NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 13-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.375 |
58.600 |
-1.775 |
-2.9% |
60.000 |
High |
60.375 |
60.325 |
-0.050 |
-0.1% |
61.350 |
Low |
58.150 |
58.050 |
-0.100 |
-0.2% |
57.825 |
Close |
58.630 |
59.850 |
1.220 |
2.1% |
60.630 |
Range |
2.225 |
2.275 |
0.050 |
2.2% |
3.525 |
ATR |
1.889 |
1.916 |
0.028 |
1.5% |
0.000 |
Volume |
1,829 |
2,885 |
1,056 |
57.7% |
5,648 |
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.233 |
65.317 |
61.101 |
|
R3 |
63.958 |
63.042 |
60.476 |
|
R2 |
61.683 |
61.683 |
60.267 |
|
R1 |
60.767 |
60.767 |
60.059 |
61.225 |
PP |
59.408 |
59.408 |
59.408 |
59.638 |
S1 |
58.492 |
58.492 |
59.641 |
58.950 |
S2 |
57.133 |
57.133 |
59.433 |
|
S3 |
54.858 |
56.217 |
59.224 |
|
S4 |
52.583 |
53.942 |
58.599 |
|
|
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 |
5.9% |
2.175 |
3.6% |
57% |
False |
False |
1,646 |
10 |
61.350 |
56.525 |
4.825 |
8.1% |
1.985 |
3.3% |
69% |
False |
False |
1,299 |
20 |
61.350 |
51.700 |
9.650 |
16.1% |
2.040 |
3.4% |
84% |
False |
False |
907 |
40 |
65.490 |
51.700 |
13.790 |
23.0% |
1.564 |
2.6% |
59% |
False |
False |
462 |
60 |
66.830 |
51.700 |
15.130 |
25.3% |
1.043 |
1.7% |
54% |
False |
False |
308 |
80 |
66.830 |
51.700 |
15.130 |
25.3% |
0.785 |
1.3% |
54% |
False |
False |
231 |
100 |
67.000 |
51.700 |
15.300 |
25.6% |
0.628 |
1.0% |
53% |
False |
False |
184 |
120 |
76.430 |
51.700 |
24.730 |
41.3% |
0.523 |
0.9% |
33% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.994 |
2.618 |
66.281 |
1.618 |
64.006 |
1.000 |
62.600 |
0.618 |
61.731 |
HIGH |
60.325 |
0.618 |
59.456 |
0.500 |
59.188 |
0.382 |
58.919 |
LOW |
58.050 |
0.618 |
56.644 |
1.000 |
55.775 |
1.618 |
54.369 |
2.618 |
52.094 |
4.250 |
48.381 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
59.629 |
59.800 |
PP |
59.408 |
59.750 |
S1 |
59.188 |
59.700 |
|