NYMEX miNY Light Sweet Crude Oil Future April 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 |
65.460 |
66.270 |
0.810 |
1.2% |
62.430 |
High |
65.460 |
66.270 |
0.810 |
1.2% |
63.540 |
Low |
65.460 |
66.270 |
0.810 |
1.2% |
62.430 |
Close |
65.460 |
66.270 |
0.810 |
1.2% |
62.820 |
Range |
|
|
|
|
|
ATR |
0.870 |
0.866 |
-0.004 |
-0.5% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.270 |
66.270 |
66.270 |
|
R3 |
66.270 |
66.270 |
66.270 |
|
R2 |
66.270 |
66.270 |
66.270 |
|
R1 |
66.270 |
66.270 |
66.270 |
66.270 |
PP |
66.270 |
66.270 |
66.270 |
66.270 |
S1 |
66.270 |
66.270 |
66.270 |
66.270 |
S2 |
66.270 |
66.270 |
66.270 |
|
S3 |
66.270 |
66.270 |
66.270 |
|
S4 |
66.270 |
66.270 |
66.270 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.260 |
65.650 |
63.431 |
|
R3 |
65.150 |
64.540 |
63.125 |
|
R2 |
64.040 |
64.040 |
63.024 |
|
R1 |
63.430 |
63.430 |
62.922 |
63.735 |
PP |
62.930 |
62.930 |
62.930 |
63.083 |
S1 |
62.320 |
62.320 |
62.718 |
62.625 |
S2 |
61.820 |
61.820 |
62.617 |
|
S3 |
60.710 |
61.210 |
62.515 |
|
S4 |
59.600 |
60.100 |
62.210 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.270 |
62.820 |
3.450 |
5.2% |
0.000 |
0.0% |
100% |
True |
False |
|
10 |
66.270 |
62.110 |
4.160 |
6.3% |
0.000 |
0.0% |
100% |
True |
False |
|
20 |
66.270 |
62.110 |
4.160 |
6.3% |
0.000 |
0.0% |
100% |
True |
False |
|
40 |
66.270 |
62.110 |
4.160 |
6.3% |
0.005 |
0.0% |
100% |
True |
False |
|
60 |
71.990 |
62.110 |
9.880 |
14.9% |
0.003 |
0.0% |
42% |
False |
False |
|
80 |
79.840 |
62.110 |
17.730 |
26.8% |
0.003 |
0.0% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.270 |
2.618 |
66.270 |
1.618 |
66.270 |
1.000 |
66.270 |
0.618 |
66.270 |
HIGH |
66.270 |
0.618 |
66.270 |
0.500 |
66.270 |
0.382 |
66.270 |
LOW |
66.270 |
0.618 |
66.270 |
1.000 |
66.270 |
1.618 |
66.270 |
2.618 |
66.270 |
4.250 |
66.270 |
|
|
Fisher Pivots for day following 30-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
66.270 |
65.908 |
PP |
66.270 |
65.547 |
S1 |
66.270 |
65.185 |
|