NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 14-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
58.925 |
58.200 |
-0.725 |
-1.2% |
61.325 |
High |
59.925 |
58.450 |
-1.475 |
-2.5% |
62.300 |
Low |
57.775 |
57.300 |
-0.475 |
-0.8% |
59.550 |
Close |
58.200 |
58.250 |
0.050 |
0.1% |
60.000 |
Range |
2.150 |
1.150 |
-1.000 |
-46.5% |
2.750 |
ATR |
1.734 |
1.692 |
-0.042 |
-2.4% |
0.000 |
Volume |
17,083 |
19,511 |
2,428 |
14.2% |
97,056 |
|
Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.450 |
61.000 |
58.883 |
|
R3 |
60.300 |
59.850 |
58.566 |
|
R2 |
59.150 |
59.150 |
58.461 |
|
R1 |
58.700 |
58.700 |
58.355 |
58.925 |
PP |
58.000 |
58.000 |
58.000 |
58.113 |
S1 |
57.550 |
57.550 |
58.145 |
57.775 |
S2 |
56.850 |
56.850 |
58.039 |
|
S3 |
55.700 |
56.400 |
57.934 |
|
S4 |
54.550 |
55.250 |
57.618 |
|
|
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 |
57.300 |
5.000 |
8.6% |
1.530 |
2.6% |
19% |
False |
True |
18,390 |
10 |
62.500 |
57.300 |
5.200 |
8.9% |
1.493 |
2.6% |
18% |
False |
True |
20,551 |
20 |
62.500 |
57.125 |
5.375 |
9.2% |
1.666 |
2.9% |
21% |
False |
False |
20,160 |
40 |
62.500 |
51.700 |
10.800 |
18.5% |
1.853 |
3.2% |
61% |
False |
False |
10,533 |
60 |
65.490 |
51.700 |
13.790 |
23.7% |
1.598 |
2.7% |
47% |
False |
False |
7,028 |
80 |
66.830 |
51.700 |
15.130 |
26.0% |
1.199 |
2.1% |
43% |
False |
False |
5,271 |
100 |
66.830 |
51.700 |
15.130 |
26.0% |
0.961 |
1.6% |
43% |
False |
False |
4,216 |
120 |
67.000 |
51.700 |
15.300 |
26.3% |
0.801 |
1.4% |
43% |
False |
False |
3,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.338 |
2.618 |
61.461 |
1.618 |
60.311 |
1.000 |
59.600 |
0.618 |
59.161 |
HIGH |
58.450 |
0.618 |
58.011 |
0.500 |
57.875 |
0.382 |
57.739 |
LOW |
57.300 |
0.618 |
56.589 |
1.000 |
56.150 |
1.618 |
55.439 |
2.618 |
54.289 |
4.250 |
52.413 |
|
|
Fisher Pivots for day following 14-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
58.125 |
58.650 |
PP |
58.000 |
58.517 |
S1 |
57.875 |
58.383 |
|