NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 19-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
64.210 |
64.275 |
0.065 |
0.1% |
64.000 |
High |
64.210 |
64.950 |
0.740 |
1.2% |
65.490 |
Low |
64.210 |
64.275 |
0.065 |
0.1% |
63.630 |
Close |
64.210 |
64.890 |
0.680 |
1.1% |
65.490 |
Range |
0.000 |
0.675 |
0.675 |
|
1.860 |
ATR |
0.717 |
0.719 |
0.002 |
0.2% |
0.000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.730 |
66.485 |
65.261 |
|
R3 |
66.055 |
65.810 |
65.076 |
|
R2 |
65.380 |
65.380 |
65.014 |
|
R1 |
65.135 |
65.135 |
64.952 |
65.258 |
PP |
64.705 |
64.705 |
64.705 |
64.766 |
S1 |
64.460 |
64.460 |
64.828 |
64.583 |
S2 |
64.030 |
64.030 |
64.766 |
|
S3 |
63.355 |
63.785 |
64.704 |
|
S4 |
62.680 |
63.110 |
64.519 |
|
|
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 |
63.720 |
1.770 |
2.7% |
0.135 |
0.2% |
66% |
False |
False |
|
10 |
65.490 |
63.630 |
1.860 |
2.9% |
0.068 |
0.1% |
68% |
False |
False |
|
20 |
66.830 |
62.430 |
4.400 |
6.8% |
0.034 |
0.1% |
56% |
False |
False |
|
40 |
66.830 |
62.110 |
4.720 |
7.3% |
0.022 |
0.0% |
59% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.5% |
0.015 |
0.0% |
57% |
False |
False |
|
80 |
75.860 |
62.110 |
13.750 |
21.2% |
0.011 |
0.0% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.819 |
2.618 |
66.717 |
1.618 |
66.042 |
1.000 |
65.625 |
0.618 |
65.367 |
HIGH |
64.950 |
0.618 |
64.692 |
0.500 |
64.613 |
0.382 |
64.533 |
LOW |
64.275 |
0.618 |
63.858 |
1.000 |
63.600 |
1.618 |
63.183 |
2.618 |
62.508 |
4.250 |
61.406 |
|
|
Fisher Pivots for day following 19-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
64.798 |
64.877 |
PP |
64.705 |
64.863 |
S1 |
64.613 |
64.850 |
|