NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.100 |
54.850 |
0.750 |
1.4% |
58.825 |
High |
54.900 |
54.975 |
0.075 |
0.1% |
58.950 |
Low |
53.075 |
52.225 |
-0.850 |
-1.6% |
53.075 |
Close |
54.660 |
52.670 |
-1.990 |
-3.6% |
54.660 |
Range |
1.825 |
2.750 |
0.925 |
50.7% |
5.875 |
ATR |
1.333 |
1.435 |
0.101 |
7.6% |
0.000 |
Volume |
42 |
26 |
-16 |
-38.1% |
175 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.540 |
59.855 |
54.183 |
|
R3 |
58.790 |
57.105 |
53.426 |
|
R2 |
56.040 |
56.040 |
53.174 |
|
R1 |
54.355 |
54.355 |
52.922 |
53.823 |
PP |
53.290 |
53.290 |
53.290 |
53.024 |
S1 |
51.605 |
51.605 |
52.418 |
51.073 |
S2 |
50.540 |
50.540 |
52.166 |
|
S3 |
47.790 |
48.855 |
51.914 |
|
S4 |
45.040 |
46.105 |
51.158 |
|
|
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 |
57.850 |
52.225 |
5.625 |
10.7% |
2.130 |
4.0% |
8% |
False |
True |
34 |
10 |
63.650 |
52.225 |
11.425 |
21.7% |
1.850 |
3.5% |
4% |
False |
True |
29 |
20 |
65.490 |
52.225 |
13.265 |
25.2% |
1.089 |
2.1% |
3% |
False |
True |
16 |
40 |
66.830 |
52.225 |
14.605 |
27.7% |
0.544 |
1.0% |
3% |
False |
True |
8 |
60 |
66.830 |
52.225 |
14.605 |
27.7% |
0.366 |
0.7% |
3% |
False |
True |
5 |
80 |
67.000 |
52.225 |
14.775 |
28.1% |
0.275 |
0.5% |
3% |
False |
True |
4 |
100 |
76.430 |
52.225 |
24.205 |
46.0% |
0.220 |
0.4% |
2% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.663 |
2.618 |
62.175 |
1.618 |
59.425 |
1.000 |
57.725 |
0.618 |
56.675 |
HIGH |
54.975 |
0.618 |
53.925 |
0.500 |
53.600 |
0.382 |
53.276 |
LOW |
52.225 |
0.618 |
50.526 |
1.000 |
49.475 |
1.618 |
47.776 |
2.618 |
45.026 |
4.250 |
40.538 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
53.600 |
54.138 |
PP |
53.290 |
53.648 |
S1 |
52.980 |
53.159 |
|