NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 15-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2006 |
15-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
64.870 |
65.490 |
0.620 |
1.0% |
64.000 |
High |
64.870 |
65.490 |
0.620 |
1.0% |
65.490 |
Low |
64.870 |
65.490 |
0.620 |
1.0% |
63.630 |
Close |
64.870 |
65.490 |
0.620 |
1.0% |
65.490 |
Range |
|
|
|
|
|
ATR |
0.678 |
0.674 |
-0.004 |
-0.6% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.490 |
65.490 |
65.490 |
|
R3 |
65.490 |
65.490 |
65.490 |
|
R2 |
65.490 |
65.490 |
65.490 |
|
R1 |
65.490 |
65.490 |
65.490 |
65.490 |
PP |
65.490 |
65.490 |
65.490 |
65.490 |
S1 |
65.490 |
65.490 |
65.490 |
65.490 |
S2 |
65.490 |
65.490 |
65.490 |
|
S3 |
65.490 |
65.490 |
65.490 |
|
S4 |
65.490 |
65.490 |
65.490 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.450 |
69.830 |
66.513 |
|
R3 |
68.590 |
67.970 |
66.002 |
|
R2 |
66.730 |
66.730 |
65.831 |
|
R1 |
66.110 |
66.110 |
65.661 |
66.420 |
PP |
64.870 |
64.870 |
64.870 |
65.025 |
S1 |
64.250 |
64.250 |
65.320 |
64.560 |
S2 |
63.010 |
63.010 |
65.149 |
|
S3 |
61.150 |
62.390 |
64.979 |
|
S4 |
59.290 |
60.530 |
64.467 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.490 |
63.630 |
1.860 |
2.8% |
0.000 |
0.0% |
100% |
True |
False |
|
10 |
65.990 |
63.630 |
2.360 |
3.6% |
0.000 |
0.0% |
79% |
False |
False |
|
20 |
66.830 |
62.110 |
4.720 |
7.2% |
0.000 |
0.0% |
72% |
False |
False |
|
40 |
66.830 |
62.110 |
4.720 |
7.2% |
0.005 |
0.0% |
72% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.5% |
0.003 |
0.0% |
69% |
False |
False |
|
80 |
75.860 |
62.110 |
13.750 |
21.0% |
0.003 |
0.0% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.490 |
2.618 |
65.490 |
1.618 |
65.490 |
1.000 |
65.490 |
0.618 |
65.490 |
HIGH |
65.490 |
0.618 |
65.490 |
0.500 |
65.490 |
0.382 |
65.490 |
LOW |
65.490 |
0.618 |
65.490 |
1.000 |
65.490 |
1.618 |
65.490 |
2.618 |
65.490 |
4.250 |
65.490 |
|
|
Fisher Pivots for day following 15-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
65.490 |
65.195 |
PP |
65.490 |
64.900 |
S1 |
65.490 |
64.605 |
|