NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.900 |
54.550 |
-0.350 |
-0.6% |
55.000 |
High |
56.075 |
55.500 |
-0.575 |
-1.0% |
55.550 |
Low |
54.075 |
54.550 |
0.475 |
0.9% |
53.000 |
Close |
54.330 |
56.610 |
2.280 |
4.2% |
55.040 |
Range |
2.000 |
0.950 |
-1.050 |
-52.5% |
2.550 |
ATR |
1.226 |
1.222 |
-0.004 |
-0.3% |
0.000 |
Volume |
25 |
11 |
-14 |
-56.0% |
15 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.403 |
58.457 |
57.133 |
|
R3 |
57.453 |
57.507 |
56.871 |
|
R2 |
56.503 |
56.503 |
56.784 |
|
R1 |
56.557 |
56.557 |
56.697 |
56.530 |
PP |
55.553 |
55.553 |
55.553 |
55.540 |
S1 |
55.607 |
55.607 |
56.523 |
55.580 |
S2 |
54.603 |
54.603 |
56.436 |
|
S3 |
53.653 |
54.657 |
56.349 |
|
S4 |
52.703 |
53.707 |
56.088 |
|
|
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 |
53.400 |
2.675 |
4.7% |
1.115 |
2.0% |
120% |
False |
False |
9 |
10 |
57.500 |
53.000 |
4.500 |
7.9% |
0.813 |
1.4% |
80% |
False |
False |
5 |
20 |
65.360 |
53.000 |
12.360 |
21.8% |
0.406 |
0.7% |
29% |
False |
False |
2 |
40 |
67.460 |
53.000 |
14.460 |
25.5% |
0.203 |
0.4% |
25% |
False |
False |
1 |
60 |
67.460 |
53.000 |
14.460 |
25.5% |
0.135 |
0.2% |
25% |
False |
False |
|
80 |
67.460 |
53.000 |
14.460 |
25.5% |
0.102 |
0.2% |
25% |
False |
False |
|
100 |
74.840 |
53.000 |
21.840 |
38.6% |
0.081 |
0.1% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.538 |
2.618 |
57.987 |
1.618 |
57.037 |
1.000 |
56.450 |
0.618 |
56.087 |
HIGH |
55.500 |
0.618 |
55.137 |
0.500 |
55.025 |
0.382 |
54.913 |
LOW |
54.550 |
0.618 |
53.963 |
1.000 |
53.600 |
1.618 |
53.013 |
2.618 |
52.063 |
4.250 |
50.513 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.082 |
56.053 |
PP |
55.553 |
55.495 |
S1 |
55.025 |
54.938 |
|