PP |
58.633 |
58.633 |
58.633 |
58.419 |
S1 |
57.342 |
57.342 |
58.003 |
56.913 |
S2 |
56.483 |
56.483 |
57.806 |
|
S3 |
54.333 |
55.192 |
57.609 |
|
S4 |
52.183 |
53.042 |
57.018 |
|
|
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 |
57.775 |
4.525 |
7.8% |
1.590 |
2.7% |
9% |
False |
True |
18,086 |
10 |
62.500 |
57.775 |
4.725 |
8.1% |
1.598 |
2.7% |
9% |
False |
True |
22,462 |
20 |
62.500 |
57.125 |
5.375 |
9.2% |
1.723 |
3.0% |
20% |
False |
False |
19,328 |
40 |
62.500 |
51.700 |
10.800 |
18.6% |
1.893 |
3.3% |
60% |
False |
False |
10,046 |
60 |
65.490 |
51.700 |
13.790 |
23.7% |
1.579 |
2.7% |
47% |
False |
False |
6,702 |
80 |
66.830 |
51.700 |
15.130 |
26.0% |
1.184 |
2.0% |
43% |
False |
False |
5,027 |
100 |
66.830 |
51.700 |
15.130 |
26.0% |
0.950 |
1.6% |
43% |
False |
False |
4,021 |
120 |
67.000 |
51.700 |
15.300 |
26.3% |
0.791 |
1.4% |
42% |
False |
False |
3,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.063 |
2.618 |
65.554 |
1.618 |
63.404 |
1.000 |
62.075 |
0.618 |
61.254 |
HIGH |
59.925 |
0.618 |
59.104 |
0.500 |
58.850 |
0.382 |
58.596 |
LOW |
57.775 |
0.618 |
56.446 |
1.000 |
55.625 |
1.618 |
54.296 |
2.618 |
52.146 |
4.250 |
48.638 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
58.850 |
59.800 |
PP |
58.633 |
59.267 |
S1 |
58.417 |
58.733 |
|