NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 09-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.325 |
61.450 |
2.125 |
3.6% |
60.200 |
High |
61.125 |
61.975 |
0.850 |
1.4% |
61.975 |
Low |
58.950 |
60.725 |
1.775 |
3.0% |
58.925 |
Close |
61.130 |
61.330 |
0.200 |
0.3% |
61.330 |
Range |
2.175 |
1.250 |
-0.925 |
-42.5% |
3.050 |
ATR |
1.450 |
1.436 |
-0.014 |
-1.0% |
0.000 |
Volume |
51 |
58 |
7 |
13.7% |
184 |
|
Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.093 |
64.462 |
62.018 |
|
R3 |
63.843 |
63.212 |
61.674 |
|
R2 |
62.593 |
62.593 |
61.559 |
|
R1 |
61.962 |
61.962 |
61.445 |
61.653 |
PP |
61.343 |
61.343 |
61.343 |
61.189 |
S1 |
60.712 |
60.712 |
61.215 |
60.403 |
S2 |
60.093 |
60.093 |
61.101 |
|
S3 |
58.843 |
59.462 |
60.986 |
|
S4 |
57.593 |
58.212 |
60.643 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.893 |
68.662 |
63.008 |
|
R3 |
66.843 |
65.612 |
62.169 |
|
R2 |
63.793 |
63.793 |
61.889 |
|
R1 |
62.562 |
62.562 |
61.610 |
63.178 |
PP |
60.743 |
60.743 |
60.743 |
61.051 |
S1 |
59.512 |
59.512 |
61.050 |
60.128 |
S2 |
57.693 |
57.693 |
60.771 |
|
S3 |
54.643 |
56.462 |
60.491 |
|
S4 |
51.593 |
53.412 |
59.653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.975 |
58.925 |
3.050 |
5.0% |
1.540 |
2.5% |
79% |
True |
False |
36 |
10 |
61.975 |
55.500 |
6.475 |
10.6% |
1.663 |
2.7% |
90% |
True |
False |
23 |
20 |
61.975 |
53.000 |
8.975 |
14.6% |
1.383 |
2.3% |
93% |
True |
False |
19 |
40 |
66.120 |
53.000 |
13.120 |
21.4% |
0.691 |
1.1% |
63% |
False |
False |
9 |
60 |
67.460 |
53.000 |
14.460 |
23.6% |
0.461 |
0.8% |
58% |
False |
False |
6 |
80 |
67.460 |
53.000 |
14.460 |
23.6% |
0.346 |
0.6% |
58% |
False |
False |
4 |
100 |
68.640 |
53.000 |
15.640 |
25.5% |
0.277 |
0.5% |
53% |
False |
False |
3 |
120 |
76.750 |
53.000 |
23.750 |
38.7% |
0.230 |
0.4% |
35% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.288 |
2.618 |
65.248 |
1.618 |
63.998 |
1.000 |
63.225 |
0.618 |
62.748 |
HIGH |
61.975 |
0.618 |
61.498 |
0.500 |
61.350 |
0.382 |
61.203 |
LOW |
60.725 |
0.618 |
59.953 |
1.000 |
59.475 |
1.618 |
58.703 |
2.618 |
57.453 |
4.250 |
55.413 |
|
|
Fisher Pivots for day following 09-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
61.350 |
61.037 |
PP |
61.343 |
60.743 |
S1 |
61.337 |
60.450 |
|