NYMEX miNY Light Sweet Crude Oil Future April 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 |
65.790 |
65.300 |
-0.490 |
-0.7% |
63.580 |
High |
65.790 |
65.300 |
-0.490 |
-0.7% |
66.830 |
Low |
65.790 |
65.300 |
-0.490 |
-0.7% |
63.580 |
Close |
65.790 |
65.300 |
-0.490 |
-0.7% |
66.830 |
Range |
|
|
|
|
|
ATR |
0.798 |
0.776 |
-0.022 |
-2.8% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.300 |
65.300 |
65.300 |
|
R3 |
65.300 |
65.300 |
65.300 |
|
R2 |
65.300 |
65.300 |
65.300 |
|
R1 |
65.300 |
65.300 |
65.300 |
65.300 |
PP |
65.300 |
65.300 |
65.300 |
65.300 |
S1 |
65.300 |
65.300 |
65.300 |
65.300 |
S2 |
65.300 |
65.300 |
65.300 |
|
S3 |
65.300 |
65.300 |
65.300 |
|
S4 |
65.300 |
65.300 |
65.300 |
|
|
Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.497 |
74.413 |
68.618 |
|
R3 |
72.247 |
71.163 |
67.724 |
|
R2 |
68.997 |
68.997 |
67.426 |
|
R1 |
67.913 |
67.913 |
67.128 |
68.455 |
PP |
65.747 |
65.747 |
65.747 |
66.018 |
S1 |
64.663 |
64.663 |
66.532 |
65.205 |
S2 |
62.497 |
62.497 |
66.234 |
|
S3 |
59.247 |
61.413 |
65.936 |
|
S4 |
55.997 |
58.163 |
65.043 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.830 |
65.300 |
1.530 |
2.3% |
0.000 |
0.0% |
0% |
False |
True |
|
10 |
66.830 |
62.820 |
4.010 |
6.1% |
0.000 |
0.0% |
62% |
False |
False |
|
20 |
66.830 |
62.110 |
4.720 |
7.2% |
0.000 |
0.0% |
68% |
False |
False |
|
40 |
66.830 |
62.110 |
4.720 |
7.2% |
0.005 |
0.0% |
68% |
False |
False |
|
60 |
68.560 |
62.110 |
6.450 |
9.9% |
0.003 |
0.0% |
49% |
False |
False |
|
80 |
77.790 |
62.110 |
15.680 |
24.0% |
0.003 |
0.0% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.300 |
2.618 |
65.300 |
1.618 |
65.300 |
1.000 |
65.300 |
0.618 |
65.300 |
HIGH |
65.300 |
0.618 |
65.300 |
0.500 |
65.300 |
0.382 |
65.300 |
LOW |
65.300 |
0.618 |
65.300 |
1.000 |
65.300 |
1.618 |
65.300 |
2.618 |
65.300 |
4.250 |
65.300 |
|
|
Fisher Pivots for day following 06-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
65.300 |
65.645 |
PP |
65.300 |
65.530 |
S1 |
65.300 |
65.415 |
|