NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
60.350 |
59.325 |
-1.025 |
-1.7% |
57.400 |
High |
60.800 |
61.125 |
0.325 |
0.5% |
60.575 |
Low |
58.925 |
58.950 |
0.025 |
0.0% |
55.500 |
Close |
59.030 |
61.130 |
2.100 |
3.6% |
60.480 |
Range |
1.875 |
2.175 |
0.300 |
16.0% |
5.075 |
ATR |
1.394 |
1.450 |
0.056 |
4.0% |
0.000 |
Volume |
34 |
51 |
17 |
50.0% |
48 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.927 |
66.203 |
62.326 |
|
R3 |
64.752 |
64.028 |
61.728 |
|
R2 |
62.577 |
62.577 |
61.529 |
|
R1 |
61.853 |
61.853 |
61.329 |
62.215 |
PP |
60.402 |
60.402 |
60.402 |
60.583 |
S1 |
59.678 |
59.678 |
60.931 |
60.040 |
S2 |
58.227 |
58.227 |
60.731 |
|
S3 |
56.052 |
57.503 |
60.532 |
|
S4 |
53.877 |
55.328 |
59.934 |
|
|
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 |
61.225 |
58.900 |
2.325 |
3.8% |
1.625 |
2.7% |
96% |
False |
False |
26 |
10 |
61.225 |
55.500 |
5.725 |
9.4% |
1.585 |
2.6% |
98% |
False |
False |
21 |
20 |
61.225 |
53.000 |
8.225 |
13.5% |
1.320 |
2.2% |
99% |
False |
False |
17 |
40 |
66.120 |
53.000 |
13.120 |
21.5% |
0.660 |
1.1% |
62% |
False |
False |
8 |
60 |
67.460 |
53.000 |
14.460 |
23.7% |
0.440 |
0.7% |
56% |
False |
False |
5 |
80 |
67.460 |
53.000 |
14.460 |
23.7% |
0.330 |
0.5% |
56% |
False |
False |
4 |
100 |
68.640 |
53.000 |
15.640 |
25.6% |
0.264 |
0.4% |
52% |
False |
False |
3 |
120 |
76.750 |
53.000 |
23.750 |
38.9% |
0.220 |
0.4% |
34% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.369 |
2.618 |
66.819 |
1.618 |
64.644 |
1.000 |
63.300 |
0.618 |
62.469 |
HIGH |
61.125 |
0.618 |
60.294 |
0.500 |
60.038 |
0.382 |
59.781 |
LOW |
58.950 |
0.618 |
57.606 |
1.000 |
56.775 |
1.618 |
55.431 |
2.618 |
53.256 |
4.250 |
49.706 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
60.766 |
60.766 |
PP |
60.402 |
60.402 |
S1 |
60.038 |
60.038 |
|