NYMEX miNY Light Sweet Crude Oil Future April 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 |
59.750 |
58.325 |
-1.425 |
-2.4% |
56.400 |
| High |
60.300 |
60.550 |
0.250 |
0.4% |
59.850 |
| Low |
57.825 |
57.950 |
0.125 |
0.2% |
54.600 |
| Close |
58.350 |
60.430 |
2.080 |
3.6% |
59.730 |
| Range |
2.475 |
2.600 |
0.125 |
5.1% |
5.250 |
| ATR |
1.830 |
1.885 |
0.055 |
3.0% |
0.000 |
| Volume |
1,137 |
1,165 |
28 |
2.5% |
3,831 |
|
| Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.443 |
66.537 |
61.860 |
|
| R3 |
64.843 |
63.937 |
61.145 |
|
| R2 |
62.243 |
62.243 |
60.907 |
|
| R1 |
61.337 |
61.337 |
60.668 |
61.790 |
| PP |
59.643 |
59.643 |
59.643 |
59.870 |
| S1 |
58.737 |
58.737 |
60.192 |
59.190 |
| S2 |
57.043 |
57.043 |
59.953 |
|
| S3 |
54.443 |
56.137 |
59.715 |
|
| S4 |
51.843 |
53.537 |
59.000 |
|
|
| 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 |
57.825 |
2.800 |
4.6% |
1.990 |
3.3% |
93% |
False |
False |
1,089 |
| 10 |
60.625 |
54.600 |
6.025 |
10.0% |
2.028 |
3.4% |
97% |
False |
False |
891 |
| 20 |
60.625 |
51.700 |
8.925 |
14.8% |
2.101 |
3.5% |
98% |
False |
False |
615 |
| 40 |
65.490 |
51.700 |
13.790 |
22.8% |
1.419 |
2.3% |
63% |
False |
False |
313 |
| 60 |
66.830 |
51.700 |
15.130 |
25.0% |
0.946 |
1.6% |
58% |
False |
False |
209 |
| 80 |
66.830 |
51.700 |
15.130 |
25.0% |
0.712 |
1.2% |
58% |
False |
False |
157 |
| 100 |
68.200 |
51.700 |
16.500 |
27.3% |
0.570 |
0.9% |
53% |
False |
False |
125 |
| 120 |
76.570 |
51.700 |
24.870 |
41.2% |
0.475 |
0.8% |
35% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.600 |
|
2.618 |
67.357 |
|
1.618 |
64.757 |
|
1.000 |
63.150 |
|
0.618 |
62.157 |
|
HIGH |
60.550 |
|
0.618 |
59.557 |
|
0.500 |
59.250 |
|
0.382 |
58.943 |
|
LOW |
57.950 |
|
0.618 |
56.343 |
|
1.000 |
55.350 |
|
1.618 |
53.743 |
|
2.618 |
51.143 |
|
4.250 |
46.900 |
|
|
| Fisher Pivots for day following 08-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
60.037 |
60.016 |
| PP |
59.643 |
59.602 |
| S1 |
59.250 |
59.188 |
|