NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 09-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
58.825 |
57.450 |
-1.375 |
-2.3% |
63.300 |
High |
58.950 |
57.850 |
-1.100 |
-1.9% |
63.650 |
Low |
58.400 |
56.200 |
-2.200 |
-3.8% |
57.125 |
Close |
58.380 |
57.790 |
-0.590 |
-1.0% |
58.350 |
Range |
0.550 |
1.650 |
1.100 |
200.0% |
6.525 |
ATR |
1.034 |
1.116 |
0.082 |
7.9% |
0.000 |
Volume |
31 |
55 |
24 |
77.4% |
95 |
|
Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.230 |
61.660 |
58.698 |
|
R3 |
60.580 |
60.010 |
58.244 |
|
R2 |
58.930 |
58.930 |
58.093 |
|
R1 |
58.360 |
58.360 |
57.941 |
58.645 |
PP |
57.280 |
57.280 |
57.280 |
57.423 |
S1 |
56.710 |
56.710 |
57.639 |
56.995 |
S2 |
55.630 |
55.630 |
57.488 |
|
S3 |
53.980 |
55.060 |
57.336 |
|
S4 |
52.330 |
53.410 |
56.883 |
|
|
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 |
62.375 |
56.200 |
6.175 |
10.7% |
1.710 |
3.0% |
26% |
False |
True |
33 |
10 |
63.650 |
56.200 |
7.450 |
12.9% |
1.118 |
1.9% |
21% |
False |
True |
18 |
20 |
65.490 |
56.200 |
9.290 |
16.1% |
0.639 |
1.1% |
17% |
False |
True |
10 |
40 |
66.830 |
56.200 |
10.630 |
18.4% |
0.319 |
0.6% |
15% |
False |
True |
5 |
60 |
66.830 |
56.200 |
10.630 |
18.4% |
0.216 |
0.4% |
15% |
False |
True |
3 |
80 |
68.200 |
56.200 |
12.000 |
20.8% |
0.162 |
0.3% |
13% |
False |
True |
2 |
100 |
76.570 |
56.200 |
20.370 |
35.2% |
0.130 |
0.2% |
8% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.863 |
2.618 |
62.170 |
1.618 |
60.520 |
1.000 |
59.500 |
0.618 |
58.870 |
HIGH |
57.850 |
0.618 |
57.220 |
0.500 |
57.025 |
0.382 |
56.830 |
LOW |
56.200 |
0.618 |
55.180 |
1.000 |
54.550 |
1.618 |
53.530 |
2.618 |
51.880 |
4.250 |
49.188 |
|
|
Fisher Pivots for day following 09-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
57.535 |
57.718 |
PP |
57.280 |
57.647 |
S1 |
57.025 |
57.575 |
|