NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
53.550 |
52.675 |
-0.875 |
-1.6% |
54.850 |
High |
54.275 |
54.350 |
0.075 |
0.1% |
54.975 |
Low |
52.000 |
52.550 |
0.550 |
1.1% |
51.700 |
Close |
52.660 |
54.300 |
1.640 |
3.1% |
54.300 |
Range |
2.275 |
1.800 |
-0.475 |
-20.9% |
3.275 |
ATR |
1.542 |
1.561 |
0.018 |
1.2% |
0.000 |
Volume |
145 |
134 |
-11 |
-7.6% |
442 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.133 |
58.517 |
55.290 |
|
R3 |
57.333 |
56.717 |
54.795 |
|
R2 |
55.533 |
55.533 |
54.630 |
|
R1 |
54.917 |
54.917 |
54.465 |
55.225 |
PP |
53.733 |
53.733 |
53.733 |
53.888 |
S1 |
53.117 |
53.117 |
54.135 |
53.425 |
S2 |
51.933 |
51.933 |
53.970 |
|
S3 |
50.133 |
51.317 |
53.805 |
|
S4 |
48.333 |
49.517 |
53.310 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.483 |
62.167 |
56.101 |
|
R3 |
60.208 |
58.892 |
55.201 |
|
R2 |
56.933 |
56.933 |
54.900 |
|
R1 |
55.617 |
55.617 |
54.600 |
54.638 |
PP |
53.658 |
53.658 |
53.658 |
53.169 |
S1 |
52.342 |
52.342 |
54.000 |
51.363 |
S2 |
50.383 |
50.383 |
53.700 |
|
S3 |
47.108 |
49.067 |
53.399 |
|
S4 |
43.833 |
45.792 |
52.499 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.975 |
51.700 |
3.275 |
6.0% |
2.160 |
4.0% |
79% |
False |
False |
96 |
10 |
58.950 |
51.700 |
7.250 |
13.4% |
1.863 |
3.4% |
36% |
False |
False |
64 |
20 |
65.400 |
51.700 |
13.700 |
25.2% |
1.366 |
2.5% |
19% |
False |
False |
37 |
40 |
66.830 |
51.700 |
15.130 |
27.9% |
0.700 |
1.3% |
17% |
False |
False |
18 |
60 |
66.830 |
51.700 |
15.130 |
27.9% |
0.470 |
0.9% |
17% |
False |
False |
12 |
80 |
67.000 |
51.700 |
15.300 |
28.2% |
0.353 |
0.6% |
17% |
False |
False |
9 |
100 |
75.860 |
51.700 |
24.160 |
44.5% |
0.282 |
0.5% |
11% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.000 |
2.618 |
59.062 |
1.618 |
57.262 |
1.000 |
56.150 |
0.618 |
55.462 |
HIGH |
54.350 |
0.618 |
53.662 |
0.500 |
53.450 |
0.382 |
53.238 |
LOW |
52.550 |
0.618 |
51.438 |
1.000 |
50.750 |
1.618 |
49.638 |
2.618 |
47.838 |
4.250 |
44.900 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
54.017 |
53.875 |
PP |
53.733 |
53.450 |
S1 |
53.450 |
53.025 |
|