NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 05-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2007 |
05-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
58.000 |
60.000 |
2.000 |
3.4% |
56.400 |
| High |
59.850 |
60.625 |
0.775 |
1.3% |
59.850 |
| Low |
57.900 |
59.150 |
1.250 |
2.2% |
54.600 |
| Close |
59.730 |
59.390 |
-0.340 |
-0.6% |
59.730 |
| Range |
1.950 |
1.475 |
-0.475 |
-24.4% |
5.250 |
| ATR |
1.831 |
1.806 |
-0.025 |
-1.4% |
0.000 |
| Volume |
1,018 |
908 |
-110 |
-10.8% |
3,831 |
|
| Daily Pivots for day following 05-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.147 |
63.243 |
60.201 |
|
| R3 |
62.672 |
61.768 |
59.796 |
|
| R2 |
61.197 |
61.197 |
59.660 |
|
| R1 |
60.293 |
60.293 |
59.525 |
60.008 |
| PP |
59.722 |
59.722 |
59.722 |
59.579 |
| S1 |
58.818 |
58.818 |
59.255 |
58.533 |
| S2 |
58.247 |
58.247 |
59.120 |
|
| S3 |
56.772 |
57.343 |
58.984 |
|
| S4 |
55.297 |
55.868 |
58.579 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.810 |
72.020 |
62.618 |
|
| R3 |
68.560 |
66.770 |
61.174 |
|
| R2 |
63.310 |
63.310 |
60.693 |
|
| R1 |
61.520 |
61.520 |
60.211 |
62.415 |
| PP |
58.060 |
58.060 |
58.060 |
58.508 |
| S1 |
56.270 |
56.270 |
59.249 |
57.165 |
| S2 |
52.810 |
52.810 |
58.768 |
|
| S3 |
47.560 |
51.020 |
58.286 |
|
| S4 |
42.310 |
45.770 |
56.843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.625 |
54.750 |
5.875 |
9.9% |
2.100 |
3.5% |
79% |
True |
False |
797 |
| 10 |
60.625 |
53.450 |
7.175 |
12.1% |
1.978 |
3.3% |
83% |
True |
False |
809 |
| 20 |
60.625 |
51.700 |
8.925 |
15.0% |
1.984 |
3.3% |
86% |
True |
False |
445 |
| 40 |
65.490 |
51.700 |
13.790 |
23.2% |
1.256 |
2.1% |
56% |
False |
False |
225 |
| 60 |
66.830 |
51.700 |
15.130 |
25.5% |
0.838 |
1.4% |
51% |
False |
False |
150 |
| 80 |
66.830 |
51.700 |
15.130 |
25.5% |
0.631 |
1.1% |
51% |
False |
False |
112 |
| 100 |
68.560 |
51.700 |
16.860 |
28.4% |
0.505 |
0.8% |
46% |
False |
False |
90 |
| 120 |
77.790 |
51.700 |
26.090 |
43.9% |
0.420 |
0.7% |
29% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.894 |
|
2.618 |
64.487 |
|
1.618 |
63.012 |
|
1.000 |
62.100 |
|
0.618 |
61.537 |
|
HIGH |
60.625 |
|
0.618 |
60.062 |
|
0.500 |
59.888 |
|
0.382 |
59.713 |
|
LOW |
59.150 |
|
0.618 |
58.238 |
|
1.000 |
57.675 |
|
1.618 |
56.763 |
|
2.618 |
55.288 |
|
4.250 |
52.881 |
|
|
| Fisher Pivots for day following 05-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
59.888 |
59.339 |
| PP |
59.722 |
59.288 |
| S1 |
59.556 |
59.238 |
|