NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 15-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
58.200 |
58.300 |
0.100 |
0.2% |
61.325 |
High |
58.450 |
58.650 |
0.200 |
0.3% |
62.300 |
Low |
57.300 |
57.375 |
0.075 |
0.1% |
59.550 |
Close |
58.250 |
57.550 |
-0.700 |
-1.2% |
60.000 |
Range |
1.150 |
1.275 |
0.125 |
10.9% |
2.750 |
ATR |
1.692 |
1.662 |
-0.030 |
-1.8% |
0.000 |
Volume |
19,511 |
20,677 |
1,166 |
6.0% |
97,056 |
|
Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.683 |
60.892 |
58.251 |
|
R3 |
60.408 |
59.617 |
57.901 |
|
R2 |
59.133 |
59.133 |
57.784 |
|
R1 |
58.342 |
58.342 |
57.667 |
58.100 |
PP |
57.858 |
57.858 |
57.858 |
57.738 |
S1 |
57.067 |
57.067 |
57.433 |
56.825 |
S2 |
56.583 |
56.583 |
57.316 |
|
S3 |
55.308 |
55.792 |
57.199 |
|
S4 |
54.033 |
54.517 |
56.849 |
|
|
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 |
61.825 |
57.300 |
4.525 |
7.9% |
1.565 |
2.7% |
6% |
False |
False |
18,362 |
10 |
62.400 |
57.300 |
5.100 |
8.9% |
1.450 |
2.5% |
5% |
False |
False |
19,767 |
20 |
62.500 |
57.125 |
5.375 |
9.3% |
1.644 |
2.9% |
8% |
False |
False |
20,991 |
40 |
62.500 |
52.000 |
10.500 |
18.2% |
1.831 |
3.2% |
53% |
False |
False |
11,047 |
60 |
65.400 |
51.700 |
13.700 |
23.8% |
1.620 |
2.8% |
43% |
False |
False |
7,372 |
80 |
66.830 |
51.700 |
15.130 |
26.3% |
1.215 |
2.1% |
39% |
False |
False |
5,529 |
100 |
66.830 |
51.700 |
15.130 |
26.3% |
0.974 |
1.7% |
39% |
False |
False |
4,423 |
120 |
67.000 |
51.700 |
15.300 |
26.6% |
0.811 |
1.4% |
38% |
False |
False |
3,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.069 |
2.618 |
61.988 |
1.618 |
60.713 |
1.000 |
59.925 |
0.618 |
59.438 |
HIGH |
58.650 |
0.618 |
58.163 |
0.500 |
58.013 |
0.382 |
57.862 |
LOW |
57.375 |
0.618 |
56.587 |
1.000 |
56.100 |
1.618 |
55.312 |
2.618 |
54.037 |
4.250 |
51.956 |
|
|
Fisher Pivots for day following 15-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
58.013 |
58.613 |
PP |
57.858 |
58.258 |
S1 |
57.704 |
57.904 |
|