NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 12-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.525 |
60.375 |
-0.150 |
-0.2% |
60.000 |
High |
61.350 |
60.375 |
-0.975 |
-1.6% |
61.350 |
Low |
60.050 |
58.150 |
-1.900 |
-3.2% |
57.825 |
Close |
60.630 |
58.630 |
-2.000 |
-3.3% |
60.630 |
Range |
1.300 |
2.225 |
0.925 |
71.2% |
3.525 |
ATR |
1.843 |
1.889 |
0.045 |
2.5% |
0.000 |
Volume |
1,218 |
1,829 |
611 |
50.2% |
5,648 |
|
Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.727 |
64.403 |
59.854 |
|
R3 |
63.502 |
62.178 |
59.242 |
|
R2 |
61.277 |
61.277 |
59.038 |
|
R1 |
59.953 |
59.953 |
58.834 |
59.503 |
PP |
59.052 |
59.052 |
59.052 |
58.826 |
S1 |
57.728 |
57.728 |
58.426 |
57.278 |
S2 |
56.827 |
56.827 |
58.222 |
|
S3 |
54.602 |
55.503 |
58.018 |
|
S4 |
52.377 |
53.278 |
57.406 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.510 |
69.095 |
62.569 |
|
R3 |
66.985 |
65.570 |
61.599 |
|
R2 |
63.460 |
63.460 |
61.276 |
|
R1 |
62.045 |
62.045 |
60.953 |
62.753 |
PP |
59.935 |
59.935 |
59.935 |
60.289 |
S1 |
58.520 |
58.520 |
60.307 |
59.228 |
S2 |
56.410 |
56.410 |
59.984 |
|
S3 |
52.885 |
54.995 |
59.661 |
|
S4 |
49.360 |
51.470 |
58.691 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.350 |
57.825 |
3.525 |
6.0% |
2.010 |
3.4% |
23% |
False |
False |
1,313 |
10 |
61.350 |
54.750 |
6.600 |
11.3% |
2.055 |
3.5% |
59% |
False |
False |
1,055 |
20 |
61.350 |
51.700 |
9.650 |
16.5% |
2.064 |
3.5% |
72% |
False |
False |
764 |
40 |
65.490 |
51.700 |
13.790 |
23.5% |
1.508 |
2.6% |
50% |
False |
False |
390 |
60 |
66.830 |
51.700 |
15.130 |
25.8% |
1.005 |
1.7% |
46% |
False |
False |
260 |
80 |
66.830 |
51.700 |
15.130 |
25.8% |
0.756 |
1.3% |
46% |
False |
False |
195 |
100 |
67.000 |
51.700 |
15.300 |
26.1% |
0.605 |
1.0% |
45% |
False |
False |
156 |
120 |
76.570 |
51.700 |
24.870 |
42.4% |
0.504 |
0.9% |
28% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.831 |
2.618 |
66.200 |
1.618 |
63.975 |
1.000 |
62.600 |
0.618 |
61.750 |
HIGH |
60.375 |
0.618 |
59.525 |
0.500 |
59.263 |
0.382 |
59.000 |
LOW |
58.150 |
0.618 |
56.775 |
1.000 |
55.925 |
1.618 |
54.550 |
2.618 |
52.325 |
4.250 |
48.694 |
|
|
Fisher Pivots for day following 12-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.263 |
59.650 |
PP |
59.052 |
59.310 |
S1 |
58.841 |
58.970 |
|