NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
56.720 |
56.000 |
-0.720 |
-1.3% |
61.050 |
| High |
56.720 |
56.000 |
-0.720 |
-1.3% |
61.050 |
| Low |
56.720 |
56.000 |
-0.720 |
-1.3% |
58.380 |
| Close |
56.720 |
54.260 |
-2.460 |
-4.3% |
59.180 |
| Range |
|
|
|
|
|
| ATR |
1.027 |
1.005 |
-0.022 |
-2.1% |
0.000 |
| Volume |
1 |
1 |
0 |
0.0% |
0 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.420 |
54.840 |
54.260 |
|
| R3 |
55.420 |
54.840 |
54.260 |
|
| R2 |
55.420 |
55.420 |
54.260 |
|
| R1 |
54.840 |
54.840 |
54.260 |
55.130 |
| PP |
55.420 |
55.420 |
55.420 |
55.565 |
| S1 |
54.840 |
54.840 |
54.260 |
55.130 |
| S2 |
55.420 |
55.420 |
54.260 |
|
| S3 |
55.420 |
54.840 |
54.260 |
|
| S4 |
55.420 |
54.840 |
54.260 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.547 |
66.033 |
60.649 |
|
| R3 |
64.877 |
63.363 |
59.914 |
|
| R2 |
62.207 |
62.207 |
59.670 |
|
| R1 |
60.693 |
60.693 |
59.425 |
60.115 |
| PP |
59.537 |
59.537 |
59.537 |
59.248 |
| S1 |
58.023 |
58.023 |
58.935 |
57.445 |
| S2 |
56.867 |
56.867 |
58.691 |
|
| S3 |
54.197 |
55.353 |
58.446 |
|
| S4 |
51.527 |
52.683 |
57.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.260 |
56.000 |
3.260 |
6.0% |
0.000 |
0.0% |
-53% |
False |
True |
|
| 10 |
63.950 |
56.000 |
7.950 |
14.7% |
0.000 |
0.0% |
-22% |
False |
True |
|
| 20 |
66.120 |
56.000 |
10.120 |
18.7% |
0.000 |
0.0% |
-17% |
False |
True |
|
| 40 |
67.460 |
56.000 |
11.460 |
21.1% |
0.000 |
0.0% |
-15% |
False |
True |
|
| 60 |
67.460 |
56.000 |
11.460 |
21.1% |
0.000 |
0.0% |
-15% |
False |
True |
|
| 80 |
68.640 |
56.000 |
12.640 |
23.3% |
0.000 |
0.0% |
-14% |
False |
True |
|
| 100 |
76.750 |
56.000 |
20.750 |
38.2% |
0.000 |
0.0% |
-8% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.000 |
|
2.618 |
56.000 |
|
1.618 |
56.000 |
|
1.000 |
56.000 |
|
0.618 |
56.000 |
|
HIGH |
56.000 |
|
0.618 |
56.000 |
|
0.500 |
56.000 |
|
0.382 |
56.000 |
|
LOW |
56.000 |
|
0.618 |
56.000 |
|
1.000 |
56.000 |
|
1.618 |
56.000 |
|
2.618 |
56.000 |
|
4.250 |
56.000 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
56.000 |
56.750 |
| PP |
55.420 |
55.920 |
| S1 |
54.840 |
55.090 |
|