NYMEX miNY Light Sweet Crude Oil Future May 2007
Trading Metrics calculated at close of trading on 26-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
65.110 |
63.860 |
-1.250 |
-1.9% |
64.710 |
High |
65.110 |
63.860 |
-1.250 |
-1.9% |
66.120 |
Low |
65.110 |
63.860 |
-1.250 |
-1.9% |
64.710 |
Close |
65.110 |
63.860 |
-1.250 |
-1.9% |
65.110 |
Range |
|
|
|
|
|
ATR |
0.677 |
0.718 |
0.041 |
6.1% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.860 |
63.860 |
63.860 |
|
R3 |
63.860 |
63.860 |
63.860 |
|
R2 |
63.860 |
63.860 |
63.860 |
|
R1 |
63.860 |
63.860 |
63.860 |
63.860 |
PP |
63.860 |
63.860 |
63.860 |
63.860 |
S1 |
63.860 |
63.860 |
63.860 |
63.860 |
S2 |
63.860 |
63.860 |
63.860 |
|
S3 |
63.860 |
63.860 |
63.860 |
|
S4 |
63.860 |
63.860 |
63.860 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.543 |
68.737 |
65.886 |
|
R3 |
68.133 |
67.327 |
65.498 |
|
R2 |
66.723 |
66.723 |
65.369 |
|
R1 |
65.917 |
65.917 |
65.239 |
66.320 |
PP |
65.313 |
65.313 |
65.313 |
65.515 |
S1 |
64.507 |
64.507 |
64.981 |
64.910 |
S2 |
63.903 |
63.903 |
64.852 |
|
S3 |
62.493 |
63.097 |
64.722 |
|
S4 |
61.083 |
61.687 |
64.335 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.120 |
63.860 |
2.260 |
3.5% |
0.000 |
0.0% |
0% |
False |
True |
|
10 |
66.120 |
63.860 |
2.260 |
3.5% |
0.000 |
0.0% |
0% |
False |
True |
|
20 |
67.460 |
63.860 |
3.600 |
5.6% |
0.000 |
0.0% |
0% |
False |
True |
|
40 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
22% |
False |
False |
|
60 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
22% |
False |
False |
|
80 |
74.770 |
62.850 |
11.920 |
18.7% |
0.000 |
0.0% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.860 |
2.618 |
63.860 |
1.618 |
63.860 |
1.000 |
63.860 |
0.618 |
63.860 |
HIGH |
63.860 |
0.618 |
63.860 |
0.500 |
63.860 |
0.382 |
63.860 |
LOW |
63.860 |
0.618 |
63.860 |
1.000 |
63.860 |
1.618 |
63.860 |
2.618 |
63.860 |
4.250 |
63.860 |
|
|
Fisher Pivots for day following 26-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
63.860 |
64.610 |
PP |
63.860 |
64.360 |
S1 |
63.860 |
64.110 |
|