NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 26-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
64.275 |
62.900 |
-1.375 |
-2.1% |
64.210 |
High |
64.275 |
62.900 |
-1.375 |
-2.1% |
65.400 |
Low |
64.275 |
62.625 |
-1.650 |
-2.6% |
64.210 |
Close |
64.400 |
63.130 |
-1.270 |
-2.0% |
64.400 |
Range |
0.000 |
0.275 |
0.275 |
|
1.190 |
ATR |
0.705 |
0.781 |
0.076 |
10.8% |
0.000 |
Volume |
7 |
1 |
-6 |
-85.7% |
28 |
|
Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.710 |
63.695 |
63.281 |
|
R3 |
63.435 |
63.420 |
63.206 |
|
R2 |
63.160 |
63.160 |
63.180 |
|
R1 |
63.145 |
63.145 |
63.155 |
63.153 |
PP |
62.885 |
62.885 |
62.885 |
62.889 |
S1 |
62.870 |
62.870 |
63.105 |
62.878 |
S2 |
62.610 |
62.610 |
63.080 |
|
S3 |
62.335 |
62.595 |
63.054 |
|
S4 |
62.060 |
62.320 |
62.979 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.240 |
67.510 |
65.055 |
|
R3 |
67.050 |
66.320 |
64.727 |
|
R2 |
65.860 |
65.860 |
64.618 |
|
R1 |
65.130 |
65.130 |
64.509 |
65.495 |
PP |
64.670 |
64.670 |
64.670 |
64.853 |
S1 |
63.940 |
63.940 |
64.291 |
64.305 |
S2 |
63.480 |
63.480 |
64.182 |
|
S3 |
62.290 |
62.750 |
64.073 |
|
S4 |
61.100 |
61.560 |
63.746 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.400 |
62.625 |
2.775 |
4.4% |
0.375 |
0.6% |
18% |
False |
True |
5 |
10 |
65.490 |
62.625 |
2.865 |
4.5% |
0.188 |
0.3% |
18% |
False |
True |
2 |
20 |
66.830 |
62.625 |
4.205 |
6.7% |
0.094 |
0.1% |
12% |
False |
True |
1 |
40 |
66.830 |
62.110 |
4.720 |
7.5% |
0.052 |
0.1% |
22% |
False |
False |
|
60 |
67.000 |
62.110 |
4.890 |
7.7% |
0.035 |
0.1% |
21% |
False |
False |
|
80 |
74.460 |
62.110 |
12.350 |
19.6% |
0.026 |
0.0% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.069 |
2.618 |
63.620 |
1.618 |
63.345 |
1.000 |
63.175 |
0.618 |
63.070 |
HIGH |
62.900 |
0.618 |
62.795 |
0.500 |
62.763 |
0.382 |
62.730 |
LOW |
62.625 |
0.618 |
62.455 |
1.000 |
62.350 |
1.618 |
62.180 |
2.618 |
61.905 |
4.250 |
61.456 |
|
|
Fisher Pivots for day following 26-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
63.008 |
63.863 |
PP |
62.885 |
63.618 |
S1 |
62.763 |
63.374 |
|