NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 28-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
62.625 |
62.500 |
-0.125 |
-0.2% |
64.210 |
High |
63.100 |
62.500 |
-0.600 |
-1.0% |
65.400 |
Low |
62.625 |
62.500 |
-0.125 |
-0.2% |
64.210 |
Close |
62.440 |
62.630 |
0.190 |
0.3% |
64.400 |
Range |
0.475 |
0.000 |
-0.475 |
-100.0% |
1.190 |
ATR |
0.762 |
0.711 |
-0.050 |
-6.6% |
0.000 |
Volume |
3 |
2 |
-1 |
-33.3% |
28 |
|
Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.543 |
62.587 |
62.630 |
|
R3 |
62.543 |
62.587 |
62.630 |
|
R2 |
62.543 |
62.543 |
62.630 |
|
R1 |
62.587 |
62.587 |
62.630 |
62.565 |
PP |
62.543 |
62.543 |
62.543 |
62.533 |
S1 |
62.587 |
62.587 |
62.630 |
62.565 |
S2 |
62.543 |
62.543 |
62.630 |
|
S3 |
62.543 |
62.587 |
62.630 |
|
S4 |
62.543 |
62.587 |
62.630 |
|
|
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 |
65.100 |
62.500 |
2.600 |
4.2% |
0.280 |
0.4% |
5% |
False |
True |
5 |
10 |
65.490 |
62.500 |
2.990 |
4.8% |
0.235 |
0.4% |
4% |
False |
True |
3 |
20 |
66.830 |
62.500 |
4.330 |
6.9% |
0.118 |
0.2% |
3% |
False |
True |
1 |
40 |
66.830 |
62.110 |
4.720 |
7.5% |
0.059 |
0.1% |
11% |
False |
False |
1 |
60 |
66.830 |
62.110 |
4.720 |
7.5% |
0.043 |
0.1% |
11% |
False |
False |
|
80 |
73.000 |
62.110 |
10.890 |
17.4% |
0.032 |
0.1% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.500 |
2.618 |
62.500 |
1.618 |
62.500 |
1.000 |
62.500 |
0.618 |
62.500 |
HIGH |
62.500 |
0.618 |
62.500 |
0.500 |
62.500 |
0.382 |
62.500 |
LOW |
62.500 |
0.618 |
62.500 |
1.000 |
62.500 |
1.618 |
62.500 |
2.618 |
62.500 |
4.250 |
62.500 |
|
|
Fisher Pivots for day following 28-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
62.587 |
62.800 |
PP |
62.543 |
62.743 |
S1 |
62.500 |
62.687 |
|