NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
57.450 |
57.375 |
-0.075 |
-0.1% |
63.300 |
High |
57.850 |
57.375 |
-0.475 |
-0.8% |
63.650 |
Low |
56.200 |
55.400 |
-0.800 |
-1.4% |
57.125 |
Close |
57.790 |
55.880 |
-1.910 |
-3.3% |
58.350 |
Range |
1.650 |
1.975 |
0.325 |
19.7% |
6.525 |
ATR |
1.116 |
1.207 |
0.091 |
8.2% |
0.000 |
Volume |
55 |
35 |
-20 |
-36.4% |
95 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.143 |
60.987 |
56.966 |
|
R3 |
60.168 |
59.012 |
56.423 |
|
R2 |
58.193 |
58.193 |
56.242 |
|
R1 |
57.037 |
57.037 |
56.061 |
56.628 |
PP |
56.218 |
56.218 |
56.218 |
56.014 |
S1 |
55.062 |
55.062 |
55.699 |
54.653 |
S2 |
54.243 |
54.243 |
55.518 |
|
S3 |
52.268 |
53.087 |
55.337 |
|
S4 |
50.293 |
51.112 |
54.794 |
|
|
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 |
60.300 |
55.400 |
4.900 |
8.8% |
1.615 |
2.9% |
10% |
False |
True |
39 |
10 |
63.650 |
55.400 |
8.250 |
14.8% |
1.288 |
2.3% |
6% |
False |
True |
22 |
20 |
65.490 |
55.400 |
10.090 |
18.1% |
0.738 |
1.3% |
5% |
False |
True |
12 |
40 |
66.830 |
55.400 |
11.430 |
20.5% |
0.369 |
0.7% |
4% |
False |
True |
6 |
60 |
66.830 |
55.400 |
11.430 |
20.5% |
0.249 |
0.4% |
4% |
False |
True |
4 |
80 |
68.200 |
55.400 |
12.800 |
22.9% |
0.187 |
0.3% |
4% |
False |
True |
3 |
100 |
76.570 |
55.400 |
21.170 |
37.9% |
0.150 |
0.3% |
2% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.769 |
2.618 |
62.546 |
1.618 |
60.571 |
1.000 |
59.350 |
0.618 |
58.596 |
HIGH |
57.375 |
0.618 |
56.621 |
0.500 |
56.388 |
0.382 |
56.154 |
LOW |
55.400 |
0.618 |
54.179 |
1.000 |
53.425 |
1.618 |
52.204 |
2.618 |
50.229 |
4.250 |
47.006 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.388 |
57.175 |
PP |
56.218 |
56.743 |
S1 |
56.049 |
56.312 |
|