NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 11-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
57.375 |
55.100 |
-2.275 |
-4.0% |
63.300 |
High |
57.375 |
56.050 |
-1.325 |
-2.3% |
63.650 |
Low |
55.400 |
53.600 |
-1.800 |
-3.2% |
57.125 |
Close |
55.880 |
53.620 |
-2.260 |
-4.0% |
58.350 |
Range |
1.975 |
2.450 |
0.475 |
24.1% |
6.525 |
ATR |
1.207 |
1.296 |
0.089 |
7.4% |
0.000 |
Volume |
35 |
12 |
-23 |
-65.7% |
95 |
|
Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.773 |
60.147 |
54.968 |
|
R3 |
59.323 |
57.697 |
54.294 |
|
R2 |
56.873 |
56.873 |
54.069 |
|
R1 |
55.247 |
55.247 |
53.845 |
54.835 |
PP |
54.423 |
54.423 |
54.423 |
54.218 |
S1 |
52.797 |
52.797 |
53.395 |
52.385 |
S2 |
51.973 |
51.973 |
53.171 |
|
S3 |
49.523 |
50.347 |
52.946 |
|
S4 |
47.073 |
47.897 |
52.273 |
|
|
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 |
58.950 |
53.600 |
5.350 |
10.0% |
1.565 |
2.9% |
0% |
False |
True |
31 |
10 |
63.650 |
53.600 |
10.050 |
18.7% |
1.485 |
2.8% |
0% |
False |
True |
23 |
20 |
65.490 |
53.600 |
11.890 |
22.2% |
0.860 |
1.6% |
0% |
False |
True |
13 |
40 |
66.830 |
53.600 |
13.230 |
24.7% |
0.430 |
0.8% |
0% |
False |
True |
6 |
60 |
66.830 |
53.600 |
13.230 |
24.7% |
0.290 |
0.5% |
0% |
False |
True |
4 |
80 |
68.200 |
53.600 |
14.600 |
27.2% |
0.218 |
0.4% |
0% |
False |
True |
3 |
100 |
76.570 |
53.600 |
22.970 |
42.8% |
0.174 |
0.3% |
0% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.463 |
2.618 |
62.464 |
1.618 |
60.014 |
1.000 |
58.500 |
0.618 |
57.564 |
HIGH |
56.050 |
0.618 |
55.114 |
0.500 |
54.825 |
0.382 |
54.536 |
LOW |
53.600 |
0.618 |
52.086 |
1.000 |
51.150 |
1.618 |
49.636 |
2.618 |
47.186 |
4.250 |
43.188 |
|
|
Fisher Pivots for day following 11-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
54.825 |
55.725 |
PP |
54.423 |
55.023 |
S1 |
54.022 |
54.322 |
|