NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
61.225 |
59.250 |
-1.975 |
-3.2% |
60.200 |
| High |
61.225 |
61.075 |
-0.150 |
-0.2% |
61.975 |
| Low |
58.975 |
59.150 |
0.175 |
0.3% |
58.925 |
| Close |
59.370 |
60.610 |
1.240 |
2.1% |
61.330 |
| Range |
2.250 |
1.925 |
-0.325 |
-14.4% |
3.050 |
| ATR |
1.501 |
1.532 |
0.030 |
2.0% |
0.000 |
| Volume |
73 |
85 |
12 |
16.4% |
184 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.053 |
65.257 |
61.669 |
|
| R3 |
64.128 |
63.332 |
61.139 |
|
| R2 |
62.203 |
62.203 |
60.963 |
|
| R1 |
61.407 |
61.407 |
60.786 |
61.805 |
| PP |
60.278 |
60.278 |
60.278 |
60.478 |
| S1 |
59.482 |
59.482 |
60.434 |
59.880 |
| S2 |
58.353 |
58.353 |
60.257 |
|
| S3 |
56.428 |
57.557 |
60.081 |
|
| S4 |
54.503 |
55.632 |
59.551 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.893 |
68.662 |
63.008 |
|
| R3 |
66.843 |
65.612 |
62.169 |
|
| R2 |
63.793 |
63.793 |
61.889 |
|
| R1 |
62.562 |
62.562 |
61.610 |
63.178 |
| PP |
60.743 |
60.743 |
60.743 |
61.051 |
| S1 |
59.512 |
59.512 |
61.050 |
60.128 |
| S2 |
57.693 |
57.693 |
60.771 |
|
| S3 |
54.643 |
56.462 |
60.491 |
|
| S4 |
51.593 |
53.412 |
59.653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.975 |
58.925 |
3.050 |
5.0% |
1.895 |
3.1% |
55% |
False |
False |
60 |
| 10 |
61.975 |
57.650 |
4.325 |
7.1% |
1.620 |
2.7% |
68% |
False |
False |
37 |
| 20 |
61.975 |
53.400 |
8.575 |
14.1% |
1.464 |
2.4% |
84% |
False |
False |
27 |
| 40 |
66.120 |
53.000 |
13.120 |
21.6% |
0.796 |
1.3% |
58% |
False |
False |
13 |
| 60 |
67.460 |
53.000 |
14.460 |
23.9% |
0.530 |
0.9% |
53% |
False |
False |
9 |
| 80 |
67.460 |
53.000 |
14.460 |
23.9% |
0.398 |
0.7% |
53% |
False |
False |
6 |
| 100 |
67.460 |
53.000 |
14.460 |
23.9% |
0.318 |
0.5% |
53% |
False |
False |
5 |
| 120 |
76.750 |
53.000 |
23.750 |
39.2% |
0.265 |
0.4% |
32% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.256 |
|
2.618 |
66.115 |
|
1.618 |
64.190 |
|
1.000 |
63.000 |
|
0.618 |
62.265 |
|
HIGH |
61.075 |
|
0.618 |
60.340 |
|
0.500 |
60.113 |
|
0.382 |
59.885 |
|
LOW |
59.150 |
|
0.618 |
57.960 |
|
1.000 |
57.225 |
|
1.618 |
56.035 |
|
2.618 |
54.110 |
|
4.250 |
50.969 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
60.444 |
60.565 |
| PP |
60.278 |
60.520 |
| S1 |
60.113 |
60.475 |
|