NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
56.350 |
56.700 |
0.350 |
0.6% |
55.000 |
High |
56.925 |
56.925 |
0.000 |
0.0% |
55.550 |
Low |
55.575 |
55.850 |
0.275 |
0.5% |
53.000 |
Close |
56.850 |
55.860 |
-0.990 |
-1.7% |
55.040 |
Range |
1.350 |
1.075 |
-0.275 |
-20.4% |
2.550 |
ATR |
1.231 |
1.220 |
-0.011 |
-0.9% |
0.000 |
Volume |
6 |
69 |
63 |
1,050.0% |
15 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.437 |
58.723 |
56.451 |
|
R3 |
58.362 |
57.648 |
56.156 |
|
R2 |
57.287 |
57.287 |
56.057 |
|
R1 |
56.573 |
56.573 |
55.959 |
56.393 |
PP |
56.212 |
56.212 |
56.212 |
56.121 |
S1 |
55.498 |
55.498 |
55.761 |
55.318 |
S2 |
55.137 |
55.137 |
55.663 |
|
S3 |
54.062 |
54.423 |
55.564 |
|
S4 |
52.987 |
53.348 |
55.269 |
|
|
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 |
53.800 |
3.125 |
5.6% |
1.315 |
2.4% |
66% |
True |
False |
22 |
10 |
56.925 |
53.000 |
3.925 |
7.0% |
1.055 |
1.9% |
73% |
True |
False |
12 |
20 |
63.950 |
53.000 |
10.950 |
19.6% |
0.528 |
0.9% |
26% |
False |
False |
6 |
40 |
67.460 |
53.000 |
14.460 |
25.9% |
0.264 |
0.5% |
20% |
False |
False |
3 |
60 |
67.460 |
53.000 |
14.460 |
25.9% |
0.176 |
0.3% |
20% |
False |
False |
2 |
80 |
67.460 |
53.000 |
14.460 |
25.9% |
0.132 |
0.2% |
20% |
False |
False |
1 |
100 |
74.770 |
53.000 |
21.770 |
39.0% |
0.106 |
0.2% |
13% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.494 |
2.618 |
59.739 |
1.618 |
58.664 |
1.000 |
58.000 |
0.618 |
57.589 |
HIGH |
56.925 |
0.618 |
56.514 |
0.500 |
56.388 |
0.382 |
56.261 |
LOW |
55.850 |
0.618 |
55.186 |
1.000 |
54.775 |
1.618 |
54.111 |
2.618 |
53.036 |
4.250 |
51.281 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.388 |
55.819 |
PP |
56.212 |
55.778 |
S1 |
56.036 |
55.738 |
|