NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
63.000 |
63.500 |
0.500 |
0.8% |
61.000 |
| High |
63.950 |
63.725 |
-0.225 |
-0.4% |
63.950 |
| Low |
62.825 |
63.100 |
0.275 |
0.4% |
59.500 |
| Close |
63.320 |
63.450 |
0.130 |
0.2% |
63.320 |
| Range |
1.125 |
0.625 |
-0.500 |
-44.4% |
4.450 |
| ATR |
1.122 |
1.086 |
-0.035 |
-3.2% |
0.000 |
| Volume |
23 |
53 |
30 |
130.4% |
66 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.300 |
65.000 |
63.794 |
|
| R3 |
64.675 |
64.375 |
63.622 |
|
| R2 |
64.050 |
64.050 |
63.565 |
|
| R1 |
63.750 |
63.750 |
63.507 |
63.588 |
| PP |
63.425 |
63.425 |
63.425 |
63.344 |
| S1 |
63.125 |
63.125 |
63.393 |
62.963 |
| S2 |
62.800 |
62.800 |
63.335 |
|
| S3 |
62.175 |
62.500 |
63.278 |
|
| S4 |
61.550 |
61.875 |
63.106 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.607 |
73.913 |
65.768 |
|
| R3 |
71.157 |
69.463 |
64.544 |
|
| R2 |
66.707 |
66.707 |
64.136 |
|
| R1 |
65.013 |
65.013 |
63.728 |
65.860 |
| PP |
62.257 |
62.257 |
62.257 |
62.680 |
| S1 |
60.563 |
60.563 |
62.912 |
61.410 |
| S2 |
57.807 |
57.807 |
62.504 |
|
| S3 |
53.357 |
56.113 |
62.096 |
|
| S4 |
48.907 |
51.663 |
60.873 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.381 |
|
2.618 |
65.361 |
|
1.618 |
64.736 |
|
1.000 |
64.350 |
|
0.618 |
64.111 |
|
HIGH |
63.725 |
|
0.618 |
63.486 |
|
0.500 |
63.413 |
|
0.382 |
63.339 |
|
LOW |
63.100 |
|
0.618 |
62.714 |
|
1.000 |
62.475 |
|
1.618 |
62.089 |
|
2.618 |
61.464 |
|
4.250 |
60.444 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.438 |
63.192 |
| PP |
63.425 |
62.933 |
| S1 |
63.413 |
62.675 |
|