NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 06-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
66.440 |
65.940 |
-0.500 |
-0.8% |
64.330 |
High |
66.440 |
65.940 |
-0.500 |
-0.8% |
67.460 |
Low |
66.440 |
65.940 |
-0.500 |
-0.8% |
64.330 |
Close |
66.440 |
65.940 |
-0.500 |
-0.8% |
67.460 |
Range |
|
|
|
|
|
ATR |
0.781 |
0.761 |
-0.020 |
-2.6% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.940 |
65.940 |
65.940 |
|
R3 |
65.940 |
65.940 |
65.940 |
|
R2 |
65.940 |
65.940 |
65.940 |
|
R1 |
65.940 |
65.940 |
65.940 |
65.940 |
PP |
65.940 |
65.940 |
65.940 |
65.940 |
S1 |
65.940 |
65.940 |
65.940 |
65.940 |
S2 |
65.940 |
65.940 |
65.940 |
|
S3 |
65.940 |
65.940 |
65.940 |
|
S4 |
65.940 |
65.940 |
65.940 |
|
|
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 |
65.940 |
1.520 |
2.3% |
0.000 |
0.0% |
0% |
False |
True |
|
10 |
67.460 |
63.620 |
3.840 |
5.8% |
0.000 |
0.0% |
60% |
False |
False |
|
20 |
67.460 |
62.850 |
4.610 |
7.0% |
0.000 |
0.0% |
67% |
False |
False |
|
40 |
67.460 |
62.850 |
4.610 |
7.0% |
0.000 |
0.0% |
67% |
False |
False |
|
60 |
68.950 |
62.850 |
6.100 |
9.3% |
0.000 |
0.0% |
51% |
False |
False |
|
80 |
77.950 |
62.850 |
15.100 |
22.9% |
0.000 |
0.0% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.940 |
2.618 |
65.940 |
1.618 |
65.940 |
1.000 |
65.940 |
0.618 |
65.940 |
HIGH |
65.940 |
0.618 |
65.940 |
0.500 |
65.940 |
0.382 |
65.940 |
LOW |
65.940 |
0.618 |
65.940 |
1.000 |
65.940 |
1.618 |
65.940 |
2.618 |
65.940 |
4.250 |
65.940 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
65.940 |
66.295 |
PP |
65.940 |
66.177 |
S1 |
65.940 |
66.058 |
|