NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
63.550 |
62.100 |
-1.450 |
-2.3% |
61.000 |
| High |
64.100 |
64.100 |
0.000 |
0.0% |
63.950 |
| Low |
62.100 |
62.100 |
0.000 |
0.0% |
59.500 |
| Close |
63.520 |
63.970 |
0.450 |
0.7% |
63.320 |
| Range |
2.000 |
2.000 |
0.000 |
0.0% |
4.450 |
| ATR |
1.152 |
1.212 |
0.061 |
5.3% |
0.000 |
| Volume |
20 |
31 |
11 |
55.0% |
66 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.390 |
68.680 |
65.070 |
|
| R3 |
67.390 |
66.680 |
64.520 |
|
| R2 |
65.390 |
65.390 |
64.337 |
|
| R1 |
64.680 |
64.680 |
64.153 |
65.035 |
| PP |
63.390 |
63.390 |
63.390 |
63.568 |
| S1 |
62.680 |
62.680 |
63.787 |
63.035 |
| S2 |
61.390 |
61.390 |
63.603 |
|
| S3 |
59.390 |
60.680 |
63.420 |
|
| S4 |
57.390 |
58.680 |
62.870 |
|
|
| 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 |
72.600 |
|
2.618 |
69.336 |
|
1.618 |
67.336 |
|
1.000 |
66.100 |
|
0.618 |
65.336 |
|
HIGH |
64.100 |
|
0.618 |
63.336 |
|
0.500 |
63.100 |
|
0.382 |
62.864 |
|
LOW |
62.100 |
|
0.618 |
60.864 |
|
1.000 |
60.100 |
|
1.618 |
58.864 |
|
2.618 |
56.864 |
|
4.250 |
53.600 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.680 |
63.680 |
| PP |
63.390 |
63.390 |
| S1 |
63.100 |
63.100 |
|