NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 03-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
63.300 |
62.375 |
-0.925 |
-1.5% |
62.900 |
High |
63.650 |
62.375 |
-1.275 |
-2.0% |
63.200 |
Low |
62.700 |
59.925 |
-2.775 |
-4.4% |
62.275 |
Close |
63.260 |
60.340 |
-2.920 |
-4.6% |
63.260 |
Range |
0.950 |
2.450 |
1.500 |
157.9% |
0.925 |
ATR |
0.743 |
0.928 |
0.185 |
24.9% |
0.000 |
Volume |
12 |
7 |
-5 |
-41.7% |
7 |
|
Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.230 |
66.735 |
61.688 |
|
R3 |
65.780 |
64.285 |
61.014 |
|
R2 |
63.330 |
63.330 |
60.789 |
|
R1 |
61.835 |
61.835 |
60.565 |
61.358 |
PP |
60.880 |
60.880 |
60.880 |
60.641 |
S1 |
59.385 |
59.385 |
60.115 |
58.908 |
S2 |
58.430 |
58.430 |
59.891 |
|
S3 |
55.980 |
56.935 |
59.666 |
|
S4 |
53.530 |
54.485 |
58.993 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.687 |
65.398 |
63.769 |
|
R3 |
64.762 |
64.473 |
63.514 |
|
R2 |
63.837 |
63.837 |
63.430 |
|
R1 |
63.548 |
63.548 |
63.345 |
63.693 |
PP |
62.912 |
62.912 |
62.912 |
62.984 |
S1 |
62.623 |
62.623 |
63.175 |
62.768 |
S2 |
61.987 |
61.987 |
63.090 |
|
S3 |
61.062 |
61.698 |
63.006 |
|
S4 |
60.137 |
60.773 |
62.751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.650 |
59.925 |
3.725 |
6.2% |
0.960 |
1.6% |
11% |
False |
True |
5 |
10 |
65.400 |
59.925 |
5.475 |
9.1% |
0.668 |
1.1% |
8% |
False |
True |
5 |
20 |
65.790 |
59.925 |
5.865 |
9.7% |
0.334 |
0.6% |
7% |
False |
True |
2 |
40 |
66.830 |
59.925 |
6.905 |
11.4% |
0.167 |
0.3% |
6% |
False |
True |
1 |
60 |
66.830 |
59.925 |
6.905 |
11.4% |
0.115 |
0.2% |
6% |
False |
True |
1 |
80 |
70.830 |
59.925 |
10.905 |
18.1% |
0.086 |
0.1% |
4% |
False |
True |
|
100 |
78.650 |
59.925 |
18.725 |
31.0% |
0.069 |
0.1% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.788 |
2.618 |
68.789 |
1.618 |
66.339 |
1.000 |
64.825 |
0.618 |
63.889 |
HIGH |
62.375 |
0.618 |
61.439 |
0.500 |
61.150 |
0.382 |
60.861 |
LOW |
59.925 |
0.618 |
58.411 |
1.000 |
57.475 |
1.618 |
55.961 |
2.618 |
53.511 |
4.250 |
49.513 |
|
|
Fisher Pivots for day following 03-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
61.150 |
61.788 |
PP |
60.880 |
61.305 |
S1 |
60.610 |
60.823 |
|