NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 19-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
64.710 |
65.390 |
0.680 |
1.1% |
64.600 |
| High |
64.710 |
65.390 |
0.680 |
1.1% |
66.000 |
| Low |
64.710 |
65.390 |
0.680 |
1.1% |
64.230 |
| Close |
64.710 |
65.390 |
0.680 |
1.1% |
66.000 |
| Range |
|
|
|
|
|
| ATR |
0.706 |
0.704 |
-0.002 |
-0.3% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.390 |
65.390 |
65.390 |
|
| R3 |
65.390 |
65.390 |
65.390 |
|
| R2 |
65.390 |
65.390 |
65.390 |
|
| R1 |
65.390 |
65.390 |
65.390 |
65.390 |
| PP |
65.390 |
65.390 |
65.390 |
65.390 |
| S1 |
65.390 |
65.390 |
65.390 |
65.390 |
| S2 |
65.390 |
65.390 |
65.390 |
|
| S3 |
65.390 |
65.390 |
65.390 |
|
| S4 |
65.390 |
65.390 |
65.390 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.720 |
70.130 |
66.974 |
|
| R3 |
68.950 |
68.360 |
66.487 |
|
| R2 |
67.180 |
67.180 |
66.325 |
|
| R1 |
66.590 |
66.590 |
66.162 |
66.885 |
| PP |
65.410 |
65.410 |
65.410 |
65.558 |
| S1 |
64.820 |
64.820 |
65.838 |
65.115 |
| S2 |
63.640 |
63.640 |
65.676 |
|
| S3 |
61.870 |
63.050 |
65.513 |
|
| S4 |
60.100 |
61.280 |
65.027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.000 |
64.320 |
1.680 |
2.6% |
0.000 |
0.0% |
64% |
False |
False |
|
| 10 |
66.000 |
64.230 |
1.770 |
2.7% |
0.000 |
0.0% |
66% |
False |
False |
|
| 20 |
67.460 |
63.240 |
4.220 |
6.5% |
0.000 |
0.0% |
51% |
False |
False |
|
| 40 |
67.460 |
62.850 |
4.610 |
7.1% |
0.000 |
0.0% |
55% |
False |
False |
|
| 60 |
67.460 |
62.850 |
4.610 |
7.1% |
0.000 |
0.0% |
55% |
False |
False |
|
| 80 |
76.080 |
62.850 |
13.230 |
20.2% |
0.000 |
0.0% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.390 |
|
2.618 |
65.390 |
|
1.618 |
65.390 |
|
1.000 |
65.390 |
|
0.618 |
65.390 |
|
HIGH |
65.390 |
|
0.618 |
65.390 |
|
0.500 |
65.390 |
|
0.382 |
65.390 |
|
LOW |
65.390 |
|
0.618 |
65.390 |
|
1.000 |
65.390 |
|
1.618 |
65.390 |
|
2.618 |
65.390 |
|
4.250 |
65.390 |
|
|
| Fisher Pivots for day following 19-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
65.390 |
65.378 |
| PP |
65.390 |
65.367 |
| S1 |
65.390 |
65.355 |
|