NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.550 |
56.350 |
1.800 |
3.3% |
55.000 |
High |
55.500 |
56.925 |
1.425 |
2.6% |
55.550 |
Low |
54.550 |
55.575 |
1.025 |
1.9% |
53.000 |
Close |
56.610 |
56.850 |
0.240 |
0.4% |
55.040 |
Range |
0.950 |
1.350 |
0.400 |
42.1% |
2.550 |
ATR |
1.222 |
1.231 |
0.009 |
0.7% |
0.000 |
Volume |
11 |
6 |
-5 |
-45.5% |
15 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.500 |
60.025 |
57.593 |
|
R3 |
59.150 |
58.675 |
57.221 |
|
R2 |
57.800 |
57.800 |
57.098 |
|
R1 |
57.325 |
57.325 |
56.974 |
57.563 |
PP |
56.450 |
56.450 |
56.450 |
56.569 |
S1 |
55.975 |
55.975 |
56.726 |
56.213 |
S2 |
55.100 |
55.100 |
56.603 |
|
S3 |
53.750 |
54.625 |
56.479 |
|
S4 |
52.400 |
53.275 |
56.108 |
|
|
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 |
56.925 |
53.400 |
3.525 |
6.2% |
1.385 |
2.4% |
98% |
True |
False |
10 |
10 |
56.925 |
53.000 |
3.925 |
6.9% |
0.948 |
1.7% |
98% |
True |
False |
6 |
20 |
65.110 |
53.000 |
12.110 |
21.3% |
0.474 |
0.8% |
32% |
False |
False |
3 |
40 |
67.460 |
53.000 |
14.460 |
25.4% |
0.237 |
0.4% |
27% |
False |
False |
1 |
60 |
67.460 |
53.000 |
14.460 |
25.4% |
0.158 |
0.3% |
27% |
False |
False |
1 |
80 |
67.460 |
53.000 |
14.460 |
25.4% |
0.118 |
0.2% |
27% |
False |
False |
|
100 |
74.770 |
53.000 |
21.770 |
38.3% |
0.095 |
0.2% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.663 |
2.618 |
60.459 |
1.618 |
59.109 |
1.000 |
58.275 |
0.618 |
57.759 |
HIGH |
56.925 |
0.618 |
56.409 |
0.500 |
56.250 |
0.382 |
56.091 |
LOW |
55.575 |
0.618 |
54.741 |
1.000 |
54.225 |
1.618 |
53.391 |
2.618 |
52.041 |
4.250 |
49.838 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.650 |
56.400 |
PP |
56.450 |
55.950 |
S1 |
56.250 |
55.500 |
|