NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
60.800 |
61.750 |
0.950 |
1.6% |
60.875 |
| High |
62.075 |
62.300 |
0.225 |
0.4% |
62.500 |
| Low |
60.625 |
61.200 |
0.575 |
0.9% |
59.825 |
| Close |
61.825 |
61.775 |
-0.050 |
-0.1% |
61.640 |
| Range |
1.450 |
1.100 |
-0.350 |
-24.1% |
2.675 |
| ATR |
1.763 |
1.715 |
-0.047 |
-2.7% |
0.000 |
| Volume |
17,991 |
20,818 |
2,827 |
15.7% |
148,085 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.058 |
64.517 |
62.380 |
|
| R3 |
63.958 |
63.417 |
62.078 |
|
| R2 |
62.858 |
62.858 |
61.977 |
|
| R1 |
62.317 |
62.317 |
61.876 |
62.588 |
| PP |
61.758 |
61.758 |
61.758 |
61.894 |
| S1 |
61.217 |
61.217 |
61.674 |
61.488 |
| S2 |
60.658 |
60.658 |
61.573 |
|
| S3 |
59.558 |
60.117 |
61.473 |
|
| S4 |
58.458 |
59.017 |
61.170 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.347 |
68.168 |
63.111 |
|
| R3 |
66.672 |
65.493 |
62.376 |
|
| R2 |
63.997 |
63.997 |
62.130 |
|
| R1 |
62.818 |
62.818 |
61.885 |
63.408 |
| PP |
61.322 |
61.322 |
61.322 |
61.616 |
| S1 |
60.143 |
60.143 |
61.395 |
60.733 |
| S2 |
58.647 |
58.647 |
61.150 |
|
| S3 |
55.972 |
57.468 |
60.904 |
|
| S4 |
53.297 |
54.793 |
60.169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.400 |
59.550 |
2.850 |
4.6% |
1.335 |
2.2% |
78% |
False |
False |
21,172 |
| 10 |
62.500 |
59.550 |
2.950 |
4.8% |
1.508 |
2.4% |
75% |
False |
False |
25,693 |
| 20 |
62.500 |
57.125 |
5.375 |
8.7% |
1.759 |
2.8% |
87% |
False |
False |
16,958 |
| 40 |
62.500 |
51.700 |
10.800 |
17.5% |
1.914 |
3.1% |
93% |
False |
False |
8,758 |
| 60 |
65.490 |
51.700 |
13.790 |
22.3% |
1.489 |
2.4% |
73% |
False |
False |
5,842 |
| 80 |
66.830 |
51.700 |
15.130 |
24.5% |
1.117 |
1.8% |
67% |
False |
False |
4,381 |
| 100 |
66.830 |
51.700 |
15.130 |
24.5% |
0.896 |
1.4% |
67% |
False |
False |
3,505 |
| 120 |
68.200 |
51.700 |
16.500 |
26.7% |
0.746 |
1.2% |
61% |
False |
False |
2,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.975 |
|
2.618 |
65.180 |
|
1.618 |
64.080 |
|
1.000 |
63.400 |
|
0.618 |
62.980 |
|
HIGH |
62.300 |
|
0.618 |
61.880 |
|
0.500 |
61.750 |
|
0.382 |
61.620 |
|
LOW |
61.200 |
|
0.618 |
60.520 |
|
1.000 |
60.100 |
|
1.618 |
59.420 |
|
2.618 |
58.320 |
|
4.250 |
56.525 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
61.767 |
61.513 |
| PP |
61.758 |
61.250 |
| S1 |
61.750 |
60.988 |
|