NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
55.000 |
54.270 |
-0.730 |
-1.3% |
59.260 |
| High |
55.550 |
54.270 |
-1.280 |
-2.3% |
59.260 |
| Low |
53.000 |
54.270 |
1.270 |
2.4% |
55.180 |
| Close |
53.190 |
54.270 |
1.080 |
2.0% |
55.180 |
| Range |
2.550 |
0.000 |
-2.550 |
-100.0% |
4.080 |
| ATR |
1.110 |
1.108 |
-0.002 |
-0.2% |
0.000 |
| Volume |
2 |
5 |
3 |
150.0% |
4 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.270 |
54.270 |
54.270 |
|
| R3 |
54.270 |
54.270 |
54.270 |
|
| R2 |
54.270 |
54.270 |
54.270 |
|
| R1 |
54.270 |
54.270 |
54.270 |
54.270 |
| PP |
54.270 |
54.270 |
54.270 |
54.270 |
| S1 |
54.270 |
54.270 |
54.270 |
54.270 |
| S2 |
54.270 |
54.270 |
54.270 |
|
| S3 |
54.270 |
54.270 |
54.270 |
|
| S4 |
54.270 |
54.270 |
54.270 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.780 |
66.060 |
57.424 |
|
| R3 |
64.700 |
61.980 |
56.302 |
|
| R2 |
60.620 |
60.620 |
55.928 |
|
| R1 |
57.900 |
57.900 |
55.554 |
57.220 |
| PP |
56.540 |
56.540 |
56.540 |
56.200 |
| S1 |
53.820 |
53.820 |
54.806 |
53.140 |
| S2 |
52.460 |
52.460 |
54.432 |
|
| S3 |
48.380 |
49.740 |
54.058 |
|
| S4 |
44.300 |
45.660 |
52.936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.720 |
53.000 |
3.720 |
6.9% |
0.510 |
0.9% |
34% |
False |
False |
2 |
| 10 |
61.050 |
53.000 |
8.050 |
14.8% |
0.255 |
0.5% |
16% |
False |
False |
1 |
| 20 |
66.120 |
53.000 |
13.120 |
24.2% |
0.128 |
0.2% |
10% |
False |
False |
|
| 40 |
67.460 |
53.000 |
14.460 |
26.6% |
0.064 |
0.1% |
9% |
False |
False |
|
| 60 |
67.460 |
53.000 |
14.460 |
26.6% |
0.043 |
0.1% |
9% |
False |
False |
|
| 80 |
67.460 |
53.000 |
14.460 |
26.6% |
0.032 |
0.1% |
9% |
False |
False |
|
| 100 |
76.620 |
53.000 |
23.620 |
43.5% |
0.026 |
0.0% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.270 |
|
2.618 |
54.270 |
|
1.618 |
54.270 |
|
1.000 |
54.270 |
|
0.618 |
54.270 |
|
HIGH |
54.270 |
|
0.618 |
54.270 |
|
0.500 |
54.270 |
|
0.382 |
54.270 |
|
LOW |
54.270 |
|
0.618 |
54.270 |
|
1.000 |
54.270 |
|
1.618 |
54.270 |
|
2.618 |
54.270 |
|
4.250 |
54.270 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
54.270 |
54.275 |
| PP |
54.270 |
54.273 |
| S1 |
54.270 |
54.272 |
|