NYMEX miNY Light Sweet Crude Oil Future June 2007
Trading Metrics calculated at close of trading on 28-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
64.450 |
65.800 |
1.350 |
2.1% |
60.650 |
High |
67.100 |
66.550 |
-0.550 |
-0.8% |
63.800 |
Low |
64.000 |
65.225 |
1.225 |
1.9% |
60.650 |
Close |
64.650 |
65.680 |
1.030 |
1.6% |
63.520 |
Range |
3.100 |
1.325 |
-1.775 |
-57.3% |
3.150 |
ATR |
1.377 |
1.414 |
0.037 |
2.7% |
0.000 |
Volume |
644 |
924 |
280 |
43.5% |
1,423 |
|
Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.793 |
69.062 |
66.409 |
|
R3 |
68.468 |
67.737 |
66.044 |
|
R2 |
67.143 |
67.143 |
65.923 |
|
R1 |
66.412 |
66.412 |
65.801 |
66.115 |
PP |
65.818 |
65.818 |
65.818 |
65.670 |
S1 |
65.087 |
65.087 |
65.559 |
64.790 |
S2 |
64.493 |
64.493 |
65.437 |
|
S3 |
63.168 |
63.762 |
65.316 |
|
S4 |
61.843 |
62.437 |
64.951 |
|
|
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 |
67.100 |
61.425 |
5.675 |
8.6% |
1.715 |
2.6% |
75% |
False |
False |
546 |
10 |
67.100 |
60.250 |
6.850 |
10.4% |
1.405 |
2.1% |
79% |
False |
False |
363 |
20 |
67.100 |
60.250 |
6.850 |
10.4% |
1.268 |
1.9% |
79% |
False |
False |
211 |
40 |
67.100 |
59.500 |
7.600 |
11.6% |
1.069 |
1.6% |
81% |
False |
False |
111 |
60 |
67.100 |
53.100 |
14.000 |
21.3% |
0.959 |
1.5% |
90% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.181 |
2.618 |
70.019 |
1.618 |
68.694 |
1.000 |
67.875 |
0.618 |
67.369 |
HIGH |
66.550 |
0.618 |
66.044 |
0.500 |
65.888 |
0.382 |
65.731 |
LOW |
65.225 |
0.618 |
64.406 |
1.000 |
63.900 |
1.618 |
63.081 |
2.618 |
61.756 |
4.250 |
59.594 |
|
|
Fisher Pivots for day following 28-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
65.888 |
65.587 |
PP |
65.818 |
65.493 |
S1 |
65.749 |
65.400 |
|