NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
55.600 |
57.975 |
2.375 |
4.3% |
54.900 |
High |
58.225 |
59.475 |
1.250 |
2.1% |
56.925 |
Low |
55.525 |
57.650 |
2.125 |
3.8% |
54.075 |
Close |
58.330 |
59.540 |
1.210 |
2.1% |
56.970 |
Range |
2.700 |
1.825 |
-0.875 |
-32.4% |
2.850 |
ATR |
1.355 |
1.388 |
0.034 |
2.5% |
0.000 |
Volume |
8 |
8 |
0 |
0.0% |
148 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.363 |
63.777 |
60.544 |
|
R3 |
62.538 |
61.952 |
60.042 |
|
R2 |
60.713 |
60.713 |
59.875 |
|
R1 |
60.127 |
60.127 |
59.707 |
60.420 |
PP |
58.888 |
58.888 |
58.888 |
59.035 |
S1 |
58.302 |
58.302 |
59.373 |
58.595 |
S2 |
57.063 |
57.063 |
59.205 |
|
S3 |
55.238 |
56.477 |
59.038 |
|
S4 |
53.413 |
54.652 |
58.536 |
|
|
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 |
59.475 |
55.500 |
3.975 |
6.7% |
1.595 |
2.7% |
102% |
True |
False |
26 |
10 |
59.475 |
53.400 |
6.075 |
10.2% |
1.490 |
2.5% |
101% |
True |
False |
18 |
20 |
61.050 |
53.000 |
8.050 |
13.5% |
0.873 |
1.5% |
81% |
False |
False |
9 |
40 |
67.460 |
53.000 |
14.460 |
24.3% |
0.436 |
0.7% |
45% |
False |
False |
4 |
60 |
67.460 |
53.000 |
14.460 |
24.3% |
0.291 |
0.5% |
45% |
False |
False |
3 |
80 |
67.460 |
53.000 |
14.460 |
24.3% |
0.218 |
0.4% |
45% |
False |
False |
2 |
100 |
72.360 |
53.000 |
19.360 |
32.5% |
0.175 |
0.3% |
34% |
False |
False |
1 |
120 |
79.920 |
53.000 |
26.920 |
45.2% |
0.145 |
0.2% |
24% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.231 |
2.618 |
64.253 |
1.618 |
62.428 |
1.000 |
61.300 |
0.618 |
60.603 |
HIGH |
59.475 |
0.618 |
58.778 |
0.500 |
58.563 |
0.382 |
58.347 |
LOW |
57.650 |
0.618 |
56.522 |
1.000 |
55.825 |
1.618 |
54.697 |
2.618 |
52.872 |
4.250 |
49.894 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
59.214 |
58.856 |
PP |
58.888 |
58.172 |
S1 |
58.563 |
57.488 |
|