NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 04-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2007 |
04-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
62.375 |
60.100 |
-2.275 |
-3.6% |
62.900 |
High |
62.375 |
60.300 |
-2.075 |
-3.3% |
63.200 |
Low |
59.925 |
57.600 |
-2.325 |
-3.9% |
62.275 |
Close |
60.340 |
57.600 |
-2.740 |
-4.5% |
63.260 |
Range |
2.450 |
2.700 |
0.250 |
10.2% |
0.925 |
ATR |
0.928 |
1.057 |
0.129 |
14.0% |
0.000 |
Volume |
7 |
53 |
46 |
657.1% |
7 |
|
Daily Pivots for day following 04-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.600 |
64.800 |
59.085 |
|
R3 |
63.900 |
62.100 |
58.343 |
|
R2 |
61.200 |
61.200 |
58.095 |
|
R1 |
59.400 |
59.400 |
57.848 |
58.950 |
PP |
58.500 |
58.500 |
58.500 |
58.275 |
S1 |
56.700 |
56.700 |
57.353 |
56.250 |
S2 |
55.800 |
55.800 |
57.105 |
|
S3 |
53.100 |
54.000 |
56.858 |
|
S4 |
50.400 |
51.300 |
56.115 |
|
|
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 |
57.600 |
6.050 |
10.5% |
1.405 |
2.4% |
0% |
False |
True |
15 |
10 |
65.400 |
57.600 |
7.800 |
13.5% |
0.870 |
1.5% |
0% |
False |
True |
10 |
20 |
65.490 |
57.600 |
7.890 |
13.7% |
0.469 |
0.8% |
0% |
False |
True |
5 |
40 |
66.830 |
57.600 |
9.230 |
16.0% |
0.234 |
0.4% |
0% |
False |
True |
2 |
60 |
66.830 |
57.600 |
9.230 |
16.0% |
0.160 |
0.3% |
0% |
False |
True |
1 |
80 |
69.990 |
57.600 |
12.390 |
21.5% |
0.120 |
0.2% |
0% |
False |
True |
1 |
100 |
78.650 |
57.600 |
21.050 |
36.5% |
0.096 |
0.2% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.775 |
2.618 |
67.369 |
1.618 |
64.669 |
1.000 |
63.000 |
0.618 |
61.969 |
HIGH |
60.300 |
0.618 |
59.269 |
0.500 |
58.950 |
0.382 |
58.631 |
LOW |
57.600 |
0.618 |
55.931 |
1.000 |
54.900 |
1.618 |
53.231 |
2.618 |
50.531 |
4.250 |
46.125 |
|
|
Fisher Pivots for day following 04-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
58.950 |
60.625 |
PP |
58.500 |
59.617 |
S1 |
58.050 |
58.608 |
|