NYMEX miNY Light Sweet Crude Oil Future May 2007
| Trading Metrics calculated at close of trading on 29-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
63.300 |
63.950 |
0.650 |
1.0% |
63.860 |
| High |
63.300 |
63.950 |
0.650 |
1.0% |
63.950 |
| Low |
63.300 |
63.950 |
0.650 |
1.0% |
63.130 |
| Close |
63.300 |
63.950 |
0.650 |
1.0% |
63.950 |
| Range |
|
|
|
|
|
| ATR |
0.679 |
0.677 |
-0.002 |
-0.3% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.950 |
63.950 |
63.950 |
|
| R3 |
63.950 |
63.950 |
63.950 |
|
| R2 |
63.950 |
63.950 |
63.950 |
|
| R1 |
63.950 |
63.950 |
63.950 |
63.950 |
| PP |
63.950 |
63.950 |
63.950 |
63.950 |
| S1 |
63.950 |
63.950 |
63.950 |
63.950 |
| S2 |
63.950 |
63.950 |
63.950 |
|
| S3 |
63.950 |
63.950 |
63.950 |
|
| S4 |
63.950 |
63.950 |
63.950 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.137 |
65.863 |
64.401 |
|
| R3 |
65.317 |
65.043 |
64.176 |
|
| R2 |
64.497 |
64.497 |
64.100 |
|
| R1 |
64.223 |
64.223 |
64.025 |
64.360 |
| PP |
63.677 |
63.677 |
63.677 |
63.745 |
| S1 |
63.403 |
63.403 |
63.875 |
63.540 |
| S2 |
62.857 |
62.857 |
63.800 |
|
| S3 |
62.037 |
62.583 |
63.725 |
|
| S4 |
61.217 |
61.763 |
63.499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.110 |
63.130 |
1.980 |
3.1% |
0.000 |
0.0% |
41% |
False |
False |
|
| 10 |
66.120 |
63.130 |
2.990 |
4.7% |
0.000 |
0.0% |
27% |
False |
False |
|
| 20 |
67.460 |
63.130 |
4.330 |
6.8% |
0.000 |
0.0% |
19% |
False |
False |
|
| 40 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
24% |
False |
False |
|
| 60 |
67.460 |
62.850 |
4.610 |
7.2% |
0.000 |
0.0% |
24% |
False |
False |
|
| 80 |
72.360 |
62.850 |
9.510 |
14.9% |
0.000 |
0.0% |
12% |
False |
False |
|
| 100 |
79.920 |
62.850 |
17.070 |
26.7% |
0.000 |
0.0% |
6% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.950 |
|
2.618 |
63.950 |
|
1.618 |
63.950 |
|
1.000 |
63.950 |
|
0.618 |
63.950 |
|
HIGH |
63.950 |
|
0.618 |
63.950 |
|
0.500 |
63.950 |
|
0.382 |
63.950 |
|
LOW |
63.950 |
|
0.618 |
63.950 |
|
1.000 |
63.950 |
|
1.618 |
63.950 |
|
2.618 |
63.950 |
|
4.250 |
63.950 |
|
|
| Fisher Pivots for day following 29-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
63.950 |
63.813 |
| PP |
63.950 |
63.677 |
| S1 |
63.950 |
63.540 |
|