NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
61.950 |
61.175 |
-0.775 |
-1.3% |
62.375 |
| High |
62.300 |
62.225 |
-0.075 |
-0.1% |
62.900 |
| Low |
61.275 |
60.250 |
-1.025 |
-1.7% |
60.250 |
| Close |
61.230 |
60.940 |
-0.290 |
-0.5% |
60.940 |
| Range |
1.025 |
1.975 |
0.950 |
92.7% |
2.650 |
| ATR |
1.194 |
1.250 |
0.056 |
4.7% |
0.000 |
| Volume |
203 |
58 |
-145 |
-71.4% |
410 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.063 |
65.977 |
62.026 |
|
| R3 |
65.088 |
64.002 |
61.483 |
|
| R2 |
63.113 |
63.113 |
61.302 |
|
| R1 |
62.027 |
62.027 |
61.121 |
61.583 |
| PP |
61.138 |
61.138 |
61.138 |
60.916 |
| S1 |
60.052 |
60.052 |
60.759 |
59.608 |
| S2 |
59.163 |
59.163 |
60.578 |
|
| S3 |
57.188 |
58.077 |
60.397 |
|
| S4 |
55.213 |
56.102 |
59.854 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.313 |
67.777 |
62.398 |
|
| R3 |
66.663 |
65.127 |
61.669 |
|
| R2 |
64.013 |
64.013 |
61.426 |
|
| R1 |
62.477 |
62.477 |
61.183 |
61.920 |
| PP |
61.363 |
61.363 |
61.363 |
61.085 |
| S1 |
59.827 |
59.827 |
60.697 |
59.270 |
| S2 |
58.713 |
58.713 |
60.454 |
|
| S3 |
56.063 |
57.177 |
60.211 |
|
| S4 |
53.413 |
54.527 |
59.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.900 |
60.250 |
2.650 |
4.3% |
1.180 |
1.9% |
26% |
False |
True |
82 |
| 10 |
64.725 |
60.250 |
4.475 |
7.3% |
1.225 |
2.0% |
15% |
False |
True |
64 |
| 20 |
64.725 |
59.500 |
5.225 |
8.6% |
1.258 |
2.1% |
28% |
False |
False |
50 |
| 40 |
64.725 |
55.200 |
9.525 |
15.6% |
0.910 |
1.5% |
60% |
False |
False |
27 |
| 60 |
66.620 |
53.100 |
13.520 |
22.2% |
0.775 |
1.3% |
58% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.619 |
|
2.618 |
67.396 |
|
1.618 |
65.421 |
|
1.000 |
64.200 |
|
0.618 |
63.446 |
|
HIGH |
62.225 |
|
0.618 |
61.471 |
|
0.500 |
61.238 |
|
0.382 |
61.004 |
|
LOW |
60.250 |
|
0.618 |
59.029 |
|
1.000 |
58.275 |
|
1.618 |
57.054 |
|
2.618 |
55.079 |
|
4.250 |
51.856 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
61.238 |
61.275 |
| PP |
61.138 |
61.163 |
| S1 |
61.039 |
61.052 |
|