NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 20-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
64.275 |
65.350 |
1.075 |
1.7% |
64.000 |
High |
64.950 |
65.400 |
0.450 |
0.7% |
65.490 |
Low |
64.275 |
65.125 |
0.850 |
1.3% |
63.630 |
Close |
64.890 |
65.520 |
0.630 |
1.0% |
65.490 |
Range |
0.675 |
0.275 |
-0.400 |
-59.3% |
1.860 |
ATR |
0.719 |
0.704 |
-0.015 |
-2.1% |
0.000 |
Volume |
0 |
6 |
6 |
|
0 |
|
Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.173 |
66.122 |
65.671 |
|
R3 |
65.898 |
65.847 |
65.596 |
|
R2 |
65.623 |
65.623 |
65.570 |
|
R1 |
65.572 |
65.572 |
65.545 |
65.598 |
PP |
65.348 |
65.348 |
65.348 |
65.361 |
S1 |
65.297 |
65.297 |
65.495 |
65.323 |
S2 |
65.073 |
65.073 |
65.470 |
|
S3 |
64.798 |
65.022 |
65.444 |
|
S4 |
64.523 |
64.747 |
65.369 |
|
|
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 |
64.210 |
1.280 |
2.0% |
0.190 |
0.3% |
102% |
False |
False |
1 |
10 |
65.490 |
63.630 |
1.860 |
2.8% |
0.095 |
0.1% |
102% |
False |
False |
|
20 |
66.830 |
62.820 |
4.010 |
6.1% |
0.048 |
0.1% |
67% |
False |
False |
|
40 |
66.830 |
62.110 |
4.720 |
7.2% |
0.029 |
0.0% |
72% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.5% |
0.019 |
0.0% |
70% |
False |
False |
|
80 |
74.570 |
62.110 |
12.460 |
19.0% |
0.014 |
0.0% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.569 |
2.618 |
66.120 |
1.618 |
65.845 |
1.000 |
65.675 |
0.618 |
65.570 |
HIGH |
65.400 |
0.618 |
65.295 |
0.500 |
65.263 |
0.382 |
65.230 |
LOW |
65.125 |
0.618 |
64.955 |
1.000 |
64.850 |
1.618 |
64.680 |
2.618 |
64.405 |
4.250 |
63.956 |
|
|
Fisher Pivots for day following 20-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
65.434 |
65.282 |
PP |
65.348 |
65.043 |
S1 |
65.263 |
64.805 |
|