NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 14-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2006 |
14-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
63.720 |
64.870 |
1.150 |
1.8% |
65.990 |
High |
63.720 |
64.870 |
1.150 |
1.8% |
65.990 |
Low |
63.720 |
64.870 |
1.150 |
1.8% |
64.580 |
Close |
63.720 |
64.870 |
1.150 |
1.8% |
64.580 |
Range |
|
|
|
|
|
ATR |
0.642 |
0.678 |
0.036 |
5.7% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.870 |
64.870 |
64.870 |
|
R3 |
64.870 |
64.870 |
64.870 |
|
R2 |
64.870 |
64.870 |
64.870 |
|
R1 |
64.870 |
64.870 |
64.870 |
64.870 |
PP |
64.870 |
64.870 |
64.870 |
64.870 |
S1 |
64.870 |
64.870 |
64.870 |
64.870 |
S2 |
64.870 |
64.870 |
64.870 |
|
S3 |
64.870 |
64.870 |
64.870 |
|
S4 |
64.870 |
64.870 |
64.870 |
|
|
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 |
64.870 |
63.630 |
1.240 |
1.9% |
0.000 |
0.0% |
100% |
True |
False |
|
10 |
66.830 |
63.630 |
3.200 |
4.9% |
0.000 |
0.0% |
39% |
False |
False |
|
20 |
66.830 |
62.110 |
4.720 |
7.3% |
0.000 |
0.0% |
58% |
False |
False |
|
40 |
66.830 |
62.110 |
4.720 |
7.3% |
0.005 |
0.0% |
58% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.5% |
0.003 |
0.0% |
56% |
False |
False |
|
80 |
76.430 |
62.110 |
14.320 |
22.1% |
0.003 |
0.0% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.870 |
2.618 |
64.870 |
1.618 |
64.870 |
1.000 |
64.870 |
0.618 |
64.870 |
HIGH |
64.870 |
0.618 |
64.870 |
0.500 |
64.870 |
0.382 |
64.870 |
LOW |
64.870 |
0.618 |
64.870 |
1.000 |
64.870 |
1.618 |
64.870 |
2.618 |
64.870 |
4.250 |
64.870 |
|
|
Fisher Pivots for day following 14-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
64.870 |
64.663 |
PP |
64.870 |
64.457 |
S1 |
64.870 |
64.250 |
|