NYMEX miNY Light Sweet Crude Oil Future May 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 |
59.500 |
59.025 |
-0.475 |
-0.8% |
57.400 |
High |
60.125 |
60.575 |
0.450 |
0.7% |
60.575 |
Low |
59.300 |
58.900 |
-0.400 |
-0.7% |
55.500 |
Close |
58.750 |
60.480 |
1.730 |
2.9% |
60.480 |
Range |
0.825 |
1.675 |
0.850 |
103.0% |
5.075 |
ATR |
1.348 |
1.382 |
0.034 |
2.5% |
0.000 |
Volume |
18 |
6 |
-12 |
-66.7% |
48 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.010 |
64.420 |
61.401 |
|
R3 |
63.335 |
62.745 |
60.941 |
|
R2 |
61.660 |
61.660 |
60.787 |
|
R1 |
61.070 |
61.070 |
60.634 |
61.365 |
PP |
59.985 |
59.985 |
59.985 |
60.133 |
S1 |
59.395 |
59.395 |
60.326 |
59.690 |
S2 |
58.310 |
58.310 |
60.173 |
|
S3 |
56.635 |
57.720 |
60.019 |
|
S4 |
54.960 |
56.045 |
59.559 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.077 |
72.353 |
63.271 |
|
R3 |
69.002 |
67.278 |
61.876 |
|
R2 |
63.927 |
63.927 |
61.410 |
|
R1 |
62.203 |
62.203 |
60.945 |
63.065 |
PP |
58.852 |
58.852 |
58.852 |
59.283 |
S1 |
57.128 |
57.128 |
60.015 |
57.990 |
S2 |
53.777 |
53.777 |
59.550 |
|
S3 |
48.702 |
52.053 |
59.084 |
|
S4 |
43.627 |
46.978 |
57.689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.575 |
55.500 |
5.075 |
8.4% |
1.785 |
3.0% |
98% |
True |
False |
9 |
10 |
60.575 |
54.075 |
6.500 |
10.7% |
1.478 |
2.4% |
99% |
True |
False |
19 |
20 |
60.575 |
53.000 |
7.575 |
12.5% |
0.998 |
1.6% |
99% |
True |
False |
10 |
40 |
66.440 |
53.000 |
13.440 |
22.2% |
0.499 |
0.8% |
56% |
False |
False |
5 |
60 |
67.460 |
53.000 |
14.460 |
23.9% |
0.333 |
0.5% |
52% |
False |
False |
3 |
80 |
67.460 |
53.000 |
14.460 |
23.9% |
0.249 |
0.4% |
52% |
False |
False |
2 |
100 |
71.220 |
53.000 |
18.220 |
30.1% |
0.200 |
0.3% |
41% |
False |
False |
2 |
120 |
78.790 |
53.000 |
25.790 |
42.6% |
0.166 |
0.3% |
29% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.694 |
2.618 |
64.960 |
1.618 |
63.285 |
1.000 |
62.250 |
0.618 |
61.610 |
HIGH |
60.575 |
0.618 |
59.935 |
0.500 |
59.738 |
0.382 |
59.540 |
LOW |
58.900 |
0.618 |
57.865 |
1.000 |
57.225 |
1.618 |
56.190 |
2.618 |
54.515 |
4.250 |
51.781 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.233 |
60.024 |
PP |
59.985 |
59.568 |
S1 |
59.738 |
59.113 |
|