NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 12-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2006 |
12-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
64.600 |
64.230 |
-0.370 |
-0.6% |
66.650 |
High |
64.600 |
64.230 |
-0.370 |
-0.6% |
66.650 |
Low |
64.600 |
64.230 |
-0.370 |
-0.6% |
65.160 |
Close |
64.600 |
64.230 |
-0.370 |
-0.6% |
65.160 |
Range |
|
|
|
|
|
ATR |
0.699 |
0.676 |
-0.024 |
-3.4% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.230 |
64.230 |
64.230 |
|
R3 |
64.230 |
64.230 |
64.230 |
|
R2 |
64.230 |
64.230 |
64.230 |
|
R1 |
64.230 |
64.230 |
64.230 |
64.230 |
PP |
64.230 |
64.230 |
64.230 |
64.230 |
S1 |
64.230 |
64.230 |
64.230 |
64.230 |
S2 |
64.230 |
64.230 |
64.230 |
|
S3 |
64.230 |
64.230 |
64.230 |
|
S4 |
64.230 |
64.230 |
64.230 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.127 |
69.133 |
65.980 |
|
R3 |
68.637 |
67.643 |
65.570 |
|
R2 |
67.147 |
67.147 |
65.433 |
|
R1 |
66.153 |
66.153 |
65.297 |
65.905 |
PP |
65.657 |
65.657 |
65.657 |
65.533 |
S1 |
64.663 |
64.663 |
65.023 |
64.415 |
S2 |
64.167 |
64.167 |
64.887 |
|
S3 |
62.677 |
63.173 |
64.750 |
|
S4 |
61.187 |
61.683 |
64.341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.940 |
64.230 |
1.710 |
2.7% |
0.000 |
0.0% |
0% |
False |
True |
|
10 |
67.460 |
64.230 |
3.230 |
5.0% |
0.000 |
0.0% |
0% |
False |
True |
|
20 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
30% |
False |
False |
|
40 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
30% |
False |
False |
|
60 |
68.640 |
62.850 |
5.790 |
9.0% |
0.000 |
0.0% |
24% |
False |
False |
|
80 |
76.750 |
62.850 |
13.900 |
21.6% |
0.000 |
0.0% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.230 |
2.618 |
64.230 |
1.618 |
64.230 |
1.000 |
64.230 |
0.618 |
64.230 |
HIGH |
64.230 |
0.618 |
64.230 |
0.500 |
64.230 |
0.382 |
64.230 |
LOW |
64.230 |
0.618 |
64.230 |
1.000 |
64.230 |
1.618 |
64.230 |
2.618 |
64.230 |
4.250 |
64.230 |
|
|
Fisher Pivots for day following 12-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
64.230 |
64.695 |
PP |
64.230 |
64.540 |
S1 |
64.230 |
64.385 |
|