NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
56.450 |
57.400 |
0.950 |
1.7% |
54.900 |
High |
56.775 |
57.400 |
0.625 |
1.1% |
56.925 |
Low |
56.300 |
55.500 |
-0.800 |
-1.4% |
54.075 |
Close |
56.970 |
55.490 |
-1.480 |
-2.6% |
56.970 |
Range |
0.475 |
1.900 |
1.425 |
300.0% |
2.850 |
ATR |
1.198 |
1.249 |
0.050 |
4.2% |
0.000 |
Volume |
37 |
8 |
-29 |
-78.4% |
148 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.830 |
60.560 |
56.535 |
|
R3 |
59.930 |
58.660 |
56.013 |
|
R2 |
58.030 |
58.030 |
55.838 |
|
R1 |
56.760 |
56.760 |
55.664 |
56.445 |
PP |
56.130 |
56.130 |
56.130 |
55.973 |
S1 |
54.860 |
54.860 |
55.316 |
54.545 |
S2 |
54.230 |
54.230 |
55.142 |
|
S3 |
52.330 |
52.960 |
54.968 |
|
S4 |
50.430 |
51.060 |
54.445 |
|
|
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 |
57.400 |
54.550 |
2.850 |
5.1% |
1.150 |
2.1% |
33% |
True |
False |
26 |
10 |
57.400 |
53.000 |
4.400 |
7.9% |
1.293 |
2.3% |
57% |
True |
False |
17 |
20 |
63.950 |
53.000 |
10.950 |
19.7% |
0.646 |
1.2% |
23% |
False |
False |
8 |
40 |
67.460 |
53.000 |
14.460 |
26.1% |
0.323 |
0.6% |
17% |
False |
False |
4 |
60 |
67.460 |
53.000 |
14.460 |
26.1% |
0.215 |
0.4% |
17% |
False |
False |
2 |
80 |
67.460 |
53.000 |
14.460 |
26.1% |
0.162 |
0.3% |
17% |
False |
False |
2 |
100 |
73.740 |
53.000 |
20.740 |
37.4% |
0.129 |
0.2% |
12% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.475 |
2.618 |
62.374 |
1.618 |
60.474 |
1.000 |
59.300 |
0.618 |
58.574 |
HIGH |
57.400 |
0.618 |
56.674 |
0.500 |
56.450 |
0.382 |
56.226 |
LOW |
55.500 |
0.618 |
54.326 |
1.000 |
53.600 |
1.618 |
52.426 |
2.618 |
50.526 |
4.250 |
47.425 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.450 |
56.450 |
PP |
56.130 |
56.130 |
S1 |
55.810 |
55.810 |
|