NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
60.650 |
61.200 |
0.550 |
0.9% |
62.375 |
| High |
61.500 |
61.500 |
0.000 |
0.0% |
62.900 |
| Low |
60.650 |
60.650 |
0.000 |
0.0% |
60.250 |
| Close |
61.050 |
60.630 |
-0.420 |
-0.7% |
60.940 |
| Range |
0.850 |
0.850 |
0.000 |
0.0% |
2.650 |
| ATR |
1.221 |
1.195 |
-0.027 |
-2.2% |
0.000 |
| Volume |
109 |
144 |
35 |
32.1% |
410 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.477 |
62.903 |
61.098 |
|
| R3 |
62.627 |
62.053 |
60.864 |
|
| R2 |
61.777 |
61.777 |
60.786 |
|
| R1 |
61.203 |
61.203 |
60.708 |
61.065 |
| PP |
60.927 |
60.927 |
60.927 |
60.858 |
| S1 |
60.353 |
60.353 |
60.552 |
60.215 |
| S2 |
60.077 |
60.077 |
60.474 |
|
| S3 |
59.227 |
59.503 |
60.396 |
|
| S4 |
58.377 |
58.653 |
60.163 |
|
|
| 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 |
62.300 |
60.250 |
2.050 |
3.4% |
1.055 |
1.7% |
19% |
False |
False |
117 |
| 10 |
64.725 |
60.250 |
4.475 |
7.4% |
1.153 |
1.9% |
8% |
False |
False |
77 |
| 20 |
64.725 |
59.925 |
4.800 |
7.9% |
1.265 |
2.1% |
15% |
False |
False |
62 |
| 40 |
64.725 |
56.300 |
8.425 |
13.9% |
0.868 |
1.4% |
51% |
False |
False |
33 |
| 60 |
65.670 |
53.100 |
12.570 |
20.7% |
0.803 |
1.3% |
60% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.113 |
|
2.618 |
63.725 |
|
1.618 |
62.875 |
|
1.000 |
62.350 |
|
0.618 |
62.025 |
|
HIGH |
61.500 |
|
0.618 |
61.175 |
|
0.500 |
61.075 |
|
0.382 |
60.975 |
|
LOW |
60.650 |
|
0.618 |
60.125 |
|
1.000 |
59.800 |
|
1.618 |
59.275 |
|
2.618 |
58.425 |
|
4.250 |
57.038 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
61.075 |
61.238 |
| PP |
60.927 |
61.035 |
| S1 |
60.778 |
60.833 |
|