NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 05-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2006 |
05-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
66.650 |
66.440 |
-0.210 |
-0.3% |
64.330 |
High |
66.650 |
66.440 |
-0.210 |
-0.3% |
67.460 |
Low |
66.650 |
66.440 |
-0.210 |
-0.3% |
64.330 |
Close |
66.650 |
66.440 |
-0.210 |
-0.3% |
67.460 |
Range |
|
|
|
|
|
ATR |
0.825 |
0.781 |
-0.044 |
-5.3% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.440 |
66.440 |
66.440 |
|
R3 |
66.440 |
66.440 |
66.440 |
|
R2 |
66.440 |
66.440 |
66.440 |
|
R1 |
66.440 |
66.440 |
66.440 |
66.440 |
PP |
66.440 |
66.440 |
66.440 |
66.440 |
S1 |
66.440 |
66.440 |
66.440 |
66.440 |
S2 |
66.440 |
66.440 |
66.440 |
|
S3 |
66.440 |
66.440 |
66.440 |
|
S4 |
66.440 |
66.440 |
66.440 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.807 |
74.763 |
69.182 |
|
R3 |
72.677 |
71.633 |
68.321 |
|
R2 |
69.547 |
69.547 |
68.034 |
|
R1 |
68.503 |
68.503 |
67.747 |
69.025 |
PP |
66.417 |
66.417 |
66.417 |
66.678 |
S1 |
65.373 |
65.373 |
67.173 |
65.895 |
S2 |
63.287 |
63.287 |
66.886 |
|
S3 |
60.157 |
62.243 |
66.599 |
|
S4 |
57.027 |
59.113 |
65.739 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.460 |
66.100 |
1.360 |
2.0% |
0.000 |
0.0% |
25% |
False |
False |
|
10 |
67.460 |
63.240 |
4.220 |
6.4% |
0.000 |
0.0% |
76% |
False |
False |
|
20 |
67.460 |
62.850 |
4.610 |
6.9% |
0.000 |
0.0% |
78% |
False |
False |
|
40 |
67.460 |
62.850 |
4.610 |
6.9% |
0.000 |
0.0% |
78% |
False |
False |
|
60 |
70.360 |
62.850 |
7.510 |
11.3% |
0.000 |
0.0% |
48% |
False |
False |
|
80 |
78.790 |
62.850 |
15.940 |
24.0% |
0.000 |
0.0% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.440 |
2.618 |
66.440 |
1.618 |
66.440 |
1.000 |
66.440 |
0.618 |
66.440 |
HIGH |
66.440 |
0.618 |
66.440 |
0.500 |
66.440 |
0.382 |
66.440 |
LOW |
66.440 |
0.618 |
66.440 |
1.000 |
66.440 |
1.618 |
66.440 |
2.618 |
66.440 |
4.250 |
66.440 |
|
|
Fisher Pivots for day following 05-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
66.440 |
66.950 |
PP |
66.440 |
66.780 |
S1 |
66.440 |
66.610 |
|