NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
55.100 |
54.100 |
-1.000 |
-1.8% |
58.825 |
High |
56.050 |
54.900 |
-1.150 |
-2.1% |
58.950 |
Low |
53.600 |
53.075 |
-0.525 |
-1.0% |
53.075 |
Close |
53.620 |
54.660 |
1.040 |
1.9% |
54.660 |
Range |
2.450 |
1.825 |
-0.625 |
-25.5% |
5.875 |
ATR |
1.296 |
1.333 |
0.038 |
2.9% |
0.000 |
Volume |
12 |
42 |
30 |
250.0% |
175 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.687 |
58.998 |
55.664 |
|
R3 |
57.862 |
57.173 |
55.162 |
|
R2 |
56.037 |
56.037 |
54.995 |
|
R1 |
55.348 |
55.348 |
54.827 |
55.693 |
PP |
54.212 |
54.212 |
54.212 |
54.384 |
S1 |
53.523 |
53.523 |
54.493 |
53.868 |
S2 |
52.387 |
52.387 |
54.325 |
|
S3 |
50.562 |
51.698 |
54.158 |
|
S4 |
48.737 |
49.873 |
53.656 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.187 |
69.798 |
57.891 |
|
R3 |
67.312 |
63.923 |
56.276 |
|
R2 |
61.437 |
61.437 |
55.737 |
|
R1 |
58.048 |
58.048 |
55.199 |
56.805 |
PP |
55.562 |
55.562 |
55.562 |
54.940 |
S1 |
52.173 |
52.173 |
54.121 |
50.930 |
S2 |
49.687 |
49.687 |
53.583 |
|
S3 |
43.812 |
46.298 |
53.044 |
|
S4 |
37.937 |
40.423 |
51.429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.950 |
53.075 |
5.875 |
10.7% |
1.690 |
3.1% |
27% |
False |
True |
35 |
10 |
63.650 |
53.075 |
10.575 |
19.3% |
1.668 |
3.1% |
15% |
False |
True |
27 |
20 |
65.490 |
53.075 |
12.415 |
22.7% |
0.951 |
1.7% |
13% |
False |
True |
15 |
40 |
66.830 |
53.075 |
13.755 |
25.2% |
0.476 |
0.9% |
12% |
False |
True |
7 |
60 |
66.830 |
53.075 |
13.755 |
25.2% |
0.320 |
0.6% |
12% |
False |
True |
5 |
80 |
67.000 |
53.075 |
13.925 |
25.5% |
0.240 |
0.4% |
11% |
False |
True |
3 |
100 |
76.570 |
53.075 |
23.495 |
43.0% |
0.192 |
0.4% |
7% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.656 |
2.618 |
59.678 |
1.618 |
57.853 |
1.000 |
56.725 |
0.618 |
56.028 |
HIGH |
54.900 |
0.618 |
54.203 |
0.500 |
53.988 |
0.382 |
53.772 |
LOW |
53.075 |
0.618 |
51.947 |
1.000 |
51.250 |
1.618 |
50.122 |
2.618 |
48.297 |
4.250 |
45.319 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
54.436 |
55.225 |
PP |
54.212 |
55.037 |
S1 |
53.988 |
54.848 |
|