NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.270 |
54.825 |
0.555 |
1.0% |
59.260 |
High |
54.270 |
54.825 |
0.555 |
1.0% |
59.260 |
Low |
54.270 |
53.400 |
-0.870 |
-1.6% |
55.180 |
Close |
54.270 |
53.360 |
-0.910 |
-1.7% |
55.180 |
Range |
0.000 |
1.425 |
1.425 |
|
4.080 |
ATR |
1.108 |
1.130 |
0.023 |
2.0% |
0.000 |
Volume |
5 |
5 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.137 |
57.173 |
54.144 |
|
R3 |
56.712 |
55.748 |
53.752 |
|
R2 |
55.287 |
55.287 |
53.621 |
|
R1 |
54.323 |
54.323 |
53.491 |
54.093 |
PP |
53.862 |
53.862 |
53.862 |
53.746 |
S1 |
52.898 |
52.898 |
53.229 |
52.668 |
S2 |
52.437 |
52.437 |
53.099 |
|
S3 |
51.012 |
51.473 |
52.968 |
|
S4 |
49.587 |
50.048 |
52.576 |
|
|
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 |
56.000 |
53.000 |
3.000 |
5.6% |
0.795 |
1.5% |
12% |
False |
False |
3 |
10 |
59.260 |
53.000 |
6.260 |
11.7% |
0.398 |
0.7% |
6% |
False |
False |
1 |
20 |
66.120 |
53.000 |
13.120 |
24.6% |
0.199 |
0.4% |
3% |
False |
False |
|
40 |
67.460 |
53.000 |
14.460 |
27.1% |
0.099 |
0.2% |
2% |
False |
False |
|
60 |
67.460 |
53.000 |
14.460 |
27.1% |
0.066 |
0.1% |
2% |
False |
False |
|
80 |
67.460 |
53.000 |
14.460 |
27.1% |
0.050 |
0.1% |
2% |
False |
False |
|
100 |
76.080 |
53.000 |
23.080 |
43.3% |
0.040 |
0.1% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.881 |
2.618 |
58.556 |
1.618 |
57.131 |
1.000 |
56.250 |
0.618 |
55.706 |
HIGH |
54.825 |
0.618 |
54.281 |
0.500 |
54.113 |
0.382 |
53.944 |
LOW |
53.400 |
0.618 |
52.519 |
1.000 |
51.975 |
1.618 |
51.094 |
2.618 |
49.669 |
4.250 |
47.344 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
54.113 |
54.275 |
PP |
53.862 |
53.970 |
S1 |
53.611 |
53.665 |
|