NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
61.450 |
61.225 |
-0.225 |
-0.4% |
60.200 |
High |
61.975 |
61.225 |
-0.750 |
-1.2% |
61.975 |
Low |
60.725 |
58.975 |
-1.750 |
-2.9% |
58.925 |
Close |
61.330 |
59.370 |
-1.960 |
-3.2% |
61.330 |
Range |
1.250 |
2.250 |
1.000 |
80.0% |
3.050 |
ATR |
1.436 |
1.501 |
0.066 |
4.6% |
0.000 |
Volume |
58 |
73 |
15 |
25.9% |
184 |
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.607 |
65.238 |
60.608 |
|
R3 |
64.357 |
62.988 |
59.989 |
|
R2 |
62.107 |
62.107 |
59.783 |
|
R1 |
60.738 |
60.738 |
59.576 |
60.298 |
PP |
59.857 |
59.857 |
59.857 |
59.636 |
S1 |
58.488 |
58.488 |
59.164 |
58.048 |
S2 |
57.607 |
57.607 |
58.958 |
|
S3 |
55.357 |
56.238 |
58.751 |
|
S4 |
53.107 |
53.988 |
58.133 |
|
|
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 |
5.1% |
1.760 |
3.0% |
15% |
False |
False |
49 |
10 |
61.975 |
55.525 |
6.450 |
10.9% |
1.698 |
2.9% |
60% |
False |
False |
29 |
20 |
61.975 |
53.000 |
8.975 |
15.1% |
1.495 |
2.5% |
71% |
False |
False |
23 |
40 |
66.120 |
53.000 |
13.120 |
22.1% |
0.748 |
1.3% |
49% |
False |
False |
11 |
60 |
67.460 |
53.000 |
14.460 |
24.4% |
0.498 |
0.8% |
44% |
False |
False |
7 |
80 |
67.460 |
53.000 |
14.460 |
24.4% |
0.374 |
0.6% |
44% |
False |
False |
5 |
100 |
68.640 |
53.000 |
15.640 |
26.3% |
0.299 |
0.5% |
41% |
False |
False |
4 |
120 |
76.750 |
53.000 |
23.750 |
40.0% |
0.249 |
0.4% |
27% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.788 |
2.618 |
67.116 |
1.618 |
64.866 |
1.000 |
63.475 |
0.618 |
62.616 |
HIGH |
61.225 |
0.618 |
60.366 |
0.500 |
60.100 |
0.382 |
59.835 |
LOW |
58.975 |
0.618 |
57.585 |
1.000 |
56.725 |
1.618 |
55.335 |
2.618 |
53.085 |
4.250 |
49.413 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.100 |
60.463 |
PP |
59.857 |
60.098 |
S1 |
59.613 |
59.734 |
|