NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 17-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.850 |
52.850 |
-2.000 |
-3.6% |
58.825 |
High |
54.975 |
53.850 |
-1.125 |
-2.0% |
58.950 |
Low |
52.225 |
51.700 |
-0.525 |
-1.0% |
53.075 |
Close |
52.670 |
53.770 |
1.100 |
2.1% |
54.660 |
Range |
2.750 |
2.150 |
-0.600 |
-21.8% |
5.875 |
ATR |
1.435 |
1.486 |
0.051 |
3.6% |
0.000 |
Volume |
26 |
137 |
111 |
426.9% |
175 |
|
Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.557 |
58.813 |
54.953 |
|
R3 |
57.407 |
56.663 |
54.361 |
|
R2 |
55.257 |
55.257 |
54.164 |
|
R1 |
54.513 |
54.513 |
53.967 |
54.885 |
PP |
53.107 |
53.107 |
53.107 |
53.293 |
S1 |
52.363 |
52.363 |
53.573 |
52.735 |
S2 |
50.957 |
50.957 |
53.376 |
|
S3 |
48.807 |
50.213 |
53.179 |
|
S4 |
46.657 |
48.063 |
52.588 |
|
|
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 |
57.375 |
51.700 |
5.675 |
10.6% |
2.230 |
4.1% |
36% |
False |
True |
50 |
10 |
62.375 |
51.700 |
10.675 |
19.9% |
1.970 |
3.7% |
19% |
False |
True |
42 |
20 |
65.400 |
51.700 |
13.700 |
25.5% |
1.196 |
2.2% |
15% |
False |
True |
23 |
40 |
66.830 |
51.700 |
15.130 |
28.1% |
0.598 |
1.1% |
14% |
False |
True |
11 |
60 |
66.830 |
51.700 |
15.130 |
28.1% |
0.402 |
0.7% |
14% |
False |
True |
7 |
80 |
67.000 |
51.700 |
15.300 |
28.5% |
0.302 |
0.6% |
14% |
False |
True |
5 |
100 |
75.860 |
51.700 |
24.160 |
44.9% |
0.241 |
0.4% |
9% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.988 |
2.618 |
59.479 |
1.618 |
57.329 |
1.000 |
56.000 |
0.618 |
55.179 |
HIGH |
53.850 |
0.618 |
53.029 |
0.500 |
52.775 |
0.382 |
52.521 |
LOW |
51.700 |
0.618 |
50.371 |
1.000 |
49.550 |
1.618 |
48.221 |
2.618 |
46.071 |
4.250 |
42.563 |
|
|
Fisher Pivots for day following 17-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
53.438 |
53.626 |
PP |
53.107 |
53.482 |
S1 |
52.775 |
53.338 |
|