NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
58.550 |
58.000 |
-0.550 |
-0.9% |
56.400 |
High |
59.575 |
59.850 |
0.275 |
0.5% |
59.850 |
Low |
57.850 |
57.900 |
0.050 |
0.1% |
54.600 |
Close |
58.020 |
59.730 |
1.710 |
2.9% |
59.730 |
Range |
1.725 |
1.950 |
0.225 |
13.0% |
5.250 |
ATR |
1.822 |
1.831 |
0.009 |
0.5% |
0.000 |
Volume |
946 |
1,018 |
72 |
7.6% |
3,831 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.010 |
64.320 |
60.803 |
|
R3 |
63.060 |
62.370 |
60.266 |
|
R2 |
61.110 |
61.110 |
60.088 |
|
R1 |
60.420 |
60.420 |
59.909 |
60.765 |
PP |
59.160 |
59.160 |
59.160 |
59.333 |
S1 |
58.470 |
58.470 |
59.551 |
58.815 |
S2 |
57.210 |
57.210 |
59.373 |
|
S3 |
55.260 |
56.520 |
59.194 |
|
S4 |
53.310 |
54.570 |
58.658 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.810 |
72.020 |
62.618 |
|
R3 |
68.560 |
66.770 |
61.174 |
|
R2 |
63.310 |
63.310 |
60.693 |
|
R1 |
61.520 |
61.520 |
60.211 |
62.415 |
PP |
58.060 |
58.060 |
58.060 |
58.508 |
S1 |
56.270 |
56.270 |
59.249 |
57.165 |
S2 |
52.810 |
52.810 |
58.768 |
|
S3 |
47.560 |
51.020 |
58.286 |
|
S4 |
42.310 |
45.770 |
56.843 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.850 |
54.600 |
5.250 |
8.8% |
2.225 |
3.7% |
98% |
True |
False |
766 |
10 |
59.850 |
53.100 |
6.750 |
11.3% |
2.078 |
3.5% |
98% |
True |
False |
737 |
20 |
59.850 |
51.700 |
8.150 |
13.6% |
1.970 |
3.3% |
99% |
True |
False |
400 |
40 |
65.490 |
51.700 |
13.790 |
23.1% |
1.219 |
2.0% |
58% |
False |
False |
203 |
60 |
66.830 |
51.700 |
15.130 |
25.3% |
0.813 |
1.4% |
53% |
False |
False |
135 |
80 |
66.830 |
51.700 |
15.130 |
25.3% |
0.612 |
1.0% |
53% |
False |
False |
101 |
100 |
69.990 |
51.700 |
18.290 |
30.6% |
0.490 |
0.8% |
44% |
False |
False |
81 |
120 |
78.650 |
51.700 |
26.950 |
45.1% |
0.408 |
0.7% |
30% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.138 |
2.618 |
64.955 |
1.618 |
63.005 |
1.000 |
61.800 |
0.618 |
61.055 |
HIGH |
59.850 |
0.618 |
59.105 |
0.500 |
58.875 |
0.382 |
58.645 |
LOW |
57.900 |
0.618 |
56.695 |
1.000 |
55.950 |
1.618 |
54.745 |
2.618 |
52.795 |
4.250 |
49.613 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.445 |
59.216 |
PP |
59.160 |
58.702 |
S1 |
58.875 |
58.188 |
|