NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
56.700 |
56.450 |
-0.250 |
-0.4% |
54.900 |
High |
56.925 |
56.775 |
-0.150 |
-0.3% |
56.925 |
Low |
55.850 |
56.300 |
0.450 |
0.8% |
54.075 |
Close |
55.860 |
56.970 |
1.110 |
2.0% |
56.970 |
Range |
1.075 |
0.475 |
-0.600 |
-55.8% |
2.850 |
ATR |
1.220 |
1.198 |
-0.022 |
-1.8% |
0.000 |
Volume |
69 |
37 |
-32 |
-46.4% |
148 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.107 |
58.013 |
57.231 |
|
R3 |
57.632 |
57.538 |
57.101 |
|
R2 |
57.157 |
57.157 |
57.057 |
|
R1 |
57.063 |
57.063 |
57.014 |
57.110 |
PP |
56.682 |
56.682 |
56.682 |
56.705 |
S1 |
56.588 |
56.588 |
56.926 |
56.635 |
S2 |
56.207 |
56.207 |
56.883 |
|
S3 |
55.732 |
56.113 |
56.839 |
|
S4 |
55.257 |
55.638 |
56.709 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.540 |
63.605 |
58.538 |
|
R3 |
61.690 |
60.755 |
57.754 |
|
R2 |
58.840 |
58.840 |
57.493 |
|
R1 |
57.905 |
57.905 |
57.231 |
58.373 |
PP |
55.990 |
55.990 |
55.990 |
56.224 |
S1 |
55.055 |
55.055 |
56.709 |
55.523 |
S2 |
53.140 |
53.140 |
56.448 |
|
S3 |
50.290 |
52.205 |
56.186 |
|
S4 |
47.440 |
49.355 |
55.403 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.925 |
54.075 |
2.850 |
5.0% |
1.170 |
2.1% |
102% |
False |
False |
29 |
10 |
56.925 |
53.000 |
3.925 |
6.9% |
1.103 |
1.9% |
101% |
False |
False |
16 |
20 |
63.950 |
53.000 |
10.950 |
19.2% |
0.551 |
1.0% |
36% |
False |
False |
8 |
40 |
67.460 |
53.000 |
14.460 |
25.4% |
0.276 |
0.5% |
27% |
False |
False |
4 |
60 |
67.460 |
53.000 |
14.460 |
25.4% |
0.184 |
0.3% |
27% |
False |
False |
2 |
80 |
67.460 |
53.000 |
14.460 |
25.4% |
0.138 |
0.2% |
27% |
False |
False |
2 |
100 |
74.770 |
53.000 |
21.770 |
38.2% |
0.110 |
0.2% |
18% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.794 |
2.618 |
58.019 |
1.618 |
57.544 |
1.000 |
57.250 |
0.618 |
57.069 |
HIGH |
56.775 |
0.618 |
56.594 |
0.500 |
56.538 |
0.382 |
56.481 |
LOW |
56.300 |
0.618 |
56.006 |
1.000 |
55.825 |
1.618 |
55.531 |
2.618 |
55.056 |
4.250 |
54.281 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.826 |
56.730 |
PP |
56.682 |
56.490 |
S1 |
56.538 |
56.250 |
|