NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
62.175 |
63.150 |
0.975 |
1.6% |
62.525 |
| High |
63.475 |
63.725 |
0.250 |
0.4% |
63.650 |
| Low |
62.025 |
62.725 |
0.700 |
1.1% |
61.200 |
| Close |
63.250 |
63.300 |
0.050 |
0.1% |
62.770 |
| Range |
1.450 |
1.000 |
-0.450 |
-31.0% |
2.450 |
| ATR |
1.546 |
1.507 |
-0.039 |
-2.5% |
0.000 |
| Volume |
620 |
774 |
154 |
24.8% |
4,237 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.250 |
65.775 |
63.850 |
|
| R3 |
65.250 |
64.775 |
63.575 |
|
| R2 |
64.250 |
64.250 |
63.483 |
|
| R1 |
63.775 |
63.775 |
63.392 |
64.013 |
| PP |
63.250 |
63.250 |
63.250 |
63.369 |
| S1 |
62.775 |
62.775 |
63.208 |
63.013 |
| S2 |
62.250 |
62.250 |
63.117 |
|
| S3 |
61.250 |
61.775 |
63.025 |
|
| S4 |
60.250 |
60.775 |
62.750 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.890 |
68.780 |
64.118 |
|
| R3 |
67.440 |
66.330 |
63.444 |
|
| R2 |
64.990 |
64.990 |
63.219 |
|
| R1 |
63.880 |
63.880 |
62.995 |
64.435 |
| PP |
62.540 |
62.540 |
62.540 |
62.818 |
| S1 |
61.430 |
61.430 |
62.545 |
61.985 |
| S2 |
60.090 |
60.090 |
62.321 |
|
| S3 |
57.640 |
58.980 |
62.096 |
|
| S4 |
55.190 |
56.530 |
61.423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.725 |
60.800 |
2.925 |
4.6% |
1.245 |
2.0% |
85% |
True |
False |
763 |
| 10 |
63.725 |
60.800 |
2.925 |
4.6% |
1.398 |
2.2% |
85% |
True |
False |
858 |
| 20 |
63.725 |
57.850 |
5.875 |
9.3% |
1.551 |
2.5% |
93% |
True |
False |
509 |
| 40 |
63.725 |
53.000 |
10.725 |
16.9% |
1.436 |
2.3% |
96% |
True |
False |
263 |
| 60 |
66.120 |
53.000 |
13.120 |
20.7% |
0.957 |
1.5% |
79% |
False |
False |
175 |
| 80 |
67.460 |
53.000 |
14.460 |
22.8% |
0.718 |
1.1% |
71% |
False |
False |
131 |
| 100 |
67.460 |
53.000 |
14.460 |
22.8% |
0.574 |
0.9% |
71% |
False |
False |
105 |
| 120 |
68.640 |
53.000 |
15.640 |
24.7% |
0.479 |
0.8% |
66% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.975 |
|
2.618 |
66.343 |
|
1.618 |
65.343 |
|
1.000 |
64.725 |
|
0.618 |
64.343 |
|
HIGH |
63.725 |
|
0.618 |
63.343 |
|
0.500 |
63.225 |
|
0.382 |
63.107 |
|
LOW |
62.725 |
|
0.618 |
62.107 |
|
1.000 |
61.725 |
|
1.618 |
61.107 |
|
2.618 |
60.107 |
|
4.250 |
58.475 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.275 |
62.992 |
| PP |
63.250 |
62.683 |
| S1 |
63.225 |
62.375 |
|