NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
54.800 |
57.550 |
2.750 |
5.0% |
54.575 |
High |
57.725 |
58.900 |
1.175 |
2.0% |
56.700 |
Low |
54.750 |
56.525 |
1.775 |
3.2% |
53.100 |
Close |
57.660 |
58.850 |
1.190 |
2.1% |
56.250 |
Range |
2.975 |
2.375 |
-0.600 |
-20.2% |
3.600 |
ATR |
1.787 |
1.829 |
0.042 |
2.3% |
0.000 |
Volume |
450 |
667 |
217 |
48.2% |
3,545 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.217 |
64.408 |
60.156 |
|
R3 |
62.842 |
62.033 |
59.503 |
|
R2 |
60.467 |
60.467 |
59.285 |
|
R1 |
59.658 |
59.658 |
59.068 |
60.063 |
PP |
58.092 |
58.092 |
58.092 |
58.294 |
S1 |
57.283 |
57.283 |
58.632 |
57.688 |
S2 |
55.717 |
55.717 |
58.415 |
|
S3 |
53.342 |
54.908 |
58.197 |
|
S4 |
50.967 |
52.533 |
57.544 |
|
|
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 |
58.900 |
54.600 |
4.300 |
7.3% |
2.070 |
3.5% |
99% |
True |
False |
736 |
10 |
58.900 |
52.000 |
6.900 |
11.7% |
2.118 |
3.6% |
99% |
True |
False |
569 |
20 |
62.375 |
51.700 |
10.675 |
18.1% |
2.044 |
3.5% |
67% |
False |
False |
305 |
40 |
65.990 |
51.700 |
14.290 |
24.3% |
1.128 |
1.9% |
50% |
False |
False |
153 |
60 |
66.830 |
51.700 |
15.130 |
25.7% |
0.752 |
1.3% |
47% |
False |
False |
102 |
80 |
66.830 |
51.700 |
15.130 |
25.7% |
0.566 |
1.0% |
47% |
False |
False |
77 |
100 |
71.850 |
51.700 |
20.150 |
34.2% |
0.453 |
0.8% |
35% |
False |
False |
61 |
120 |
79.560 |
51.700 |
27.860 |
47.3% |
0.378 |
0.6% |
26% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.994 |
2.618 |
65.118 |
1.618 |
62.743 |
1.000 |
61.275 |
0.618 |
60.368 |
HIGH |
58.900 |
0.618 |
57.993 |
0.500 |
57.713 |
0.382 |
57.432 |
LOW |
56.525 |
0.618 |
55.057 |
1.000 |
54.150 |
1.618 |
52.682 |
2.618 |
50.307 |
4.250 |
46.431 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
58.471 |
58.150 |
PP |
58.092 |
57.450 |
S1 |
57.713 |
56.750 |
|