NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 06-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
63.175 |
62.000 |
-1.175 |
-1.9% |
63.500 |
High |
63.175 |
63.000 |
-0.175 |
-0.3% |
64.550 |
Low |
61.750 |
62.000 |
0.250 |
0.4% |
62.100 |
Close |
62.180 |
62.990 |
0.810 |
1.3% |
63.600 |
Range |
1.425 |
1.000 |
-0.425 |
-29.8% |
2.450 |
ATR |
1.240 |
1.223 |
-0.017 |
-1.4% |
0.000 |
Volume |
18 |
109 |
91 |
505.6% |
301 |
|
Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.663 |
65.327 |
63.540 |
|
R3 |
64.663 |
64.327 |
63.265 |
|
R2 |
63.663 |
63.663 |
63.173 |
|
R1 |
63.327 |
63.327 |
63.082 |
63.495 |
PP |
62.663 |
62.663 |
62.663 |
62.748 |
S1 |
62.327 |
62.327 |
62.898 |
62.495 |
S2 |
61.663 |
61.663 |
62.807 |
|
S3 |
60.663 |
61.327 |
62.715 |
|
S4 |
59.663 |
60.327 |
62.440 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.767 |
69.633 |
64.948 |
|
R3 |
68.317 |
67.183 |
64.274 |
|
R2 |
65.867 |
65.867 |
64.049 |
|
R1 |
64.733 |
64.733 |
63.825 |
65.300 |
PP |
63.417 |
63.417 |
63.417 |
63.700 |
S1 |
62.283 |
62.283 |
63.375 |
62.850 |
S2 |
60.967 |
60.967 |
63.151 |
|
S3 |
58.517 |
59.833 |
62.926 |
|
S4 |
56.067 |
57.383 |
62.253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.550 |
61.750 |
2.800 |
4.4% |
1.295 |
2.1% |
44% |
False |
False |
71 |
10 |
64.550 |
59.925 |
4.625 |
7.3% |
1.378 |
2.2% |
66% |
False |
False |
47 |
20 |
64.550 |
59.500 |
5.050 |
8.0% |
1.089 |
1.7% |
69% |
False |
False |
26 |
40 |
64.550 |
53.100 |
11.450 |
18.2% |
0.858 |
1.4% |
86% |
False |
False |
15 |
60 |
66.620 |
53.100 |
13.520 |
21.5% |
0.615 |
1.0% |
73% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.250 |
2.618 |
65.618 |
1.618 |
64.618 |
1.000 |
64.000 |
0.618 |
63.618 |
HIGH |
63.000 |
0.618 |
62.618 |
0.500 |
62.500 |
0.382 |
62.382 |
LOW |
62.000 |
0.618 |
61.382 |
1.000 |
61.000 |
1.618 |
60.382 |
2.618 |
59.382 |
4.250 |
57.750 |
|
|
Fisher Pivots for day following 06-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
62.827 |
62.939 |
PP |
62.663 |
62.888 |
S1 |
62.500 |
62.838 |
|