NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
62.500 |
62.400 |
-0.100 |
-0.2% |
62.900 |
High |
62.500 |
63.200 |
0.700 |
1.1% |
63.200 |
Low |
62.500 |
62.275 |
-0.225 |
-0.4% |
62.275 |
Close |
62.630 |
63.260 |
0.630 |
1.0% |
63.260 |
Range |
0.000 |
0.925 |
0.925 |
|
0.925 |
ATR |
0.711 |
0.727 |
0.015 |
2.1% |
0.000 |
Volume |
2 |
1 |
-1 |
-50.0% |
7 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.687 |
65.398 |
63.769 |
|
R3 |
64.762 |
64.473 |
63.514 |
|
R2 |
63.837 |
63.837 |
63.430 |
|
R1 |
63.548 |
63.548 |
63.345 |
63.693 |
PP |
62.912 |
62.912 |
62.912 |
62.984 |
S1 |
62.623 |
62.623 |
63.175 |
62.768 |
S2 |
61.987 |
61.987 |
63.090 |
|
S3 |
61.062 |
61.698 |
63.006 |
|
S4 |
60.137 |
60.773 |
62.751 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.687 |
65.398 |
63.769 |
|
R3 |
64.762 |
64.473 |
63.514 |
|
R2 |
63.837 |
63.837 |
63.430 |
|
R1 |
63.548 |
63.548 |
63.345 |
63.693 |
PP |
62.912 |
62.912 |
62.912 |
62.984 |
S1 |
62.623 |
62.623 |
63.175 |
62.768 |
S2 |
61.987 |
61.987 |
63.090 |
|
S3 |
61.062 |
61.698 |
63.006 |
|
S4 |
60.137 |
60.773 |
62.751 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.275 |
62.275 |
2.000 |
3.2% |
0.335 |
0.5% |
49% |
False |
True |
2 |
10 |
65.490 |
62.275 |
3.215 |
5.1% |
0.328 |
0.5% |
31% |
False |
True |
3 |
20 |
66.830 |
62.275 |
4.555 |
7.2% |
0.164 |
0.3% |
22% |
False |
True |
1 |
40 |
66.830 |
62.110 |
4.720 |
7.5% |
0.082 |
0.1% |
24% |
False |
False |
|
60 |
66.830 |
62.110 |
4.720 |
7.5% |
0.058 |
0.1% |
24% |
False |
False |
|
80 |
71.990 |
62.110 |
9.880 |
15.6% |
0.043 |
0.1% |
12% |
False |
False |
|
100 |
79.840 |
62.110 |
17.730 |
28.0% |
0.035 |
0.1% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.131 |
2.618 |
65.622 |
1.618 |
64.697 |
1.000 |
64.125 |
0.618 |
63.772 |
HIGH |
63.200 |
0.618 |
62.847 |
0.500 |
62.738 |
0.382 |
62.628 |
LOW |
62.275 |
0.618 |
61.703 |
1.000 |
61.350 |
1.618 |
60.778 |
2.618 |
59.853 |
4.250 |
58.344 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
63.086 |
63.086 |
PP |
62.912 |
62.912 |
S1 |
62.738 |
62.738 |
|