NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 23-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
54.575 |
53.625 |
-0.950 |
-1.7% |
54.850 |
| High |
55.575 |
55.950 |
0.375 |
0.7% |
54.975 |
| Low |
53.100 |
53.450 |
0.350 |
0.7% |
51.700 |
| Close |
53.530 |
55.910 |
2.380 |
4.4% |
54.300 |
| Range |
2.475 |
2.500 |
0.025 |
1.0% |
3.275 |
| ATR |
1.626 |
1.688 |
0.062 |
3.8% |
0.000 |
| Volume |
186 |
983 |
797 |
428.5% |
442 |
|
| Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.603 |
61.757 |
57.285 |
|
| R3 |
60.103 |
59.257 |
56.598 |
|
| R2 |
57.603 |
57.603 |
56.368 |
|
| R1 |
56.757 |
56.757 |
56.139 |
57.180 |
| PP |
55.103 |
55.103 |
55.103 |
55.315 |
| S1 |
54.257 |
54.257 |
55.681 |
54.680 |
| S2 |
52.603 |
52.603 |
55.452 |
|
| S3 |
50.103 |
51.757 |
55.223 |
|
| S4 |
47.603 |
49.257 |
54.535 |
|
|
| 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 |
55.950 |
51.700 |
4.250 |
7.6% |
2.240 |
4.0% |
99% |
True |
False |
317 |
| 10 |
57.850 |
51.700 |
6.150 |
11.0% |
2.185 |
3.9% |
68% |
False |
False |
175 |
| 20 |
64.275 |
51.700 |
12.575 |
22.5% |
1.569 |
2.8% |
33% |
False |
False |
94 |
| 40 |
66.830 |
51.700 |
15.130 |
27.1% |
0.824 |
1.5% |
28% |
False |
False |
47 |
| 60 |
66.830 |
51.700 |
15.130 |
27.1% |
0.553 |
1.0% |
28% |
False |
False |
32 |
| 80 |
67.000 |
51.700 |
15.300 |
27.4% |
0.415 |
0.7% |
28% |
False |
False |
24 |
| 100 |
74.460 |
51.700 |
22.760 |
40.7% |
0.332 |
0.6% |
18% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.575 |
|
2.618 |
62.495 |
|
1.618 |
59.995 |
|
1.000 |
58.450 |
|
0.618 |
57.495 |
|
HIGH |
55.950 |
|
0.618 |
54.995 |
|
0.500 |
54.700 |
|
0.382 |
54.405 |
|
LOW |
53.450 |
|
0.618 |
51.905 |
|
1.000 |
50.950 |
|
1.618 |
49.405 |
|
2.618 |
46.905 |
|
4.250 |
42.825 |
|
|
| Fisher Pivots for day following 23-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
55.507 |
55.357 |
| PP |
55.103 |
54.803 |
| S1 |
54.700 |
54.250 |
|