NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 19-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
57.500 |
57.250 |
-0.250 |
-0.4% |
59.950 |
High |
58.300 |
57.575 |
-0.725 |
-1.2% |
60.000 |
Low |
56.175 |
56.250 |
0.075 |
0.1% |
56.175 |
Close |
57.125 |
57.050 |
-0.075 |
-0.1% |
57.125 |
Range |
2.125 |
1.325 |
-0.800 |
-37.6% |
3.825 |
ATR |
1.695 |
1.669 |
-0.026 |
-1.6% |
0.000 |
Volume |
12,123 |
13,211 |
1,088 |
9.0% |
85,497 |
|
Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.933 |
60.317 |
57.779 |
|
R3 |
59.608 |
58.992 |
57.414 |
|
R2 |
58.283 |
58.283 |
57.293 |
|
R1 |
57.667 |
57.667 |
57.171 |
57.313 |
PP |
56.958 |
56.958 |
56.958 |
56.781 |
S1 |
56.342 |
56.342 |
56.929 |
55.988 |
S2 |
55.633 |
55.633 |
56.807 |
|
S3 |
54.308 |
55.017 |
56.686 |
|
S4 |
52.983 |
53.692 |
56.321 |
|
|
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 |
59.925 |
56.175 |
3.750 |
6.6% |
1.605 |
2.8% |
23% |
False |
False |
16,521 |
10 |
62.300 |
56.175 |
6.125 |
10.7% |
1.495 |
2.6% |
14% |
False |
False |
17,847 |
20 |
62.500 |
56.175 |
6.325 |
11.1% |
1.631 |
2.9% |
14% |
False |
False |
21,771 |
40 |
62.500 |
53.100 |
9.400 |
16.5% |
1.816 |
3.2% |
42% |
False |
False |
11,673 |
60 |
65.400 |
51.700 |
13.700 |
24.0% |
1.666 |
2.9% |
39% |
False |
False |
7,795 |
80 |
66.830 |
51.700 |
15.130 |
26.5% |
1.258 |
2.2% |
35% |
False |
False |
5,846 |
100 |
66.830 |
51.700 |
15.130 |
26.5% |
1.008 |
1.8% |
35% |
False |
False |
4,677 |
120 |
67.000 |
51.700 |
15.300 |
26.8% |
0.840 |
1.5% |
35% |
False |
False |
3,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.206 |
2.618 |
61.044 |
1.618 |
59.719 |
1.000 |
58.900 |
0.618 |
58.394 |
HIGH |
57.575 |
0.618 |
57.069 |
0.500 |
56.913 |
0.382 |
56.756 |
LOW |
56.250 |
0.618 |
55.431 |
1.000 |
54.925 |
1.618 |
54.106 |
2.618 |
52.781 |
4.250 |
50.619 |
|
|
Fisher Pivots for day following 19-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
57.004 |
57.413 |
PP |
56.958 |
57.292 |
S1 |
56.913 |
57.171 |
|