NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 07-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.375 |
60.350 |
-0.025 |
0.0% |
57.400 |
High |
61.150 |
60.800 |
-0.350 |
-0.6% |
60.575 |
Low |
59.900 |
58.925 |
-0.975 |
-1.6% |
55.500 |
Close |
60.100 |
59.030 |
-1.070 |
-1.8% |
60.480 |
Range |
1.250 |
1.875 |
0.625 |
50.0% |
5.075 |
ATR |
1.357 |
1.394 |
0.037 |
2.7% |
0.000 |
Volume |
33 |
34 |
1 |
3.0% |
48 |
|
Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.210 |
63.995 |
60.061 |
|
R3 |
63.335 |
62.120 |
59.546 |
|
R2 |
61.460 |
61.460 |
59.374 |
|
R1 |
60.245 |
60.245 |
59.202 |
59.915 |
PP |
59.585 |
59.585 |
59.585 |
59.420 |
S1 |
58.370 |
58.370 |
58.858 |
58.040 |
S2 |
57.710 |
57.710 |
58.686 |
|
S3 |
55.835 |
56.495 |
58.514 |
|
S4 |
53.960 |
54.620 |
57.999 |
|
|
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 |
58.900 |
2.325 |
3.9% |
1.355 |
2.3% |
6% |
False |
False |
19 |
10 |
61.225 |
55.500 |
5.725 |
9.7% |
1.475 |
2.5% |
62% |
False |
False |
22 |
20 |
61.225 |
53.000 |
8.225 |
13.9% |
1.211 |
2.1% |
73% |
False |
False |
14 |
40 |
66.120 |
53.000 |
13.120 |
22.2% |
0.606 |
1.0% |
46% |
False |
False |
7 |
60 |
67.460 |
53.000 |
14.460 |
24.5% |
0.404 |
0.7% |
42% |
False |
False |
4 |
80 |
67.460 |
53.000 |
14.460 |
24.5% |
0.303 |
0.5% |
42% |
False |
False |
3 |
100 |
68.950 |
53.000 |
15.950 |
27.0% |
0.242 |
0.4% |
38% |
False |
False |
2 |
120 |
77.300 |
53.000 |
24.300 |
41.2% |
0.202 |
0.3% |
25% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.769 |
2.618 |
65.709 |
1.618 |
63.834 |
1.000 |
62.675 |
0.618 |
61.959 |
HIGH |
60.800 |
0.618 |
60.084 |
0.500 |
59.863 |
0.382 |
59.641 |
LOW |
58.925 |
0.618 |
57.766 |
1.000 |
57.050 |
1.618 |
55.891 |
2.618 |
54.016 |
4.250 |
50.956 |
|
|
Fisher Pivots for day following 07-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.863 |
60.075 |
PP |
59.585 |
59.727 |
S1 |
59.308 |
59.378 |
|