NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
55.180 |
55.000 |
-0.180 |
-0.3% |
59.260 |
High |
55.180 |
55.550 |
0.370 |
0.7% |
59.260 |
Low |
55.180 |
53.000 |
-2.180 |
-4.0% |
55.180 |
Close |
55.180 |
53.190 |
-1.990 |
-3.6% |
55.180 |
Range |
0.000 |
2.550 |
2.550 |
|
4.080 |
ATR |
0.999 |
1.110 |
0.111 |
11.1% |
0.000 |
Volume |
2 |
2 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.563 |
59.927 |
54.593 |
|
R3 |
59.013 |
57.377 |
53.891 |
|
R2 |
56.463 |
56.463 |
53.658 |
|
R1 |
54.827 |
54.827 |
53.424 |
54.370 |
PP |
53.913 |
53.913 |
53.913 |
53.685 |
S1 |
52.277 |
52.277 |
52.956 |
51.820 |
S2 |
51.363 |
51.363 |
52.723 |
|
S3 |
48.813 |
49.727 |
52.489 |
|
S4 |
46.263 |
47.177 |
51.788 |
|
|
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 |
57.500 |
53.000 |
4.500 |
8.5% |
0.510 |
1.0% |
4% |
False |
True |
1 |
10 |
63.950 |
53.000 |
10.950 |
20.6% |
0.255 |
0.5% |
2% |
False |
True |
|
20 |
66.120 |
53.000 |
13.120 |
24.7% |
0.128 |
0.2% |
1% |
False |
True |
|
40 |
67.460 |
53.000 |
14.460 |
27.2% |
0.064 |
0.1% |
1% |
False |
True |
|
60 |
67.460 |
53.000 |
14.460 |
27.2% |
0.043 |
0.1% |
1% |
False |
True |
|
80 |
67.460 |
53.000 |
14.460 |
27.2% |
0.032 |
0.1% |
1% |
False |
True |
|
100 |
76.750 |
53.000 |
23.750 |
44.7% |
0.026 |
0.0% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.388 |
2.618 |
62.226 |
1.618 |
59.676 |
1.000 |
58.100 |
0.618 |
57.126 |
HIGH |
55.550 |
0.618 |
54.576 |
0.500 |
54.275 |
0.382 |
53.974 |
LOW |
53.000 |
0.618 |
51.424 |
1.000 |
50.450 |
1.618 |
48.874 |
2.618 |
46.324 |
4.250 |
42.163 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
54.275 |
54.500 |
PP |
53.913 |
54.063 |
S1 |
53.552 |
53.627 |
|