NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.825 |
53.800 |
-1.025 |
-1.9% |
55.000 |
High |
54.825 |
55.000 |
0.175 |
0.3% |
55.550 |
Low |
53.400 |
53.800 |
0.400 |
0.7% |
53.000 |
Close |
53.360 |
55.040 |
1.680 |
3.1% |
55.040 |
Range |
1.425 |
1.200 |
-0.225 |
-15.8% |
2.550 |
ATR |
1.130 |
1.167 |
0.036 |
3.2% |
0.000 |
Volume |
5 |
3 |
-2 |
-40.0% |
15 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.213 |
57.827 |
55.700 |
|
R3 |
57.013 |
56.627 |
55.370 |
|
R2 |
55.813 |
55.813 |
55.260 |
|
R1 |
55.427 |
55.427 |
55.150 |
55.620 |
PP |
54.613 |
54.613 |
54.613 |
54.710 |
S1 |
54.227 |
54.227 |
54.930 |
54.420 |
S2 |
53.413 |
53.413 |
54.820 |
|
S3 |
52.213 |
53.027 |
54.710 |
|
S4 |
51.013 |
51.827 |
54.380 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.180 |
61.160 |
56.443 |
|
R3 |
59.630 |
58.610 |
55.741 |
|
R2 |
57.080 |
57.080 |
55.508 |
|
R1 |
56.060 |
56.060 |
55.274 |
56.570 |
PP |
54.530 |
54.530 |
54.530 |
54.785 |
S1 |
53.510 |
53.510 |
54.806 |
54.020 |
S2 |
51.980 |
51.980 |
54.573 |
|
S3 |
49.430 |
50.960 |
54.339 |
|
S4 |
46.880 |
48.410 |
53.638 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.550 |
53.000 |
2.550 |
4.6% |
1.035 |
1.9% |
80% |
False |
False |
3 |
10 |
59.260 |
53.000 |
6.260 |
11.4% |
0.518 |
0.9% |
33% |
False |
False |
1 |
20 |
66.120 |
53.000 |
13.120 |
23.8% |
0.259 |
0.5% |
16% |
False |
False |
|
40 |
67.460 |
53.000 |
14.460 |
26.3% |
0.129 |
0.2% |
14% |
False |
False |
|
60 |
67.460 |
53.000 |
14.460 |
26.3% |
0.086 |
0.2% |
14% |
False |
False |
|
80 |
67.460 |
53.000 |
14.460 |
26.3% |
0.065 |
0.1% |
14% |
False |
False |
|
100 |
76.080 |
53.000 |
23.080 |
41.9% |
0.052 |
0.1% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.100 |
2.618 |
58.142 |
1.618 |
56.942 |
1.000 |
56.200 |
0.618 |
55.742 |
HIGH |
55.000 |
0.618 |
54.542 |
0.500 |
54.400 |
0.382 |
54.258 |
LOW |
53.800 |
0.618 |
53.058 |
1.000 |
52.600 |
1.618 |
51.858 |
2.618 |
50.658 |
4.250 |
48.700 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
54.827 |
54.760 |
PP |
54.613 |
54.480 |
S1 |
54.400 |
54.200 |
|