NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
58.550 |
59.550 |
1.000 |
1.7% |
60.375 |
High |
59.900 |
59.850 |
-0.050 |
-0.1% |
60.375 |
Low |
58.075 |
57.775 |
-0.300 |
-0.5% |
57.125 |
Close |
59.700 |
58.900 |
-0.800 |
-1.3% |
59.700 |
Range |
1.825 |
2.075 |
0.250 |
13.7% |
3.250 |
ATR |
1.897 |
1.909 |
0.013 |
0.7% |
0.000 |
Volume |
5,818 |
14,711 |
8,893 |
152.9% |
18,503 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.067 |
64.058 |
60.041 |
|
R3 |
62.992 |
61.983 |
59.471 |
|
R2 |
60.917 |
60.917 |
59.280 |
|
R1 |
59.908 |
59.908 |
59.090 |
59.375 |
PP |
58.842 |
58.842 |
58.842 |
58.575 |
S1 |
57.833 |
57.833 |
58.710 |
57.300 |
S2 |
56.767 |
56.767 |
58.520 |
|
S3 |
54.692 |
55.758 |
58.329 |
|
S4 |
52.617 |
53.683 |
57.759 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.817 |
67.508 |
61.488 |
|
R3 |
65.567 |
64.258 |
60.594 |
|
R2 |
62.317 |
62.317 |
60.296 |
|
R1 |
61.008 |
61.008 |
59.998 |
60.038 |
PP |
59.067 |
59.067 |
59.067 |
58.581 |
S1 |
57.758 |
57.758 |
59.402 |
56.788 |
S2 |
55.817 |
55.817 |
59.104 |
|
S3 |
52.567 |
54.508 |
58.806 |
|
S4 |
49.317 |
51.258 |
57.913 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.325 |
57.125 |
3.200 |
5.4% |
1.955 |
3.3% |
55% |
False |
False |
6,277 |
10 |
61.350 |
57.125 |
4.225 |
7.2% |
1.983 |
3.4% |
42% |
False |
False |
3,795 |
20 |
61.350 |
53.450 |
7.900 |
13.4% |
1.980 |
3.4% |
69% |
False |
False |
2,302 |
40 |
65.100 |
51.700 |
13.400 |
22.8% |
1.728 |
2.9% |
54% |
False |
False |
1,174 |
60 |
66.830 |
51.700 |
15.130 |
25.7% |
1.168 |
2.0% |
48% |
False |
False |
783 |
80 |
66.830 |
51.700 |
15.130 |
25.7% |
0.878 |
1.5% |
48% |
False |
False |
587 |
100 |
67.000 |
51.700 |
15.300 |
26.0% |
0.703 |
1.2% |
47% |
False |
False |
469 |
120 |
74.570 |
51.700 |
22.870 |
38.8% |
0.586 |
1.0% |
31% |
False |
False |
391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.669 |
2.618 |
65.282 |
1.618 |
63.207 |
1.000 |
61.925 |
0.618 |
61.132 |
HIGH |
59.850 |
0.618 |
59.057 |
0.500 |
58.813 |
0.382 |
58.568 |
LOW |
57.775 |
0.618 |
56.493 |
1.000 |
55.700 |
1.618 |
54.418 |
2.618 |
52.343 |
4.250 |
48.956 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
58.871 |
58.771 |
PP |
58.842 |
58.642 |
S1 |
58.813 |
58.513 |
|