NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
59.250 |
60.375 |
1.125 |
1.9% |
60.200 |
| High |
61.075 |
60.425 |
-0.650 |
-1.1% |
61.975 |
| Low |
59.150 |
58.850 |
-0.300 |
-0.5% |
58.925 |
| Close |
60.610 |
59.250 |
-1.360 |
-2.2% |
61.330 |
| Range |
1.925 |
1.575 |
-0.350 |
-18.2% |
3.050 |
| ATR |
1.532 |
1.548 |
0.016 |
1.1% |
0.000 |
| Volume |
85 |
71 |
-14 |
-16.5% |
184 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.233 |
63.317 |
60.116 |
|
| R3 |
62.658 |
61.742 |
59.683 |
|
| R2 |
61.083 |
61.083 |
59.539 |
|
| R1 |
60.167 |
60.167 |
59.394 |
59.838 |
| PP |
59.508 |
59.508 |
59.508 |
59.344 |
| S1 |
58.592 |
58.592 |
59.106 |
58.263 |
| S2 |
57.933 |
57.933 |
58.961 |
|
| S3 |
56.358 |
57.017 |
58.817 |
|
| S4 |
54.783 |
55.442 |
58.384 |
|
|
| 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 |
58.850 |
3.125 |
5.3% |
1.835 |
3.1% |
13% |
False |
True |
67 |
| 10 |
61.975 |
58.850 |
3.125 |
5.3% |
1.595 |
2.7% |
13% |
False |
True |
43 |
| 20 |
61.975 |
53.400 |
8.575 |
14.5% |
1.543 |
2.6% |
68% |
False |
False |
30 |
| 40 |
66.120 |
53.000 |
13.120 |
22.1% |
0.835 |
1.4% |
48% |
False |
False |
15 |
| 60 |
67.460 |
53.000 |
14.460 |
24.4% |
0.557 |
0.9% |
43% |
False |
False |
10 |
| 80 |
67.460 |
53.000 |
14.460 |
24.4% |
0.418 |
0.7% |
43% |
False |
False |
7 |
| 100 |
67.460 |
53.000 |
14.460 |
24.4% |
0.334 |
0.6% |
43% |
False |
False |
6 |
| 120 |
76.620 |
53.000 |
23.620 |
39.9% |
0.278 |
0.5% |
26% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.119 |
|
2.618 |
64.548 |
|
1.618 |
62.973 |
|
1.000 |
62.000 |
|
0.618 |
61.398 |
|
HIGH |
60.425 |
|
0.618 |
59.823 |
|
0.500 |
59.638 |
|
0.382 |
59.452 |
|
LOW |
58.850 |
|
0.618 |
57.877 |
|
1.000 |
57.275 |
|
1.618 |
56.302 |
|
2.618 |
54.727 |
|
4.250 |
52.156 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
59.638 |
60.038 |
| PP |
59.508 |
59.775 |
| S1 |
59.379 |
59.513 |
|