NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 22-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
53.800 |
54.900 |
1.100 |
2.0% |
55.000 |
High |
55.000 |
56.075 |
1.075 |
2.0% |
55.550 |
Low |
53.800 |
54.075 |
0.275 |
0.5% |
53.000 |
Close |
55.040 |
54.330 |
-0.710 |
-1.3% |
55.040 |
Range |
1.200 |
2.000 |
0.800 |
66.7% |
2.550 |
ATR |
1.167 |
1.226 |
0.060 |
5.1% |
0.000 |
Volume |
3 |
25 |
22 |
733.3% |
15 |
|
Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.827 |
59.578 |
55.430 |
|
R3 |
58.827 |
57.578 |
54.880 |
|
R2 |
56.827 |
56.827 |
54.697 |
|
R1 |
55.578 |
55.578 |
54.513 |
55.203 |
PP |
54.827 |
54.827 |
54.827 |
54.639 |
S1 |
53.578 |
53.578 |
54.147 |
53.203 |
S2 |
52.827 |
52.827 |
53.963 |
|
S3 |
50.827 |
51.578 |
53.780 |
|
S4 |
48.827 |
49.578 |
53.230 |
|
|
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 |
56.075 |
53.000 |
3.075 |
5.7% |
1.435 |
2.6% |
43% |
True |
False |
8 |
10 |
59.260 |
53.000 |
6.260 |
11.5% |
0.718 |
1.3% |
21% |
False |
False |
4 |
20 |
66.120 |
53.000 |
13.120 |
24.1% |
0.359 |
0.7% |
10% |
False |
False |
2 |
40 |
67.460 |
53.000 |
14.460 |
26.6% |
0.179 |
0.3% |
9% |
False |
False |
1 |
60 |
67.460 |
53.000 |
14.460 |
26.6% |
0.120 |
0.2% |
9% |
False |
False |
|
80 |
67.460 |
53.000 |
14.460 |
26.6% |
0.090 |
0.2% |
9% |
False |
False |
|
100 |
76.080 |
53.000 |
23.080 |
42.5% |
0.072 |
0.1% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.575 |
2.618 |
61.311 |
1.618 |
59.311 |
1.000 |
58.075 |
0.618 |
57.311 |
HIGH |
56.075 |
0.618 |
55.311 |
0.500 |
55.075 |
0.382 |
54.839 |
LOW |
54.075 |
0.618 |
52.839 |
1.000 |
52.075 |
1.618 |
50.839 |
2.618 |
48.839 |
4.250 |
45.575 |
|
|
Fisher Pivots for day following 22-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
55.075 |
54.738 |
PP |
54.827 |
54.602 |
S1 |
54.578 |
54.466 |
|