NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 26-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
60.750 |
60.875 |
0.125 |
0.2% |
59.550 |
| High |
61.800 |
61.725 |
-0.075 |
-0.1% |
61.800 |
| Low |
60.550 |
60.675 |
0.125 |
0.2% |
57.775 |
| Close |
61.140 |
61.450 |
0.310 |
0.5% |
61.140 |
| Range |
1.250 |
1.050 |
-0.200 |
-16.0% |
4.025 |
| ATR |
1.885 |
1.825 |
-0.060 |
-3.2% |
0.000 |
| Volume |
30,231 |
30,435 |
204 |
0.7% |
91,578 |
|
| Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.433 |
63.992 |
62.028 |
|
| R3 |
63.383 |
62.942 |
61.739 |
|
| R2 |
62.333 |
62.333 |
61.643 |
|
| R1 |
61.892 |
61.892 |
61.546 |
62.113 |
| PP |
61.283 |
61.283 |
61.283 |
61.394 |
| S1 |
60.842 |
60.842 |
61.354 |
61.063 |
| S2 |
60.233 |
60.233 |
61.258 |
|
| S3 |
59.183 |
59.792 |
61.161 |
|
| S4 |
58.133 |
58.742 |
60.873 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.313 |
70.752 |
63.354 |
|
| R3 |
68.288 |
66.727 |
62.247 |
|
| R2 |
64.263 |
64.263 |
61.878 |
|
| R1 |
62.702 |
62.702 |
61.509 |
63.483 |
| PP |
60.238 |
60.238 |
60.238 |
60.629 |
| S1 |
58.677 |
58.677 |
60.771 |
59.458 |
| S2 |
56.213 |
56.213 |
60.402 |
|
| S3 |
52.188 |
54.652 |
60.033 |
|
| S4 |
48.163 |
50.627 |
58.926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.800 |
57.775 |
4.025 |
6.6% |
1.715 |
2.8% |
91% |
False |
False |
24,402 |
| 10 |
61.800 |
57.125 |
4.675 |
7.6% |
1.850 |
3.0% |
93% |
False |
False |
14,051 |
| 20 |
61.800 |
54.600 |
7.200 |
11.7% |
1.946 |
3.2% |
95% |
False |
False |
7,499 |
| 40 |
63.650 |
51.700 |
11.950 |
19.4% |
1.856 |
3.0% |
82% |
False |
False |
3,856 |
| 60 |
66.830 |
51.700 |
15.130 |
24.6% |
1.276 |
2.1% |
64% |
False |
False |
2,571 |
| 80 |
66.830 |
51.700 |
15.130 |
24.6% |
0.957 |
1.6% |
64% |
False |
False |
1,928 |
| 100 |
66.830 |
51.700 |
15.130 |
24.6% |
0.768 |
1.2% |
64% |
False |
False |
1,542 |
| 120 |
73.420 |
51.700 |
21.720 |
35.3% |
0.640 |
1.0% |
45% |
False |
False |
1,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.188 |
|
2.618 |
64.474 |
|
1.618 |
63.424 |
|
1.000 |
62.775 |
|
0.618 |
62.374 |
|
HIGH |
61.725 |
|
0.618 |
61.324 |
|
0.500 |
61.200 |
|
0.382 |
61.076 |
|
LOW |
60.675 |
|
0.618 |
60.026 |
|
1.000 |
59.625 |
|
1.618 |
58.976 |
|
2.618 |
57.926 |
|
4.250 |
56.213 |
|
|
| Fisher Pivots for day following 26-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
61.367 |
61.200 |
| PP |
61.283 |
60.950 |
| S1 |
61.200 |
60.700 |
|