NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.200 |
60.375 |
0.175 |
0.3% |
57.400 |
High |
61.225 |
61.150 |
-0.075 |
-0.1% |
60.575 |
Low |
60.075 |
59.900 |
-0.175 |
-0.3% |
55.500 |
Close |
60.190 |
60.100 |
-0.090 |
-0.1% |
60.480 |
Range |
1.150 |
1.250 |
0.100 |
8.7% |
5.075 |
ATR |
1.366 |
1.357 |
-0.008 |
-0.6% |
0.000 |
Volume |
8 |
33 |
25 |
312.5% |
48 |
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.133 |
63.367 |
60.788 |
|
R3 |
62.883 |
62.117 |
60.444 |
|
R2 |
61.633 |
61.633 |
60.329 |
|
R1 |
60.867 |
60.867 |
60.215 |
60.625 |
PP |
60.383 |
60.383 |
60.383 |
60.263 |
S1 |
59.617 |
59.617 |
59.985 |
59.375 |
S2 |
59.133 |
59.133 |
59.871 |
|
S3 |
57.883 |
58.367 |
59.756 |
|
S4 |
56.633 |
57.117 |
59.413 |
|
|
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 |
57.650 |
3.575 |
5.9% |
1.345 |
2.2% |
69% |
False |
False |
14 |
10 |
61.225 |
55.500 |
5.725 |
9.5% |
1.423 |
2.4% |
80% |
False |
False |
20 |
20 |
61.225 |
53.000 |
8.225 |
13.7% |
1.118 |
1.9% |
86% |
False |
False |
12 |
40 |
66.120 |
53.000 |
13.120 |
21.8% |
0.559 |
0.9% |
54% |
False |
False |
6 |
60 |
67.460 |
53.000 |
14.460 |
24.1% |
0.373 |
0.6% |
49% |
False |
False |
4 |
80 |
67.460 |
53.000 |
14.460 |
24.1% |
0.279 |
0.5% |
49% |
False |
False |
3 |
100 |
68.950 |
53.000 |
15.950 |
26.5% |
0.224 |
0.4% |
45% |
False |
False |
2 |
120 |
77.950 |
53.000 |
24.950 |
41.5% |
0.186 |
0.3% |
28% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.463 |
2.618 |
64.423 |
1.618 |
63.173 |
1.000 |
62.400 |
0.618 |
61.923 |
HIGH |
61.150 |
0.618 |
60.673 |
0.500 |
60.525 |
0.382 |
60.378 |
LOW |
59.900 |
0.618 |
59.128 |
1.000 |
58.650 |
1.618 |
57.878 |
2.618 |
56.628 |
4.250 |
54.588 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.525 |
60.088 |
PP |
60.383 |
60.075 |
S1 |
60.242 |
60.063 |
|