NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 05-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.025 |
60.200 |
1.175 |
2.0% |
57.400 |
High |
60.575 |
61.225 |
0.650 |
1.1% |
60.575 |
Low |
58.900 |
60.075 |
1.175 |
2.0% |
55.500 |
Close |
60.480 |
60.190 |
-0.290 |
-0.5% |
60.480 |
Range |
1.675 |
1.150 |
-0.525 |
-31.3% |
5.075 |
ATR |
1.382 |
1.366 |
-0.017 |
-1.2% |
0.000 |
Volume |
6 |
8 |
2 |
33.3% |
48 |
|
Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.947 |
63.218 |
60.823 |
|
R3 |
62.797 |
62.068 |
60.506 |
|
R2 |
61.647 |
61.647 |
60.401 |
|
R1 |
60.918 |
60.918 |
60.295 |
60.708 |
PP |
60.497 |
60.497 |
60.497 |
60.391 |
S1 |
59.768 |
59.768 |
60.085 |
59.558 |
S2 |
59.347 |
59.347 |
59.979 |
|
S3 |
58.197 |
58.618 |
59.874 |
|
S4 |
57.047 |
57.468 |
59.558 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.077 |
72.353 |
63.271 |
|
R3 |
69.002 |
67.278 |
61.876 |
|
R2 |
63.927 |
63.927 |
61.410 |
|
R1 |
62.203 |
62.203 |
60.945 |
63.065 |
PP |
58.852 |
58.852 |
58.852 |
59.283 |
S1 |
57.128 |
57.128 |
60.015 |
57.990 |
S2 |
53.777 |
53.777 |
59.550 |
|
S3 |
48.702 |
52.053 |
59.084 |
|
S4 |
43.627 |
46.978 |
57.689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.225 |
55.525 |
5.700 |
9.5% |
1.635 |
2.7% |
82% |
True |
False |
9 |
10 |
61.225 |
54.550 |
6.675 |
11.1% |
1.393 |
2.3% |
84% |
True |
False |
17 |
20 |
61.225 |
53.000 |
8.225 |
13.7% |
1.055 |
1.8% |
87% |
True |
False |
11 |
40 |
66.120 |
53.000 |
13.120 |
21.8% |
0.528 |
0.9% |
55% |
False |
False |
5 |
60 |
67.460 |
53.000 |
14.460 |
24.0% |
0.352 |
0.6% |
50% |
False |
False |
3 |
80 |
67.460 |
53.000 |
14.460 |
24.0% |
0.264 |
0.4% |
50% |
False |
False |
2 |
100 |
70.360 |
53.000 |
17.360 |
28.8% |
0.211 |
0.4% |
41% |
False |
False |
2 |
120 |
78.790 |
53.000 |
25.790 |
42.8% |
0.176 |
0.3% |
28% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.113 |
2.618 |
64.236 |
1.618 |
63.086 |
1.000 |
62.375 |
0.618 |
61.936 |
HIGH |
61.225 |
0.618 |
60.786 |
0.500 |
60.650 |
0.382 |
60.514 |
LOW |
60.075 |
0.618 |
59.364 |
1.000 |
58.925 |
1.618 |
58.214 |
2.618 |
57.064 |
4.250 |
55.188 |
|
|
Fisher Pivots for day following 05-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.650 |
60.148 |
PP |
60.497 |
60.105 |
S1 |
60.343 |
60.063 |
|