NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
59.260 |
57.500 |
-1.760 |
-3.0% |
61.050 |
High |
59.260 |
57.500 |
-1.760 |
-3.0% |
61.050 |
Low |
59.260 |
57.500 |
-1.760 |
-3.0% |
58.380 |
Close |
59.260 |
58.690 |
-0.570 |
-1.0% |
59.180 |
Range |
|
|
|
|
|
ATR |
0.893 |
0.955 |
0.062 |
6.9% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.897 |
58.293 |
58.690 |
|
R3 |
57.897 |
58.293 |
58.690 |
|
R2 |
57.897 |
57.897 |
58.690 |
|
R1 |
58.293 |
58.293 |
58.690 |
58.095 |
PP |
57.897 |
57.897 |
57.897 |
57.798 |
S1 |
58.293 |
58.293 |
58.690 |
58.095 |
S2 |
57.897 |
57.897 |
58.690 |
|
S3 |
57.897 |
58.293 |
58.690 |
|
S4 |
57.897 |
58.293 |
58.690 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.547 |
66.033 |
60.649 |
|
R3 |
64.877 |
63.363 |
59.914 |
|
R2 |
62.207 |
62.207 |
59.670 |
|
R1 |
60.693 |
60.693 |
59.425 |
60.115 |
PP |
59.537 |
59.537 |
59.537 |
59.248 |
S1 |
58.023 |
58.023 |
58.935 |
57.445 |
S2 |
56.867 |
56.867 |
58.691 |
|
S3 |
54.197 |
55.353 |
58.446 |
|
S4 |
51.527 |
52.683 |
57.712 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.050 |
57.500 |
3.550 |
6.0% |
0.000 |
0.0% |
34% |
False |
True |
|
10 |
65.110 |
57.500 |
7.610 |
13.0% |
0.000 |
0.0% |
16% |
False |
True |
|
20 |
66.120 |
57.500 |
8.620 |
14.7% |
0.000 |
0.0% |
14% |
False |
True |
|
40 |
67.460 |
57.500 |
9.960 |
17.0% |
0.000 |
0.0% |
12% |
False |
True |
|
60 |
67.460 |
57.500 |
9.960 |
17.0% |
0.000 |
0.0% |
12% |
False |
True |
|
80 |
68.950 |
57.500 |
11.450 |
19.5% |
0.000 |
0.0% |
10% |
False |
True |
|
100 |
77.300 |
57.500 |
19.800 |
33.7% |
0.000 |
0.0% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.500 |
2.618 |
57.500 |
1.618 |
57.500 |
1.000 |
57.500 |
0.618 |
57.500 |
HIGH |
57.500 |
0.618 |
57.500 |
0.500 |
57.500 |
0.382 |
57.500 |
LOW |
57.500 |
0.618 |
57.500 |
1.000 |
57.500 |
1.618 |
57.500 |
2.618 |
57.500 |
4.250 |
57.500 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
58.293 |
58.587 |
PP |
57.897 |
58.483 |
S1 |
57.500 |
58.380 |
|