NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 25-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2007 |
25-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
55.700 |
56.125 |
0.425 |
0.8% |
54.850 |
High |
56.200 |
56.700 |
0.500 |
0.9% |
54.975 |
Low |
54.425 |
54.950 |
0.525 |
1.0% |
51.700 |
Close |
56.160 |
55.120 |
-1.040 |
-1.9% |
54.300 |
Range |
1.775 |
1.750 |
-0.025 |
-1.4% |
3.275 |
ATR |
1.695 |
1.698 |
0.004 |
0.2% |
0.000 |
Volume |
559 |
1,159 |
600 |
107.3% |
442 |
|
Daily Pivots for day following 25-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.840 |
59.730 |
56.083 |
|
R3 |
59.090 |
57.980 |
55.601 |
|
R2 |
57.340 |
57.340 |
55.441 |
|
R1 |
56.230 |
56.230 |
55.280 |
55.910 |
PP |
55.590 |
55.590 |
55.590 |
55.430 |
S1 |
54.480 |
54.480 |
54.960 |
54.160 |
S2 |
53.840 |
53.840 |
54.799 |
|
S3 |
52.090 |
52.730 |
54.639 |
|
S4 |
50.340 |
50.980 |
54.158 |
|
|
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 |
56.700 |
52.550 |
4.150 |
7.5% |
2.060 |
3.7% |
62% |
True |
False |
604 |
10 |
56.700 |
51.700 |
5.000 |
9.1% |
2.175 |
3.9% |
68% |
True |
False |
338 |
20 |
63.650 |
51.700 |
11.950 |
21.7% |
1.731 |
3.1% |
29% |
False |
False |
180 |
40 |
66.830 |
51.700 |
15.130 |
27.4% |
0.913 |
1.7% |
23% |
False |
False |
90 |
60 |
66.830 |
51.700 |
15.130 |
27.4% |
0.612 |
1.1% |
23% |
False |
False |
60 |
80 |
67.000 |
51.700 |
15.300 |
27.8% |
0.459 |
0.8% |
22% |
False |
False |
45 |
100 |
74.460 |
51.700 |
22.760 |
41.3% |
0.367 |
0.7% |
15% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.138 |
2.618 |
61.282 |
1.618 |
59.532 |
1.000 |
58.450 |
0.618 |
57.782 |
HIGH |
56.700 |
0.618 |
56.032 |
0.500 |
55.825 |
0.382 |
55.619 |
LOW |
54.950 |
0.618 |
53.869 |
1.000 |
53.200 |
1.618 |
52.119 |
2.618 |
50.369 |
4.250 |
47.513 |
|
|
Fisher Pivots for day following 25-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
55.825 |
55.105 |
PP |
55.590 |
55.090 |
S1 |
55.355 |
55.075 |
|