NYMEX miNY Light Sweet Crude Oil Future August 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
63.400 |
64.100 |
0.700 |
1.1% |
63.440 |
| High |
63.400 |
64.100 |
0.700 |
1.1% |
65.490 |
| Low |
63.400 |
61.900 |
-1.500 |
-2.4% |
63.440 |
| Close |
63.400 |
63.090 |
-0.310 |
-0.5% |
64.210 |
| Range |
0.000 |
2.200 |
2.200 |
|
2.050 |
| ATR |
0.820 |
0.919 |
0.099 |
12.0% |
0.000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.630 |
68.560 |
64.300 |
|
| R3 |
67.430 |
66.360 |
63.695 |
|
| R2 |
65.230 |
65.230 |
63.493 |
|
| R1 |
64.160 |
64.160 |
63.292 |
63.595 |
| PP |
63.030 |
63.030 |
63.030 |
62.748 |
| S1 |
61.960 |
61.960 |
62.888 |
61.395 |
| S2 |
60.830 |
60.830 |
62.687 |
|
| S3 |
58.630 |
59.760 |
62.485 |
|
| S4 |
56.430 |
57.560 |
61.880 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.530 |
69.420 |
65.338 |
|
| R3 |
68.480 |
67.370 |
64.774 |
|
| R2 |
66.430 |
66.430 |
64.586 |
|
| R1 |
65.320 |
65.320 |
64.398 |
65.875 |
| PP |
64.380 |
64.380 |
64.380 |
64.658 |
| S1 |
63.270 |
63.270 |
64.022 |
63.825 |
| S2 |
62.330 |
62.330 |
63.834 |
|
| S3 |
60.280 |
61.220 |
63.646 |
|
| S4 |
58.230 |
59.170 |
63.083 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.450 |
|
2.618 |
69.860 |
|
1.618 |
67.660 |
|
1.000 |
66.300 |
|
0.618 |
65.460 |
|
HIGH |
64.100 |
|
0.618 |
63.260 |
|
0.500 |
63.000 |
|
0.382 |
62.740 |
|
LOW |
61.900 |
|
0.618 |
60.540 |
|
1.000 |
59.700 |
|
1.618 |
58.340 |
|
2.618 |
56.140 |
|
4.250 |
52.550 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
63.060 |
63.078 |
| PP |
63.030 |
63.067 |
| S1 |
63.000 |
63.055 |
|