NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 14-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
58.600 |
59.600 |
1.000 |
1.7% |
60.000 |
| High |
60.325 |
59.825 |
-0.500 |
-0.8% |
61.350 |
| Low |
58.050 |
58.100 |
0.050 |
0.1% |
57.825 |
| Close |
59.850 |
58.570 |
-1.280 |
-2.1% |
60.630 |
| Range |
2.275 |
1.725 |
-0.550 |
-24.2% |
3.525 |
| ATR |
1.916 |
1.904 |
-0.012 |
-0.6% |
0.000 |
| Volume |
2,885 |
4,044 |
1,159 |
40.2% |
5,648 |
|
| Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.007 |
63.013 |
59.519 |
|
| R3 |
62.282 |
61.288 |
59.044 |
|
| R2 |
60.557 |
60.557 |
58.886 |
|
| R1 |
59.563 |
59.563 |
58.728 |
59.198 |
| PP |
58.832 |
58.832 |
58.832 |
58.649 |
| S1 |
57.838 |
57.838 |
58.412 |
57.473 |
| S2 |
57.107 |
57.107 |
58.254 |
|
| S3 |
55.382 |
56.113 |
58.096 |
|
| S4 |
53.657 |
54.388 |
57.621 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.510 |
69.095 |
62.569 |
|
| R3 |
66.985 |
65.570 |
61.599 |
|
| R2 |
63.460 |
63.460 |
61.276 |
|
| R1 |
62.045 |
62.045 |
60.953 |
62.753 |
| PP |
59.935 |
59.935 |
59.935 |
60.289 |
| S1 |
58.520 |
58.520 |
60.307 |
59.228 |
| S2 |
56.410 |
56.410 |
59.984 |
|
| S3 |
52.885 |
54.995 |
59.661 |
|
| S4 |
49.360 |
51.470 |
58.691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.350 |
57.950 |
3.400 |
5.8% |
2.025 |
3.5% |
18% |
False |
False |
2,228 |
| 10 |
61.350 |
57.825 |
3.525 |
6.0% |
1.920 |
3.3% |
21% |
False |
False |
1,637 |
| 20 |
61.350 |
52.000 |
9.350 |
16.0% |
2.019 |
3.4% |
70% |
False |
False |
1,103 |
| 40 |
65.400 |
51.700 |
13.700 |
23.4% |
1.608 |
2.7% |
50% |
False |
False |
563 |
| 60 |
66.830 |
51.700 |
15.130 |
25.8% |
1.072 |
1.8% |
45% |
False |
False |
375 |
| 80 |
66.830 |
51.700 |
15.130 |
25.8% |
0.806 |
1.4% |
45% |
False |
False |
281 |
| 100 |
67.000 |
51.700 |
15.300 |
26.1% |
0.645 |
1.1% |
45% |
False |
False |
225 |
| 120 |
75.860 |
51.700 |
24.160 |
41.2% |
0.538 |
0.9% |
28% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.156 |
|
2.618 |
64.341 |
|
1.618 |
62.616 |
|
1.000 |
61.550 |
|
0.618 |
60.891 |
|
HIGH |
59.825 |
|
0.618 |
59.166 |
|
0.500 |
58.963 |
|
0.382 |
58.759 |
|
LOW |
58.100 |
|
0.618 |
57.034 |
|
1.000 |
56.375 |
|
1.618 |
55.309 |
|
2.618 |
53.584 |
|
4.250 |
50.769 |
|
|
| Fisher Pivots for day following 14-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
58.963 |
59.213 |
| PP |
58.832 |
58.998 |
| S1 |
58.701 |
58.784 |
|