NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
55.200 |
56.400 |
1.200 |
2.2% |
54.575 |
High |
56.350 |
56.700 |
0.350 |
0.6% |
56.700 |
Low |
55.200 |
54.600 |
-0.600 |
-1.1% |
53.100 |
Close |
56.250 |
54.770 |
-1.480 |
-2.6% |
56.250 |
Range |
1.150 |
2.100 |
0.950 |
82.6% |
3.600 |
ATR |
1.665 |
1.696 |
0.031 |
1.9% |
0.000 |
Volume |
658 |
750 |
92 |
14.0% |
3,545 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.657 |
60.313 |
55.925 |
|
R3 |
59.557 |
58.213 |
55.348 |
|
R2 |
57.457 |
57.457 |
55.155 |
|
R1 |
56.113 |
56.113 |
54.963 |
55.735 |
PP |
55.357 |
55.357 |
55.357 |
55.168 |
S1 |
54.013 |
54.013 |
54.578 |
53.635 |
S2 |
53.257 |
53.257 |
54.385 |
|
S3 |
51.157 |
51.913 |
54.193 |
|
S4 |
49.057 |
49.813 |
53.615 |
|
|
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 |
53.450 |
3.250 |
5.9% |
1.855 |
3.4% |
41% |
True |
False |
821 |
10 |
56.700 |
51.700 |
5.000 |
9.1% |
2.073 |
3.8% |
61% |
True |
False |
473 |
20 |
63.650 |
51.700 |
11.950 |
21.8% |
1.870 |
3.4% |
26% |
False |
False |
250 |
40 |
66.830 |
51.700 |
15.130 |
27.6% |
0.994 |
1.8% |
20% |
False |
False |
126 |
60 |
66.830 |
51.700 |
15.130 |
27.6% |
0.663 |
1.2% |
20% |
False |
False |
84 |
80 |
66.830 |
51.700 |
15.130 |
27.6% |
0.499 |
0.9% |
20% |
False |
False |
63 |
100 |
73.000 |
51.700 |
21.300 |
38.9% |
0.400 |
0.7% |
14% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.625 |
2.618 |
62.198 |
1.618 |
60.098 |
1.000 |
58.800 |
0.618 |
57.998 |
HIGH |
56.700 |
0.618 |
55.898 |
0.500 |
55.650 |
0.382 |
55.402 |
LOW |
54.600 |
0.618 |
53.302 |
1.000 |
52.500 |
1.618 |
51.202 |
2.618 |
49.102 |
4.250 |
45.675 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
55.650 |
55.650 |
PP |
55.357 |
55.357 |
S1 |
55.063 |
55.063 |
|