NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
61.550 |
63.500 |
1.950 |
3.2% |
60.650 |
| High |
63.325 |
63.800 |
0.475 |
0.8% |
63.800 |
| Low |
61.425 |
62.575 |
1.150 |
1.9% |
60.650 |
| Close |
63.020 |
63.520 |
0.500 |
0.8% |
63.520 |
| Range |
1.900 |
1.225 |
-0.675 |
-35.5% |
3.150 |
| ATR |
1.249 |
1.248 |
-0.002 |
-0.1% |
0.000 |
| Volume |
331 |
449 |
118 |
35.6% |
1,423 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.973 |
66.472 |
64.194 |
|
| R3 |
65.748 |
65.247 |
63.857 |
|
| R2 |
64.523 |
64.523 |
63.745 |
|
| R1 |
64.022 |
64.022 |
63.632 |
64.273 |
| PP |
63.298 |
63.298 |
63.298 |
63.424 |
| S1 |
62.797 |
62.797 |
63.408 |
63.048 |
| S2 |
62.073 |
62.073 |
63.295 |
|
| S3 |
60.848 |
61.572 |
63.183 |
|
| S4 |
59.623 |
60.347 |
62.846 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.107 |
70.963 |
65.253 |
|
| R3 |
68.957 |
67.813 |
64.386 |
|
| R2 |
65.807 |
65.807 |
64.098 |
|
| R1 |
64.663 |
64.663 |
63.809 |
65.235 |
| PP |
62.657 |
62.657 |
62.657 |
62.943 |
| S1 |
61.513 |
61.513 |
63.231 |
62.085 |
| S2 |
59.507 |
59.507 |
62.943 |
|
| S3 |
56.357 |
58.363 |
62.654 |
|
| S4 |
53.207 |
55.213 |
61.788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.800 |
60.650 |
3.150 |
5.0% |
1.120 |
1.8% |
91% |
True |
False |
284 |
| 10 |
63.800 |
60.250 |
3.550 |
5.6% |
1.150 |
1.8% |
92% |
True |
False |
183 |
| 20 |
64.725 |
60.250 |
4.475 |
7.0% |
1.226 |
1.9% |
73% |
False |
False |
118 |
| 40 |
64.725 |
56.575 |
8.150 |
12.8% |
0.944 |
1.5% |
85% |
False |
False |
62 |
| 60 |
64.725 |
53.100 |
11.625 |
18.3% |
0.868 |
1.4% |
90% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.006 |
|
2.618 |
67.007 |
|
1.618 |
65.782 |
|
1.000 |
65.025 |
|
0.618 |
64.557 |
|
HIGH |
63.800 |
|
0.618 |
63.332 |
|
0.500 |
63.188 |
|
0.382 |
63.043 |
|
LOW |
62.575 |
|
0.618 |
61.818 |
|
1.000 |
61.350 |
|
1.618 |
60.593 |
|
2.618 |
59.368 |
|
4.250 |
57.369 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.409 |
63.109 |
| PP |
63.298 |
62.698 |
| S1 |
63.188 |
62.288 |
|