NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 07-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2007 |
07-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
59.500 |
59.750 |
0.250 |
0.4% |
56.400 |
High |
60.550 |
60.300 |
-0.250 |
-0.4% |
59.850 |
Low |
59.100 |
57.825 |
-1.275 |
-2.2% |
54.600 |
Close |
59.440 |
58.350 |
-1.090 |
-1.8% |
59.730 |
Range |
1.450 |
2.475 |
1.025 |
70.7% |
5.250 |
ATR |
1.780 |
1.830 |
0.050 |
2.8% |
0.000 |
Volume |
1,220 |
1,137 |
-83 |
-6.8% |
3,831 |
|
Daily Pivots for day following 07-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.250 |
64.775 |
59.711 |
|
R3 |
63.775 |
62.300 |
59.031 |
|
R2 |
61.300 |
61.300 |
58.804 |
|
R1 |
59.825 |
59.825 |
58.577 |
59.325 |
PP |
58.825 |
58.825 |
58.825 |
58.575 |
S1 |
57.350 |
57.350 |
58.123 |
56.850 |
S2 |
56.350 |
56.350 |
57.896 |
|
S3 |
53.875 |
54.875 |
57.669 |
|
S4 |
51.400 |
52.400 |
56.989 |
|
|
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 |
57.825 |
2.800 |
4.8% |
1.815 |
3.1% |
19% |
False |
True |
1,045 |
10 |
60.625 |
54.600 |
6.025 |
10.3% |
1.943 |
3.3% |
62% |
False |
False |
891 |
20 |
60.625 |
51.700 |
8.925 |
15.3% |
2.070 |
3.5% |
75% |
False |
False |
558 |
40 |
65.490 |
51.700 |
13.790 |
23.6% |
1.354 |
2.3% |
48% |
False |
False |
284 |
60 |
66.830 |
51.700 |
15.130 |
25.9% |
0.903 |
1.5% |
44% |
False |
False |
189 |
80 |
66.830 |
51.700 |
15.130 |
25.9% |
0.680 |
1.2% |
44% |
False |
False |
142 |
100 |
68.200 |
51.700 |
16.500 |
28.3% |
0.544 |
0.9% |
40% |
False |
False |
113 |
120 |
76.570 |
51.700 |
24.870 |
42.6% |
0.453 |
0.8% |
27% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.819 |
2.618 |
66.780 |
1.618 |
64.305 |
1.000 |
62.775 |
0.618 |
61.830 |
HIGH |
60.300 |
0.618 |
59.355 |
0.500 |
59.063 |
0.382 |
58.770 |
LOW |
57.825 |
0.618 |
56.295 |
1.000 |
55.350 |
1.618 |
53.820 |
2.618 |
51.345 |
4.250 |
47.306 |
|
|
Fisher Pivots for day following 07-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.063 |
59.225 |
PP |
58.825 |
58.933 |
S1 |
58.588 |
58.642 |
|