NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
61.050 |
58.380 |
-2.670 |
-4.4% |
63.860 |
High |
61.050 |
58.380 |
-2.670 |
-4.4% |
63.950 |
Low |
61.050 |
58.380 |
-2.670 |
-4.4% |
63.130 |
Close |
61.050 |
58.380 |
-2.670 |
-4.4% |
63.950 |
Range |
|
|
|
|
|
ATR |
0.836 |
0.967 |
0.131 |
15.7% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.380 |
58.380 |
58.380 |
|
R3 |
58.380 |
58.380 |
58.380 |
|
R2 |
58.380 |
58.380 |
58.380 |
|
R1 |
58.380 |
58.380 |
58.380 |
58.380 |
PP |
58.380 |
58.380 |
58.380 |
58.380 |
S1 |
58.380 |
58.380 |
58.380 |
58.380 |
S2 |
58.380 |
58.380 |
58.380 |
|
S3 |
58.380 |
58.380 |
58.380 |
|
S4 |
58.380 |
58.380 |
58.380 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.137 |
65.863 |
64.401 |
|
R3 |
65.317 |
65.043 |
64.176 |
|
R2 |
64.497 |
64.497 |
64.100 |
|
R1 |
64.223 |
64.223 |
64.025 |
64.360 |
PP |
63.677 |
63.677 |
63.677 |
63.745 |
S1 |
63.403 |
63.403 |
63.875 |
63.540 |
S2 |
62.857 |
62.857 |
63.800 |
|
S3 |
62.037 |
62.583 |
63.725 |
|
S4 |
61.217 |
61.763 |
63.499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.950 |
58.380 |
5.570 |
9.5% |
0.000 |
0.0% |
0% |
False |
True |
|
10 |
66.120 |
58.380 |
7.740 |
13.3% |
0.000 |
0.0% |
0% |
False |
True |
|
20 |
66.440 |
58.380 |
8.060 |
13.8% |
0.000 |
0.0% |
0% |
False |
True |
|
40 |
67.460 |
58.380 |
9.080 |
15.6% |
0.000 |
0.0% |
0% |
False |
True |
|
60 |
67.460 |
58.380 |
9.080 |
15.6% |
0.000 |
0.0% |
0% |
False |
True |
|
80 |
71.220 |
58.380 |
12.840 |
22.0% |
0.000 |
0.0% |
0% |
False |
True |
|
100 |
78.790 |
58.380 |
20.410 |
35.0% |
0.000 |
0.0% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.380 |
2.618 |
58.380 |
1.618 |
58.380 |
1.000 |
58.380 |
0.618 |
58.380 |
HIGH |
58.380 |
0.618 |
58.380 |
0.500 |
58.380 |
0.382 |
58.380 |
LOW |
58.380 |
0.618 |
58.380 |
1.000 |
58.380 |
1.618 |
58.380 |
2.618 |
58.380 |
4.250 |
58.380 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
58.380 |
61.165 |
PP |
58.380 |
60.237 |
S1 |
58.380 |
59.308 |
|