NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
63.130 |
63.300 |
0.170 |
0.3% |
64.710 |
| High |
63.130 |
63.300 |
0.170 |
0.3% |
66.120 |
| Low |
63.130 |
63.300 |
0.170 |
0.3% |
64.710 |
| Close |
63.130 |
63.300 |
0.170 |
0.3% |
65.110 |
| Range |
|
|
|
|
|
| ATR |
0.719 |
0.679 |
-0.039 |
-5.5% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.300 |
63.300 |
63.300 |
|
| R3 |
63.300 |
63.300 |
63.300 |
|
| R2 |
63.300 |
63.300 |
63.300 |
|
| R1 |
63.300 |
63.300 |
63.300 |
63.300 |
| PP |
63.300 |
63.300 |
63.300 |
63.300 |
| S1 |
63.300 |
63.300 |
63.300 |
63.300 |
| S2 |
63.300 |
63.300 |
63.300 |
|
| S3 |
63.300 |
63.300 |
63.300 |
|
| S4 |
63.300 |
63.300 |
63.300 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.543 |
68.737 |
65.886 |
|
| R3 |
68.133 |
67.327 |
65.498 |
|
| R2 |
66.723 |
66.723 |
65.369 |
|
| R1 |
65.917 |
65.917 |
65.239 |
66.320 |
| PP |
65.313 |
65.313 |
65.313 |
65.515 |
| S1 |
64.507 |
64.507 |
64.981 |
64.910 |
| S2 |
63.903 |
63.903 |
64.852 |
|
| S3 |
62.493 |
63.097 |
64.722 |
|
| S4 |
61.083 |
61.687 |
64.335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.360 |
63.130 |
2.230 |
3.5% |
0.000 |
0.0% |
8% |
False |
False |
|
| 10 |
66.120 |
63.130 |
2.990 |
4.7% |
0.000 |
0.0% |
6% |
False |
False |
|
| 20 |
67.460 |
63.130 |
4.330 |
6.8% |
0.000 |
0.0% |
4% |
False |
False |
|
| 40 |
67.460 |
62.850 |
4.610 |
7.3% |
0.000 |
0.0% |
10% |
False |
False |
|
| 60 |
67.460 |
62.850 |
4.610 |
7.3% |
0.000 |
0.0% |
10% |
False |
False |
|
| 80 |
73.360 |
62.850 |
10.510 |
16.6% |
0.000 |
0.0% |
4% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.300 |
|
2.618 |
63.300 |
|
1.618 |
63.300 |
|
1.000 |
63.300 |
|
0.618 |
63.300 |
|
HIGH |
63.300 |
|
0.618 |
63.300 |
|
0.500 |
63.300 |
|
0.382 |
63.300 |
|
LOW |
63.300 |
|
0.618 |
63.300 |
|
1.000 |
63.300 |
|
1.618 |
63.300 |
|
2.618 |
63.300 |
|
4.250 |
63.300 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
63.300 |
63.495 |
| PP |
63.300 |
63.430 |
| S1 |
63.300 |
63.365 |
|