NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 22-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2007 |
22-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
52.675 |
54.575 |
1.900 |
3.6% |
54.850 |
| High |
54.350 |
55.575 |
1.225 |
2.3% |
54.975 |
| Low |
52.550 |
53.100 |
0.550 |
1.0% |
51.700 |
| Close |
54.300 |
53.530 |
-0.770 |
-1.4% |
54.300 |
| Range |
1.800 |
2.475 |
0.675 |
37.5% |
3.275 |
| ATR |
1.561 |
1.626 |
0.065 |
4.2% |
0.000 |
| Volume |
134 |
186 |
52 |
38.8% |
442 |
|
| Daily Pivots for day following 22-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.493 |
59.987 |
54.891 |
|
| R3 |
59.018 |
57.512 |
54.211 |
|
| R2 |
56.543 |
56.543 |
53.984 |
|
| R1 |
55.037 |
55.037 |
53.757 |
54.553 |
| PP |
54.068 |
54.068 |
54.068 |
53.826 |
| S1 |
52.562 |
52.562 |
53.303 |
52.078 |
| S2 |
51.593 |
51.593 |
53.076 |
|
| S3 |
49.118 |
50.087 |
52.849 |
|
| S4 |
46.643 |
47.612 |
52.169 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.483 |
62.167 |
56.101 |
|
| R3 |
60.208 |
58.892 |
55.201 |
|
| R2 |
56.933 |
56.933 |
54.900 |
|
| R1 |
55.617 |
55.617 |
54.600 |
54.638 |
| PP |
53.658 |
53.658 |
53.658 |
53.169 |
| S1 |
52.342 |
52.342 |
54.000 |
51.363 |
| S2 |
50.383 |
50.383 |
53.700 |
|
| S3 |
47.108 |
49.067 |
53.399 |
|
| S4 |
43.833 |
45.792 |
52.499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.575 |
51.700 |
3.875 |
7.2% |
2.290 |
4.3% |
47% |
True |
False |
125 |
| 10 |
58.950 |
51.700 |
7.250 |
13.5% |
1.990 |
3.7% |
25% |
False |
False |
80 |
| 20 |
65.100 |
51.700 |
13.400 |
25.0% |
1.476 |
2.8% |
14% |
False |
False |
46 |
| 40 |
66.830 |
51.700 |
15.130 |
28.3% |
0.762 |
1.4% |
12% |
False |
False |
23 |
| 60 |
66.830 |
51.700 |
15.130 |
28.3% |
0.511 |
1.0% |
12% |
False |
False |
15 |
| 80 |
67.000 |
51.700 |
15.300 |
28.6% |
0.383 |
0.7% |
12% |
False |
False |
11 |
| 100 |
74.570 |
51.700 |
22.870 |
42.7% |
0.307 |
0.6% |
8% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.094 |
|
2.618 |
62.055 |
|
1.618 |
59.580 |
|
1.000 |
58.050 |
|
0.618 |
57.105 |
|
HIGH |
55.575 |
|
0.618 |
54.630 |
|
0.500 |
54.338 |
|
0.382 |
54.045 |
|
LOW |
53.100 |
|
0.618 |
51.570 |
|
1.000 |
50.625 |
|
1.618 |
49.095 |
|
2.618 |
46.620 |
|
4.250 |
42.581 |
|
|
| Fisher Pivots for day following 22-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
54.338 |
53.788 |
| PP |
54.068 |
53.702 |
| S1 |
53.799 |
53.616 |
|