NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
52.850 |
53.550 |
0.700 |
1.3% |
58.825 |
High |
53.850 |
54.275 |
0.425 |
0.8% |
58.950 |
Low |
51.700 |
52.000 |
0.300 |
0.6% |
53.075 |
Close |
53.770 |
52.660 |
-1.110 |
-2.1% |
54.660 |
Range |
2.150 |
2.275 |
0.125 |
5.8% |
5.875 |
ATR |
1.486 |
1.542 |
0.056 |
3.8% |
0.000 |
Volume |
137 |
145 |
8 |
5.8% |
175 |
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.803 |
58.507 |
53.911 |
|
R3 |
57.528 |
56.232 |
53.286 |
|
R2 |
55.253 |
55.253 |
53.077 |
|
R1 |
53.957 |
53.957 |
52.869 |
53.468 |
PP |
52.978 |
52.978 |
52.978 |
52.734 |
S1 |
51.682 |
51.682 |
52.451 |
51.193 |
S2 |
50.703 |
50.703 |
52.243 |
|
S3 |
48.428 |
49.407 |
52.034 |
|
S4 |
46.153 |
47.132 |
51.409 |
|
|
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 |
56.050 |
51.700 |
4.350 |
8.3% |
2.290 |
4.3% |
22% |
False |
False |
72 |
10 |
60.300 |
51.700 |
8.600 |
16.3% |
1.953 |
3.7% |
11% |
False |
False |
55 |
20 |
65.400 |
51.700 |
13.700 |
26.0% |
1.310 |
2.5% |
7% |
False |
False |
30 |
40 |
66.830 |
51.700 |
15.130 |
28.7% |
0.655 |
1.2% |
6% |
False |
False |
15 |
60 |
66.830 |
51.700 |
15.130 |
28.7% |
0.440 |
0.8% |
6% |
False |
False |
10 |
80 |
67.000 |
51.700 |
15.300 |
29.1% |
0.330 |
0.6% |
6% |
False |
False |
7 |
100 |
75.860 |
51.700 |
24.160 |
45.9% |
0.264 |
0.5% |
4% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.944 |
2.618 |
60.231 |
1.618 |
57.956 |
1.000 |
56.550 |
0.618 |
55.681 |
HIGH |
54.275 |
0.618 |
53.406 |
0.500 |
53.138 |
0.382 |
52.869 |
LOW |
52.000 |
0.618 |
50.594 |
1.000 |
49.725 |
1.618 |
48.319 |
2.618 |
46.044 |
4.250 |
42.331 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
53.138 |
53.338 |
PP |
52.978 |
53.112 |
S1 |
52.819 |
52.886 |
|