NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 26-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2007 |
26-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
56.125 |
55.200 |
-0.925 |
-1.6% |
54.575 |
High |
56.700 |
56.350 |
-0.350 |
-0.6% |
56.700 |
Low |
54.950 |
55.200 |
0.250 |
0.5% |
53.100 |
Close |
55.120 |
56.250 |
1.130 |
2.1% |
56.250 |
Range |
1.750 |
1.150 |
-0.600 |
-34.3% |
3.600 |
ATR |
1.698 |
1.665 |
-0.033 |
-2.0% |
0.000 |
Volume |
1,159 |
658 |
-501 |
-43.2% |
3,545 |
|
Daily Pivots for day following 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.383 |
58.967 |
56.883 |
|
R3 |
58.233 |
57.817 |
56.566 |
|
R2 |
57.083 |
57.083 |
56.461 |
|
R1 |
56.667 |
56.667 |
56.355 |
56.875 |
PP |
55.933 |
55.933 |
55.933 |
56.038 |
S1 |
55.517 |
55.517 |
56.145 |
55.725 |
S2 |
54.783 |
54.783 |
56.039 |
|
S3 |
53.633 |
54.367 |
55.934 |
|
S4 |
52.483 |
53.217 |
55.618 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.150 |
64.800 |
58.230 |
|
R3 |
62.550 |
61.200 |
57.240 |
|
R2 |
58.950 |
58.950 |
56.910 |
|
R1 |
57.600 |
57.600 |
56.580 |
58.275 |
PP |
55.350 |
55.350 |
55.350 |
55.688 |
S1 |
54.000 |
54.000 |
55.920 |
54.675 |
S2 |
51.750 |
51.750 |
55.590 |
|
S3 |
48.150 |
50.400 |
55.260 |
|
S4 |
44.550 |
46.800 |
54.270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.700 |
53.100 |
3.600 |
6.4% |
1.930 |
3.4% |
88% |
False |
False |
709 |
10 |
56.700 |
51.700 |
5.000 |
8.9% |
2.045 |
3.6% |
91% |
False |
False |
402 |
20 |
63.650 |
51.700 |
11.950 |
21.2% |
1.765 |
3.1% |
38% |
False |
False |
213 |
40 |
66.830 |
51.700 |
15.130 |
26.9% |
0.941 |
1.7% |
30% |
False |
False |
107 |
60 |
66.830 |
51.700 |
15.130 |
26.9% |
0.628 |
1.1% |
30% |
False |
False |
71 |
80 |
66.830 |
51.700 |
15.130 |
26.9% |
0.473 |
0.8% |
30% |
False |
False |
53 |
100 |
73.420 |
51.700 |
21.720 |
38.6% |
0.379 |
0.7% |
21% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.238 |
2.618 |
59.361 |
1.618 |
58.211 |
1.000 |
57.500 |
0.618 |
57.061 |
HIGH |
56.350 |
0.618 |
55.911 |
0.500 |
55.775 |
0.382 |
55.639 |
LOW |
55.200 |
0.618 |
54.489 |
1.000 |
54.050 |
1.618 |
53.339 |
2.618 |
52.189 |
4.250 |
50.313 |
|
|
Fisher Pivots for day following 26-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
56.092 |
56.021 |
PP |
55.933 |
55.792 |
S1 |
55.775 |
55.563 |
|