NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 16-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
58.300 |
57.500 |
-0.800 |
-1.4% |
59.950 |
High |
58.650 |
58.300 |
-0.350 |
-0.6% |
60.000 |
Low |
57.375 |
56.175 |
-1.200 |
-2.1% |
56.175 |
Close |
57.550 |
57.125 |
-0.425 |
-0.7% |
57.125 |
Range |
1.275 |
2.125 |
0.850 |
66.7% |
3.825 |
ATR |
1.662 |
1.695 |
0.033 |
2.0% |
0.000 |
Volume |
20,677 |
12,123 |
-8,554 |
-41.4% |
85,497 |
|
Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.575 |
62.475 |
58.294 |
|
R3 |
61.450 |
60.350 |
57.709 |
|
R2 |
59.325 |
59.325 |
57.515 |
|
R1 |
58.225 |
58.225 |
57.320 |
57.713 |
PP |
57.200 |
57.200 |
57.200 |
56.944 |
S1 |
56.100 |
56.100 |
56.930 |
55.588 |
S2 |
55.075 |
55.075 |
56.735 |
|
S3 |
52.950 |
53.975 |
56.541 |
|
S4 |
50.825 |
51.850 |
55.956 |
|
|
Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.242 |
67.008 |
59.229 |
|
R3 |
65.417 |
63.183 |
58.177 |
|
R2 |
61.592 |
61.592 |
57.826 |
|
R1 |
59.358 |
59.358 |
57.476 |
58.563 |
PP |
57.767 |
57.767 |
57.767 |
57.369 |
S1 |
55.533 |
55.533 |
56.774 |
54.738 |
S2 |
53.942 |
53.942 |
56.424 |
|
S3 |
50.117 |
51.708 |
56.073 |
|
S4 |
46.292 |
47.883 |
55.021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.000 |
56.175 |
3.825 |
6.7% |
1.620 |
2.8% |
25% |
False |
True |
17,099 |
10 |
62.300 |
56.175 |
6.125 |
10.7% |
1.540 |
2.7% |
16% |
False |
True |
18,255 |
20 |
62.500 |
56.175 |
6.325 |
11.1% |
1.656 |
2.9% |
15% |
False |
True |
21,401 |
40 |
62.500 |
52.550 |
9.950 |
17.4% |
1.828 |
3.2% |
46% |
False |
False |
11,346 |
60 |
65.400 |
51.700 |
13.700 |
24.0% |
1.655 |
2.9% |
40% |
False |
False |
7,574 |
80 |
66.830 |
51.700 |
15.130 |
26.5% |
1.241 |
2.2% |
36% |
False |
False |
5,681 |
100 |
66.830 |
51.700 |
15.130 |
26.5% |
0.995 |
1.7% |
36% |
False |
False |
4,544 |
120 |
67.000 |
51.700 |
15.300 |
26.8% |
0.829 |
1.5% |
35% |
False |
False |
3,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.331 |
2.618 |
63.863 |
1.618 |
61.738 |
1.000 |
60.425 |
0.618 |
59.613 |
HIGH |
58.300 |
0.618 |
57.488 |
0.500 |
57.238 |
0.382 |
56.987 |
LOW |
56.175 |
0.618 |
54.862 |
1.000 |
54.050 |
1.618 |
52.737 |
2.618 |
50.612 |
4.250 |
47.144 |
|
|
Fisher Pivots for day following 16-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
57.238 |
57.413 |
PP |
57.200 |
57.317 |
S1 |
57.163 |
57.221 |
|