NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
57.500 |
58.825 |
1.325 |
2.3% |
63.300 |
High |
58.325 |
58.950 |
0.625 |
1.1% |
63.650 |
Low |
57.125 |
58.400 |
1.275 |
2.2% |
57.125 |
Close |
58.350 |
58.380 |
0.030 |
0.1% |
58.350 |
Range |
1.200 |
0.550 |
-0.650 |
-54.2% |
6.525 |
ATR |
1.067 |
1.034 |
-0.033 |
-3.1% |
0.000 |
Volume |
23 |
31 |
8 |
34.8% |
95 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.227 |
59.853 |
58.683 |
|
R3 |
59.677 |
59.303 |
58.531 |
|
R2 |
59.127 |
59.127 |
58.481 |
|
R1 |
58.753 |
58.753 |
58.430 |
58.665 |
PP |
58.577 |
58.577 |
58.577 |
58.533 |
S1 |
58.203 |
58.203 |
58.330 |
58.115 |
S2 |
58.027 |
58.027 |
58.279 |
|
S3 |
57.477 |
57.653 |
58.229 |
|
S4 |
56.927 |
57.103 |
58.078 |
|
|
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% |
1.570 |
2.7% |
19% |
False |
False |
25 |
10 |
64.275 |
57.125 |
7.150 |
12.2% |
0.953 |
1.6% |
18% |
False |
False |
14 |
20 |
65.490 |
57.125 |
8.365 |
14.3% |
0.556 |
1.0% |
15% |
False |
False |
8 |
40 |
66.830 |
57.125 |
9.705 |
16.6% |
0.278 |
0.5% |
13% |
False |
False |
4 |
60 |
66.830 |
57.125 |
9.705 |
16.6% |
0.189 |
0.3% |
13% |
False |
False |
2 |
80 |
68.560 |
57.125 |
11.435 |
19.6% |
0.142 |
0.2% |
11% |
False |
False |
2 |
100 |
77.150 |
57.125 |
20.025 |
34.3% |
0.113 |
0.2% |
6% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.288 |
2.618 |
60.390 |
1.618 |
59.840 |
1.000 |
59.500 |
0.618 |
59.290 |
HIGH |
58.950 |
0.618 |
58.740 |
0.500 |
58.675 |
0.382 |
58.610 |
LOW |
58.400 |
0.618 |
58.060 |
1.000 |
57.850 |
1.618 |
57.510 |
2.618 |
56.960 |
4.250 |
56.063 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
58.675 |
58.713 |
PP |
58.577 |
58.602 |
S1 |
58.478 |
58.491 |
|