NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
57.400 |
55.600 |
-1.800 |
-3.1% |
54.900 |
High |
57.400 |
58.225 |
0.825 |
1.4% |
56.925 |
Low |
55.500 |
55.525 |
0.025 |
0.0% |
54.075 |
Close |
55.490 |
58.330 |
2.840 |
5.1% |
56.970 |
Range |
1.900 |
2.700 |
0.800 |
42.1% |
2.850 |
ATR |
1.249 |
1.355 |
0.106 |
8.5% |
0.000 |
Volume |
8 |
8 |
0 |
0.0% |
148 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.460 |
64.595 |
59.815 |
|
R3 |
62.760 |
61.895 |
59.073 |
|
R2 |
60.060 |
60.060 |
58.825 |
|
R1 |
59.195 |
59.195 |
58.578 |
59.628 |
PP |
57.360 |
57.360 |
57.360 |
57.576 |
S1 |
56.495 |
56.495 |
58.083 |
56.928 |
S2 |
54.660 |
54.660 |
57.835 |
|
S3 |
51.960 |
53.795 |
57.588 |
|
S4 |
49.260 |
51.095 |
56.845 |
|
|
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 |
58.225 |
55.500 |
2.725 |
4.7% |
1.500 |
2.6% |
104% |
True |
False |
25 |
10 |
58.225 |
53.400 |
4.825 |
8.3% |
1.308 |
2.2% |
102% |
True |
False |
17 |
20 |
63.950 |
53.000 |
10.950 |
18.8% |
0.781 |
1.3% |
49% |
False |
False |
9 |
40 |
67.460 |
53.000 |
14.460 |
24.8% |
0.391 |
0.7% |
37% |
False |
False |
4 |
60 |
67.460 |
53.000 |
14.460 |
24.8% |
0.260 |
0.4% |
37% |
False |
False |
3 |
80 |
67.460 |
53.000 |
14.460 |
24.8% |
0.195 |
0.3% |
37% |
False |
False |
2 |
100 |
73.360 |
53.000 |
20.360 |
34.9% |
0.156 |
0.3% |
26% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.700 |
2.618 |
65.294 |
1.618 |
62.594 |
1.000 |
60.925 |
0.618 |
59.894 |
HIGH |
58.225 |
0.618 |
57.194 |
0.500 |
56.875 |
0.382 |
56.556 |
LOW |
55.525 |
0.618 |
53.856 |
1.000 |
52.825 |
1.618 |
51.156 |
2.618 |
48.456 |
4.250 |
44.050 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
57.845 |
57.841 |
PP |
57.360 |
57.352 |
S1 |
56.875 |
56.863 |
|