NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
57.975 |
59.500 |
1.525 |
2.6% |
54.900 |
High |
59.475 |
60.125 |
0.650 |
1.1% |
56.925 |
Low |
57.650 |
59.300 |
1.650 |
2.9% |
54.075 |
Close |
59.540 |
58.750 |
-0.790 |
-1.3% |
56.970 |
Range |
1.825 |
0.825 |
-1.000 |
-54.8% |
2.850 |
ATR |
1.388 |
1.348 |
-0.040 |
-2.9% |
0.000 |
Volume |
8 |
18 |
10 |
125.0% |
148 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.867 |
61.133 |
59.204 |
|
R3 |
61.042 |
60.308 |
58.977 |
|
R2 |
60.217 |
60.217 |
58.901 |
|
R1 |
59.483 |
59.483 |
58.826 |
59.438 |
PP |
59.392 |
59.392 |
59.392 |
59.369 |
S1 |
58.658 |
58.658 |
58.674 |
58.613 |
S2 |
58.567 |
58.567 |
58.599 |
|
S3 |
57.742 |
57.833 |
58.523 |
|
S4 |
56.917 |
57.008 |
58.296 |
|
|
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 |
60.125 |
55.500 |
4.625 |
7.9% |
1.545 |
2.6% |
70% |
True |
False |
15 |
10 |
60.125 |
53.800 |
6.325 |
10.8% |
1.430 |
2.4% |
78% |
True |
False |
19 |
20 |
60.125 |
53.000 |
7.125 |
12.1% |
0.914 |
1.6% |
81% |
True |
False |
10 |
40 |
66.650 |
53.000 |
13.650 |
23.2% |
0.457 |
0.8% |
42% |
False |
False |
5 |
60 |
67.460 |
53.000 |
14.460 |
24.6% |
0.305 |
0.5% |
40% |
False |
False |
3 |
80 |
67.460 |
53.000 |
14.460 |
24.6% |
0.228 |
0.4% |
40% |
False |
False |
2 |
100 |
72.220 |
53.000 |
19.220 |
32.7% |
0.183 |
0.3% |
30% |
False |
False |
2 |
120 |
79.630 |
53.000 |
26.630 |
45.3% |
0.152 |
0.3% |
22% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.631 |
2.618 |
62.285 |
1.618 |
61.460 |
1.000 |
60.950 |
0.618 |
60.635 |
HIGH |
60.125 |
0.618 |
59.810 |
0.500 |
59.713 |
0.382 |
59.615 |
LOW |
59.300 |
0.618 |
58.790 |
1.000 |
58.475 |
1.618 |
57.965 |
2.618 |
57.140 |
4.250 |
55.794 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.713 |
58.442 |
PP |
59.392 |
58.133 |
S1 |
59.071 |
57.825 |
|