NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 27-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2006 |
27-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
64.830 |
66.710 |
1.880 |
2.9% |
68.640 |
| High |
64.830 |
66.710 |
1.880 |
2.9% |
68.640 |
| Low |
64.830 |
66.710 |
1.880 |
2.9% |
64.740 |
| Close |
64.830 |
66.710 |
1.880 |
2.9% |
64.740 |
| Range |
|
|
|
|
|
| ATR |
0.719 |
0.802 |
0.083 |
11.5% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.710 |
66.710 |
66.710 |
|
| R3 |
66.710 |
66.710 |
66.710 |
|
| R2 |
66.710 |
66.710 |
66.710 |
|
| R1 |
66.710 |
66.710 |
66.710 |
66.710 |
| PP |
66.710 |
66.710 |
66.710 |
66.710 |
| S1 |
66.710 |
66.710 |
66.710 |
66.710 |
| S2 |
66.710 |
66.710 |
66.710 |
|
| S3 |
66.710 |
66.710 |
66.710 |
|
| S4 |
66.710 |
66.710 |
66.710 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.740 |
75.140 |
66.885 |
|
| R3 |
73.840 |
71.240 |
65.813 |
|
| R2 |
69.940 |
69.940 |
65.455 |
|
| R1 |
67.340 |
67.340 |
65.098 |
66.690 |
| PP |
66.040 |
66.040 |
66.040 |
65.715 |
| S1 |
63.440 |
63.440 |
64.383 |
62.790 |
| S2 |
62.140 |
62.140 |
64.025 |
|
| S3 |
58.240 |
59.540 |
63.668 |
|
| S4 |
54.340 |
55.640 |
62.595 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.710 |
|
2.618 |
66.710 |
|
1.618 |
66.710 |
|
1.000 |
66.710 |
|
0.618 |
66.710 |
|
HIGH |
66.710 |
|
0.618 |
66.710 |
|
0.500 |
66.710 |
|
0.382 |
66.710 |
|
LOW |
66.710 |
|
0.618 |
66.710 |
|
1.000 |
66.710 |
|
1.618 |
66.710 |
|
2.618 |
66.710 |
|
4.250 |
66.710 |
|
|
| Fisher Pivots for day following 27-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
66.710 |
66.397 |
| PP |
66.710 |
66.083 |
| S1 |
66.710 |
65.770 |
|