NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
56.000 |
55.180 |
-0.820 |
-1.5% |
59.260 |
High |
56.000 |
55.180 |
-0.820 |
-1.5% |
59.260 |
Low |
56.000 |
55.180 |
-0.820 |
-1.5% |
55.180 |
Close |
54.260 |
55.180 |
0.920 |
1.7% |
55.180 |
Range |
|
|
|
|
|
ATR |
1.005 |
0.999 |
-0.006 |
-0.6% |
0.000 |
Volume |
1 |
2 |
1 |
100.0% |
4 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.180 |
55.180 |
55.180 |
|
R3 |
55.180 |
55.180 |
55.180 |
|
R2 |
55.180 |
55.180 |
55.180 |
|
R1 |
55.180 |
55.180 |
55.180 |
55.180 |
PP |
55.180 |
55.180 |
55.180 |
55.180 |
S1 |
55.180 |
55.180 |
55.180 |
55.180 |
S2 |
55.180 |
55.180 |
55.180 |
|
S3 |
55.180 |
55.180 |
55.180 |
|
S4 |
55.180 |
55.180 |
55.180 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.780 |
66.060 |
57.424 |
|
R3 |
64.700 |
61.980 |
56.302 |
|
R2 |
60.620 |
60.620 |
55.928 |
|
R1 |
57.900 |
57.900 |
55.554 |
57.220 |
PP |
56.540 |
56.540 |
56.540 |
56.200 |
S1 |
53.820 |
53.820 |
54.806 |
53.140 |
S2 |
52.460 |
52.460 |
54.432 |
|
S3 |
48.380 |
49.740 |
54.058 |
|
S4 |
44.300 |
45.660 |
52.936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.260 |
55.180 |
4.080 |
7.4% |
0.000 |
0.0% |
0% |
False |
True |
|
10 |
63.950 |
55.180 |
8.770 |
15.9% |
0.000 |
0.0% |
0% |
False |
True |
|
20 |
66.120 |
55.180 |
10.940 |
19.8% |
0.000 |
0.0% |
0% |
False |
True |
|
40 |
67.460 |
55.180 |
12.280 |
22.3% |
0.000 |
0.0% |
0% |
False |
True |
|
60 |
67.460 |
55.180 |
12.280 |
22.3% |
0.000 |
0.0% |
0% |
False |
True |
|
80 |
68.640 |
55.180 |
13.460 |
24.4% |
0.000 |
0.0% |
0% |
False |
True |
|
100 |
76.750 |
55.180 |
21.570 |
39.1% |
0.000 |
0.0% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.180 |
2.618 |
55.180 |
1.618 |
55.180 |
1.000 |
55.180 |
0.618 |
55.180 |
HIGH |
55.180 |
0.618 |
55.180 |
0.500 |
55.180 |
0.382 |
55.180 |
LOW |
55.180 |
0.618 |
55.180 |
1.000 |
55.180 |
1.618 |
55.180 |
2.618 |
55.180 |
4.250 |
55.180 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
55.180 |
55.950 |
PP |
55.180 |
55.693 |
S1 |
55.180 |
55.437 |
|