NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 24-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
53.625 |
55.700 |
2.075 |
3.9% |
54.850 |
High |
55.950 |
56.200 |
0.250 |
0.4% |
54.975 |
Low |
53.450 |
54.425 |
0.975 |
1.8% |
51.700 |
Close |
55.910 |
56.160 |
0.250 |
0.4% |
54.300 |
Range |
2.500 |
1.775 |
-0.725 |
-29.0% |
3.275 |
ATR |
1.688 |
1.695 |
0.006 |
0.4% |
0.000 |
Volume |
983 |
559 |
-424 |
-43.1% |
442 |
|
Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.920 |
60.315 |
57.136 |
|
R3 |
59.145 |
58.540 |
56.648 |
|
R2 |
57.370 |
57.370 |
56.485 |
|
R1 |
56.765 |
56.765 |
56.323 |
57.068 |
PP |
55.595 |
55.595 |
55.595 |
55.746 |
S1 |
54.990 |
54.990 |
55.997 |
55.293 |
S2 |
53.820 |
53.820 |
55.835 |
|
S3 |
52.045 |
53.215 |
55.672 |
|
S4 |
50.270 |
51.440 |
55.184 |
|
|
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 |
56.200 |
52.000 |
4.200 |
7.5% |
2.165 |
3.9% |
99% |
True |
False |
401 |
10 |
57.375 |
51.700 |
5.675 |
10.1% |
2.198 |
3.9% |
79% |
False |
False |
225 |
20 |
63.650 |
51.700 |
11.950 |
21.3% |
1.658 |
3.0% |
37% |
False |
False |
122 |
40 |
66.830 |
51.700 |
15.130 |
26.9% |
0.869 |
1.5% |
29% |
False |
False |
61 |
60 |
66.830 |
51.700 |
15.130 |
26.9% |
0.583 |
1.0% |
29% |
False |
False |
41 |
80 |
67.000 |
51.700 |
15.300 |
27.2% |
0.437 |
0.8% |
29% |
False |
False |
31 |
100 |
74.460 |
51.700 |
22.760 |
40.5% |
0.350 |
0.6% |
20% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.744 |
2.618 |
60.847 |
1.618 |
59.072 |
1.000 |
57.975 |
0.618 |
57.297 |
HIGH |
56.200 |
0.618 |
55.522 |
0.500 |
55.313 |
0.382 |
55.103 |
LOW |
54.425 |
0.618 |
53.328 |
1.000 |
52.650 |
1.618 |
51.553 |
2.618 |
49.778 |
4.250 |
46.881 |
|
|
Fisher Pivots for day following 24-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
55.878 |
55.657 |
PP |
55.595 |
55.153 |
S1 |
55.313 |
54.650 |
|