NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 13-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2006 |
13-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
64.230 |
64.320 |
0.090 |
0.1% |
66.650 |
| High |
64.230 |
64.320 |
0.090 |
0.1% |
66.650 |
| Low |
64.230 |
64.320 |
0.090 |
0.1% |
65.160 |
| Close |
64.230 |
64.320 |
0.090 |
0.1% |
65.160 |
| Range |
|
|
|
|
|
| ATR |
0.676 |
0.634 |
-0.042 |
-6.2% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.320 |
64.320 |
64.320 |
|
| R3 |
64.320 |
64.320 |
64.320 |
|
| R2 |
64.320 |
64.320 |
64.320 |
|
| R1 |
64.320 |
64.320 |
64.320 |
64.320 |
| PP |
64.320 |
64.320 |
64.320 |
64.320 |
| S1 |
64.320 |
64.320 |
64.320 |
64.320 |
| S2 |
64.320 |
64.320 |
64.320 |
|
| S3 |
64.320 |
64.320 |
64.320 |
|
| S4 |
64.320 |
64.320 |
64.320 |
|
|
| Weekly Pivots for week ending 08-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.127 |
69.133 |
65.980 |
|
| R3 |
68.637 |
67.643 |
65.570 |
|
| R2 |
67.147 |
67.147 |
65.433 |
|
| R1 |
66.153 |
66.153 |
65.297 |
65.905 |
| PP |
65.657 |
65.657 |
65.657 |
65.533 |
| S1 |
64.663 |
64.663 |
65.023 |
64.415 |
| S2 |
64.167 |
64.167 |
64.887 |
|
| S3 |
62.677 |
63.173 |
64.750 |
|
| S4 |
61.187 |
61.683 |
64.341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.550 |
64.230 |
1.320 |
2.1% |
0.000 |
0.0% |
7% |
False |
False |
|
| 10 |
67.460 |
64.230 |
3.230 |
5.0% |
0.000 |
0.0% |
3% |
False |
False |
|
| 20 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
32% |
False |
False |
|
| 40 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
32% |
False |
False |
|
| 60 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
32% |
False |
False |
|
| 80 |
76.750 |
62.850 |
13.900 |
21.6% |
0.000 |
0.0% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.320 |
|
2.618 |
64.320 |
|
1.618 |
64.320 |
|
1.000 |
64.320 |
|
0.618 |
64.320 |
|
HIGH |
64.320 |
|
0.618 |
64.320 |
|
0.500 |
64.320 |
|
0.382 |
64.320 |
|
LOW |
64.320 |
|
0.618 |
64.320 |
|
1.000 |
64.320 |
|
1.618 |
64.320 |
|
2.618 |
64.320 |
|
4.250 |
64.320 |
|
|
| Fisher Pivots for day following 13-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
64.320 |
64.415 |
| PP |
64.320 |
64.383 |
| S1 |
64.320 |
64.352 |
|