NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
60.100 |
57.500 |
-2.600 |
-4.3% |
63.300 |
High |
60.300 |
58.325 |
-1.975 |
-3.3% |
63.650 |
Low |
57.600 |
57.125 |
-0.475 |
-0.8% |
57.125 |
Close |
57.600 |
58.350 |
0.750 |
1.3% |
58.350 |
Range |
2.700 |
1.200 |
-1.500 |
-55.6% |
6.525 |
ATR |
1.057 |
1.067 |
0.010 |
1.0% |
0.000 |
Volume |
53 |
23 |
-30 |
-56.6% |
95 |
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.533 |
61.142 |
59.010 |
|
R3 |
60.333 |
59.942 |
58.680 |
|
R2 |
59.133 |
59.133 |
58.570 |
|
R1 |
58.742 |
58.742 |
58.460 |
58.938 |
PP |
57.933 |
57.933 |
57.933 |
58.031 |
S1 |
57.542 |
57.542 |
58.240 |
57.738 |
S2 |
56.733 |
56.733 |
58.130 |
|
S3 |
55.533 |
56.342 |
58.020 |
|
S4 |
54.333 |
55.142 |
57.690 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.283 |
75.342 |
61.939 |
|
R3 |
72.758 |
68.817 |
60.144 |
|
R2 |
66.233 |
66.233 |
59.546 |
|
R1 |
62.292 |
62.292 |
58.948 |
61.000 |
PP |
59.708 |
59.708 |
59.708 |
59.063 |
S1 |
55.767 |
55.767 |
57.752 |
54.475 |
S2 |
53.183 |
53.183 |
57.154 |
|
S3 |
46.658 |
49.242 |
56.556 |
|
S4 |
40.133 |
42.717 |
54.761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.650 |
57.125 |
6.525 |
11.2% |
1.645 |
2.8% |
19% |
False |
True |
19 |
10 |
65.100 |
57.125 |
7.975 |
13.7% |
0.963 |
1.6% |
15% |
False |
True |
12 |
20 |
65.490 |
57.125 |
8.365 |
14.3% |
0.529 |
0.9% |
15% |
False |
True |
6 |
40 |
66.830 |
57.125 |
9.705 |
16.6% |
0.264 |
0.5% |
13% |
False |
True |
3 |
60 |
66.830 |
57.125 |
9.705 |
16.6% |
0.180 |
0.3% |
13% |
False |
True |
2 |
80 |
68.560 |
57.125 |
11.435 |
19.6% |
0.135 |
0.2% |
11% |
False |
True |
1 |
100 |
77.790 |
57.125 |
20.665 |
35.4% |
0.108 |
0.2% |
6% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.425 |
2.618 |
61.467 |
1.618 |
60.267 |
1.000 |
59.525 |
0.618 |
59.067 |
HIGH |
58.325 |
0.618 |
57.867 |
0.500 |
57.725 |
0.382 |
57.583 |
LOW |
57.125 |
0.618 |
56.383 |
1.000 |
55.925 |
1.618 |
55.183 |
2.618 |
53.983 |
4.250 |
52.025 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
58.142 |
59.750 |
PP |
57.933 |
59.283 |
S1 |
57.725 |
58.817 |
|