NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 30-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2006 |
30-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
66.100 |
66.880 |
0.780 |
1.2% |
63.240 |
High |
66.100 |
66.880 |
0.780 |
1.2% |
64.320 |
Low |
66.100 |
66.880 |
0.780 |
1.2% |
63.240 |
Close |
66.100 |
66.880 |
0.780 |
1.2% |
63.620 |
Range |
|
|
|
|
|
ATR |
0.850 |
0.845 |
-0.005 |
-0.6% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.880 |
66.880 |
66.880 |
|
R3 |
66.880 |
66.880 |
66.880 |
|
R2 |
66.880 |
66.880 |
66.880 |
|
R1 |
66.880 |
66.880 |
66.880 |
66.880 |
PP |
66.880 |
66.880 |
66.880 |
66.880 |
S1 |
66.880 |
66.880 |
66.880 |
66.880 |
S2 |
66.880 |
66.880 |
66.880 |
|
S3 |
66.880 |
66.880 |
66.880 |
|
S4 |
66.880 |
66.880 |
66.880 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.967 |
66.373 |
64.214 |
|
R3 |
65.887 |
65.293 |
63.917 |
|
R2 |
64.807 |
64.807 |
63.818 |
|
R1 |
64.213 |
64.213 |
63.719 |
64.510 |
PP |
63.727 |
63.727 |
63.727 |
63.875 |
S1 |
63.133 |
63.133 |
63.521 |
63.430 |
S2 |
62.647 |
62.647 |
63.422 |
|
S3 |
61.567 |
62.053 |
63.323 |
|
S4 |
60.487 |
60.973 |
63.026 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.880 |
63.620 |
3.260 |
4.9% |
0.000 |
0.0% |
100% |
True |
False |
|
10 |
66.880 |
62.850 |
4.030 |
6.0% |
0.000 |
0.0% |
100% |
True |
False |
|
20 |
66.880 |
62.850 |
4.030 |
6.0% |
0.000 |
0.0% |
100% |
True |
False |
|
40 |
66.880 |
62.850 |
4.030 |
6.0% |
0.000 |
0.0% |
100% |
True |
False |
|
60 |
72.360 |
62.850 |
9.510 |
14.2% |
0.000 |
0.0% |
42% |
False |
False |
|
80 |
79.920 |
62.850 |
17.070 |
25.5% |
0.000 |
0.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.880 |
2.618 |
66.880 |
1.618 |
66.880 |
1.000 |
66.880 |
0.618 |
66.880 |
HIGH |
66.880 |
0.618 |
66.880 |
0.500 |
66.880 |
0.382 |
66.880 |
LOW |
66.880 |
0.618 |
66.880 |
1.000 |
66.880 |
1.618 |
66.880 |
2.618 |
66.880 |
4.250 |
66.880 |
|
|
Fisher Pivots for day following 30-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
66.880 |
66.527 |
PP |
66.880 |
66.173 |
S1 |
66.880 |
65.820 |
|