NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.000 |
59.500 |
-0.500 |
-0.8% |
56.400 |
High |
60.625 |
60.550 |
-0.075 |
-0.1% |
59.850 |
Low |
59.150 |
59.100 |
-0.050 |
-0.1% |
54.600 |
Close |
59.390 |
59.440 |
0.050 |
0.1% |
59.730 |
Range |
1.475 |
1.450 |
-0.025 |
-1.7% |
5.250 |
ATR |
1.806 |
1.780 |
-0.025 |
-1.4% |
0.000 |
Volume |
908 |
1,220 |
312 |
34.4% |
3,831 |
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.047 |
63.193 |
60.238 |
|
R3 |
62.597 |
61.743 |
59.839 |
|
R2 |
61.147 |
61.147 |
59.706 |
|
R1 |
60.293 |
60.293 |
59.573 |
59.995 |
PP |
59.697 |
59.697 |
59.697 |
59.548 |
S1 |
58.843 |
58.843 |
59.307 |
58.545 |
S2 |
58.247 |
58.247 |
59.174 |
|
S3 |
56.797 |
57.393 |
59.041 |
|
S4 |
55.347 |
55.943 |
58.643 |
|
|
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 |
60.625 |
56.525 |
4.100 |
6.9% |
1.795 |
3.0% |
71% |
False |
False |
951 |
10 |
60.625 |
54.425 |
6.200 |
10.4% |
1.873 |
3.2% |
81% |
False |
False |
833 |
20 |
60.625 |
51.700 |
8.925 |
15.0% |
2.029 |
3.4% |
87% |
False |
False |
504 |
40 |
65.490 |
51.700 |
13.790 |
23.2% |
1.293 |
2.2% |
56% |
False |
False |
256 |
60 |
66.830 |
51.700 |
15.130 |
25.5% |
0.862 |
1.4% |
51% |
False |
False |
170 |
80 |
66.830 |
51.700 |
15.130 |
25.5% |
0.649 |
1.1% |
51% |
False |
False |
128 |
100 |
68.560 |
51.700 |
16.860 |
28.4% |
0.519 |
0.9% |
46% |
False |
False |
102 |
120 |
77.150 |
51.700 |
25.450 |
42.8% |
0.433 |
0.7% |
30% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.713 |
2.618 |
64.346 |
1.618 |
62.896 |
1.000 |
62.000 |
0.618 |
61.446 |
HIGH |
60.550 |
0.618 |
59.996 |
0.500 |
59.825 |
0.382 |
59.654 |
LOW |
59.100 |
0.618 |
58.204 |
1.000 |
57.650 |
1.618 |
56.754 |
2.618 |
55.304 |
4.250 |
52.938 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.825 |
59.381 |
PP |
59.697 |
59.322 |
S1 |
59.568 |
59.263 |
|