NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 27-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
27-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
63.620 |
64.330 |
0.710 |
1.1% |
63.240 |
| High |
63.620 |
64.330 |
0.710 |
1.1% |
64.320 |
| Low |
63.620 |
64.330 |
0.710 |
1.1% |
63.240 |
| Close |
63.620 |
64.330 |
0.710 |
1.1% |
63.620 |
| Range |
|
|
|
|
|
| ATR |
0.852 |
0.841 |
-0.010 |
-1.2% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.330 |
64.330 |
64.330 |
|
| R3 |
64.330 |
64.330 |
64.330 |
|
| R2 |
64.330 |
64.330 |
64.330 |
|
| R1 |
64.330 |
64.330 |
64.330 |
64.330 |
| PP |
64.330 |
64.330 |
64.330 |
64.330 |
| S1 |
64.330 |
64.330 |
64.330 |
64.330 |
| S2 |
64.330 |
64.330 |
64.330 |
|
| S3 |
64.330 |
64.330 |
64.330 |
|
| S4 |
64.330 |
64.330 |
64.330 |
|
|
| Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.967 |
66.373 |
64.214 |
|
| R3 |
65.887 |
65.293 |
63.917 |
|
| R2 |
64.807 |
64.807 |
63.818 |
|
| R1 |
64.213 |
64.213 |
63.719 |
64.510 |
| PP |
63.727 |
63.727 |
63.727 |
63.875 |
| S1 |
63.133 |
63.133 |
63.521 |
63.430 |
| S2 |
62.647 |
62.647 |
63.422 |
|
| S3 |
61.567 |
62.053 |
63.323 |
|
| S4 |
60.487 |
60.973 |
63.026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.330 |
|
2.618 |
64.330 |
|
1.618 |
64.330 |
|
1.000 |
64.330 |
|
0.618 |
64.330 |
|
HIGH |
64.330 |
|
0.618 |
64.330 |
|
0.500 |
64.330 |
|
0.382 |
64.330 |
|
LOW |
64.330 |
|
0.618 |
64.330 |
|
1.000 |
64.330 |
|
1.618 |
64.330 |
|
2.618 |
64.330 |
|
4.250 |
64.330 |
|
|
| Fisher Pivots for day following 27-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
64.330 |
64.212 |
| PP |
64.330 |
64.093 |
| S1 |
64.330 |
63.975 |
|