NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 30-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
56.400 |
54.800 |
-1.600 |
-2.8% |
54.575 |
High |
56.700 |
57.725 |
1.025 |
1.8% |
56.700 |
Low |
54.600 |
54.750 |
0.150 |
0.3% |
53.100 |
Close |
54.770 |
57.660 |
2.890 |
5.3% |
56.250 |
Range |
2.100 |
2.975 |
0.875 |
41.7% |
3.600 |
ATR |
1.696 |
1.787 |
0.091 |
5.4% |
0.000 |
Volume |
750 |
450 |
-300 |
-40.0% |
3,545 |
|
Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.637 |
64.623 |
59.296 |
|
R3 |
62.662 |
61.648 |
58.478 |
|
R2 |
59.687 |
59.687 |
58.205 |
|
R1 |
58.673 |
58.673 |
57.933 |
59.180 |
PP |
56.712 |
56.712 |
56.712 |
56.965 |
S1 |
55.698 |
55.698 |
57.387 |
56.205 |
S2 |
53.737 |
53.737 |
57.115 |
|
S3 |
50.762 |
52.723 |
56.842 |
|
S4 |
47.787 |
49.748 |
56.024 |
|
|
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 |
57.725 |
54.425 |
3.300 |
5.7% |
1.950 |
3.4% |
98% |
True |
False |
715 |
10 |
57.725 |
51.700 |
6.025 |
10.4% |
2.095 |
3.6% |
99% |
True |
False |
516 |
20 |
63.650 |
51.700 |
11.950 |
20.7% |
1.973 |
3.4% |
50% |
False |
False |
272 |
40 |
66.830 |
51.700 |
15.130 |
26.2% |
1.068 |
1.9% |
39% |
False |
False |
137 |
60 |
66.830 |
51.700 |
15.130 |
26.2% |
0.712 |
1.2% |
39% |
False |
False |
91 |
80 |
66.830 |
51.700 |
15.130 |
26.2% |
0.537 |
0.9% |
39% |
False |
False |
68 |
100 |
71.990 |
51.700 |
20.290 |
35.2% |
0.429 |
0.7% |
29% |
False |
False |
55 |
120 |
79.840 |
51.700 |
28.140 |
48.8% |
0.358 |
0.6% |
21% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.369 |
2.618 |
65.514 |
1.618 |
62.539 |
1.000 |
60.700 |
0.618 |
59.564 |
HIGH |
57.725 |
0.618 |
56.589 |
0.500 |
56.238 |
0.382 |
55.886 |
LOW |
54.750 |
0.618 |
52.911 |
1.000 |
51.775 |
1.618 |
49.936 |
2.618 |
46.961 |
4.250 |
42.106 |
|
|
Fisher Pivots for day following 30-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
57.186 |
57.161 |
PP |
56.712 |
56.662 |
S1 |
56.238 |
56.163 |
|