NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 13-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
63.630 |
63.720 |
0.090 |
0.1% |
65.990 |
High |
63.630 |
63.720 |
0.090 |
0.1% |
65.990 |
Low |
63.630 |
63.720 |
0.090 |
0.1% |
64.580 |
Close |
63.630 |
63.720 |
0.090 |
0.1% |
64.580 |
Range |
|
|
|
|
|
ATR |
0.684 |
0.642 |
-0.042 |
-6.2% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.720 |
63.720 |
63.720 |
|
R3 |
63.720 |
63.720 |
63.720 |
|
R2 |
63.720 |
63.720 |
63.720 |
|
R1 |
63.720 |
63.720 |
63.720 |
63.720 |
PP |
63.720 |
63.720 |
63.720 |
63.720 |
S1 |
63.720 |
63.720 |
63.720 |
63.720 |
S2 |
63.720 |
63.720 |
63.720 |
|
S3 |
63.720 |
63.720 |
63.720 |
|
S4 |
63.720 |
63.720 |
63.720 |
|
|
Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.280 |
68.340 |
65.356 |
|
R3 |
67.870 |
66.930 |
64.968 |
|
R2 |
66.460 |
66.460 |
64.839 |
|
R1 |
65.520 |
65.520 |
64.709 |
65.285 |
PP |
65.050 |
65.050 |
65.050 |
64.933 |
S1 |
64.110 |
64.110 |
64.451 |
63.875 |
S2 |
63.640 |
63.640 |
64.322 |
|
S3 |
62.230 |
62.700 |
64.192 |
|
S4 |
60.820 |
61.290 |
63.805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.930 |
63.630 |
1.300 |
2.0% |
0.000 |
0.0% |
7% |
False |
False |
|
10 |
66.830 |
63.630 |
3.200 |
5.0% |
0.000 |
0.0% |
3% |
False |
False |
|
20 |
66.830 |
62.110 |
4.720 |
7.4% |
0.000 |
0.0% |
34% |
False |
False |
|
40 |
66.830 |
62.110 |
4.720 |
7.4% |
0.005 |
0.0% |
34% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.7% |
0.003 |
0.0% |
33% |
False |
False |
|
80 |
76.570 |
62.110 |
14.460 |
22.7% |
0.003 |
0.0% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.720 |
2.618 |
63.720 |
1.618 |
63.720 |
1.000 |
63.720 |
0.618 |
63.720 |
HIGH |
63.720 |
0.618 |
63.720 |
0.500 |
63.720 |
0.382 |
63.720 |
LOW |
63.720 |
0.618 |
63.720 |
1.000 |
63.720 |
1.618 |
63.720 |
2.618 |
63.720 |
4.250 |
63.720 |
|
|
Fisher Pivots for day following 13-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
63.720 |
63.815 |
PP |
63.720 |
63.783 |
S1 |
63.720 |
63.752 |
|