NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
65.575 |
67.450 |
1.875 |
2.9% |
63.750 |
| High |
67.675 |
68.050 |
0.375 |
0.6% |
68.050 |
| Low |
65.225 |
66.850 |
1.625 |
2.5% |
63.700 |
| Close |
67.280 |
67.470 |
0.190 |
0.3% |
67.470 |
| Range |
2.450 |
1.200 |
-1.250 |
-51.0% |
4.350 |
| ATR |
1.488 |
1.468 |
-0.021 |
-1.4% |
0.000 |
| Volume |
1,165 |
1,840 |
675 |
57.9% |
4,959 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.057 |
70.463 |
68.130 |
|
| R3 |
69.857 |
69.263 |
67.800 |
|
| R2 |
68.657 |
68.657 |
67.690 |
|
| R1 |
68.063 |
68.063 |
67.580 |
68.360 |
| PP |
67.457 |
67.457 |
67.457 |
67.605 |
| S1 |
66.863 |
66.863 |
67.360 |
67.160 |
| S2 |
66.257 |
66.257 |
67.250 |
|
| S3 |
65.057 |
65.663 |
67.140 |
|
| S4 |
63.857 |
64.463 |
66.810 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.457 |
77.813 |
69.863 |
|
| R3 |
75.107 |
73.463 |
68.666 |
|
| R2 |
70.757 |
70.757 |
68.268 |
|
| R1 |
69.113 |
69.113 |
67.869 |
69.935 |
| PP |
66.407 |
66.407 |
66.407 |
66.818 |
| S1 |
64.763 |
64.763 |
67.071 |
65.585 |
| S2 |
62.057 |
62.057 |
66.673 |
|
| S3 |
57.707 |
60.413 |
66.274 |
|
| S4 |
53.357 |
56.063 |
65.078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.050 |
63.700 |
4.350 |
6.4% |
1.820 |
2.7% |
87% |
True |
False |
991 |
| 10 |
68.050 |
60.650 |
7.400 |
11.0% |
1.470 |
2.2% |
92% |
True |
False |
638 |
| 20 |
68.050 |
60.250 |
7.800 |
11.6% |
1.348 |
2.0% |
93% |
True |
False |
351 |
| 40 |
68.050 |
59.500 |
8.550 |
12.7% |
1.160 |
1.7% |
93% |
True |
False |
186 |
| 60 |
68.050 |
53.100 |
14.950 |
22.2% |
0.986 |
1.5% |
96% |
True |
False |
125 |
| 80 |
68.050 |
53.100 |
14.950 |
22.2% |
0.776 |
1.2% |
96% |
True |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.150 |
|
2.618 |
71.192 |
|
1.618 |
69.992 |
|
1.000 |
69.250 |
|
0.618 |
68.792 |
|
HIGH |
68.050 |
|
0.618 |
67.592 |
|
0.500 |
67.450 |
|
0.382 |
67.308 |
|
LOW |
66.850 |
|
0.618 |
66.108 |
|
1.000 |
65.650 |
|
1.618 |
64.908 |
|
2.618 |
63.708 |
|
4.250 |
61.750 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
67.463 |
67.193 |
| PP |
67.457 |
66.915 |
| S1 |
67.450 |
66.638 |
|