NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
65.350 |
65.100 |
-0.250 |
-0.4% |
64.000 |
High |
65.400 |
65.100 |
-0.300 |
-0.5% |
65.490 |
Low |
65.125 |
64.450 |
-0.675 |
-1.0% |
63.630 |
Close |
65.520 |
64.650 |
-0.870 |
-1.3% |
65.490 |
Range |
0.275 |
0.650 |
0.375 |
136.4% |
1.860 |
ATR |
0.704 |
0.730 |
0.026 |
3.7% |
0.000 |
Volume |
6 |
15 |
9 |
150.0% |
0 |
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.683 |
66.317 |
65.008 |
|
R3 |
66.033 |
65.667 |
64.829 |
|
R2 |
65.383 |
65.383 |
64.769 |
|
R1 |
65.017 |
65.017 |
64.710 |
64.875 |
PP |
64.733 |
64.733 |
64.733 |
64.663 |
S1 |
64.367 |
64.367 |
64.590 |
64.225 |
S2 |
64.083 |
64.083 |
64.531 |
|
S3 |
63.433 |
63.717 |
64.471 |
|
S4 |
62.783 |
63.067 |
64.293 |
|
|
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% |
0.320 |
0.5% |
34% |
False |
False |
4 |
10 |
65.490 |
63.630 |
1.860 |
2.9% |
0.160 |
0.2% |
55% |
False |
False |
2 |
20 |
66.830 |
62.820 |
4.010 |
6.2% |
0.080 |
0.1% |
46% |
False |
False |
1 |
40 |
66.830 |
62.110 |
4.720 |
7.3% |
0.045 |
0.1% |
54% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.6% |
0.030 |
0.0% |
52% |
False |
False |
|
80 |
74.460 |
62.110 |
12.350 |
19.1% |
0.023 |
0.0% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.863 |
2.618 |
66.802 |
1.618 |
66.152 |
1.000 |
65.750 |
0.618 |
65.502 |
HIGH |
65.100 |
0.618 |
64.852 |
0.500 |
64.775 |
0.382 |
64.698 |
LOW |
64.450 |
0.618 |
64.048 |
1.000 |
63.800 |
1.618 |
63.398 |
2.618 |
62.748 |
4.250 |
61.688 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
64.775 |
64.838 |
PP |
64.733 |
64.775 |
S1 |
64.692 |
64.713 |
|