NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
58.325 |
60.525 |
2.200 |
3.8% |
60.000 |
| High |
60.550 |
61.350 |
0.800 |
1.3% |
61.350 |
| Low |
57.950 |
60.050 |
2.100 |
3.6% |
57.825 |
| Close |
60.430 |
60.630 |
0.200 |
0.3% |
60.630 |
| Range |
2.600 |
1.300 |
-1.300 |
-50.0% |
3.525 |
| ATR |
1.885 |
1.843 |
-0.042 |
-2.2% |
0.000 |
| Volume |
1,165 |
1,218 |
53 |
4.5% |
5,648 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.577 |
63.903 |
61.345 |
|
| R3 |
63.277 |
62.603 |
60.988 |
|
| R2 |
61.977 |
61.977 |
60.868 |
|
| R1 |
61.303 |
61.303 |
60.749 |
61.640 |
| PP |
60.677 |
60.677 |
60.677 |
60.845 |
| S1 |
60.003 |
60.003 |
60.511 |
60.340 |
| S2 |
59.377 |
59.377 |
60.392 |
|
| S3 |
58.077 |
58.703 |
60.273 |
|
| S4 |
56.777 |
57.403 |
59.915 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.510 |
69.095 |
62.569 |
|
| R3 |
66.985 |
65.570 |
61.599 |
|
| R2 |
63.460 |
63.460 |
61.276 |
|
| R1 |
62.045 |
62.045 |
60.953 |
62.753 |
| PP |
59.935 |
59.935 |
59.935 |
60.289 |
| S1 |
58.520 |
58.520 |
60.307 |
59.228 |
| S2 |
56.410 |
56.410 |
59.984 |
|
| S3 |
52.885 |
54.995 |
59.661 |
|
| S4 |
49.360 |
51.470 |
58.691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.350 |
57.825 |
3.525 |
5.8% |
1.860 |
3.1% |
80% |
True |
False |
1,129 |
| 10 |
61.350 |
54.600 |
6.750 |
11.1% |
2.043 |
3.4% |
89% |
True |
False |
947 |
| 20 |
61.350 |
51.700 |
9.650 |
15.9% |
2.044 |
3.4% |
93% |
True |
False |
675 |
| 40 |
65.490 |
51.700 |
13.790 |
22.7% |
1.452 |
2.4% |
65% |
False |
False |
344 |
| 60 |
66.830 |
51.700 |
15.130 |
25.0% |
0.968 |
1.6% |
59% |
False |
False |
229 |
| 80 |
66.830 |
51.700 |
15.130 |
25.0% |
0.728 |
1.2% |
59% |
False |
False |
172 |
| 100 |
68.200 |
51.700 |
16.500 |
27.2% |
0.583 |
1.0% |
54% |
False |
False |
137 |
| 120 |
76.570 |
51.700 |
24.870 |
41.0% |
0.486 |
0.8% |
36% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.875 |
|
2.618 |
64.753 |
|
1.618 |
63.453 |
|
1.000 |
62.650 |
|
0.618 |
62.153 |
|
HIGH |
61.350 |
|
0.618 |
60.853 |
|
0.500 |
60.700 |
|
0.382 |
60.547 |
|
LOW |
60.050 |
|
0.618 |
59.247 |
|
1.000 |
58.750 |
|
1.618 |
57.947 |
|
2.618 |
56.647 |
|
4.250 |
54.525 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
60.700 |
60.283 |
| PP |
60.677 |
59.935 |
| S1 |
60.653 |
59.588 |
|