NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 27-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
64.460 |
63.720 |
-0.740 |
-1.1% |
65.300 |
| High |
64.460 |
63.720 |
-0.740 |
-1.1% |
66.620 |
| Low |
64.460 |
63.720 |
-0.740 |
-1.1% |
65.300 |
| Close |
64.460 |
63.720 |
-0.740 |
-1.1% |
65.670 |
| Range |
|
|
|
|
|
| ATR |
0.486 |
0.504 |
0.018 |
3.7% |
0.000 |
| Volume |
4 |
4 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.720 |
63.720 |
63.720 |
|
| R3 |
63.720 |
63.720 |
63.720 |
|
| R2 |
63.720 |
63.720 |
63.720 |
|
| R1 |
63.720 |
63.720 |
63.720 |
63.720 |
| PP |
63.720 |
63.720 |
63.720 |
63.720 |
| S1 |
63.720 |
63.720 |
63.720 |
63.720 |
| S2 |
63.720 |
63.720 |
63.720 |
|
| S3 |
63.720 |
63.720 |
63.720 |
|
| S4 |
63.720 |
63.720 |
63.720 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.823 |
69.067 |
66.396 |
|
| R3 |
68.503 |
67.747 |
66.033 |
|
| R2 |
67.183 |
67.183 |
65.912 |
|
| R1 |
66.427 |
66.427 |
65.791 |
66.805 |
| PP |
65.863 |
65.863 |
65.863 |
66.053 |
| S1 |
65.107 |
65.107 |
65.549 |
65.485 |
| S2 |
64.543 |
64.543 |
65.428 |
|
| S3 |
63.223 |
63.787 |
65.307 |
|
| S4 |
61.903 |
62.467 |
64.944 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.720 |
|
2.618 |
63.720 |
|
1.618 |
63.720 |
|
1.000 |
63.720 |
|
0.618 |
63.720 |
|
HIGH |
63.720 |
|
0.618 |
63.720 |
|
0.500 |
63.720 |
|
0.382 |
63.720 |
|
LOW |
63.720 |
|
0.618 |
63.720 |
|
1.000 |
63.720 |
|
1.618 |
63.720 |
|
2.618 |
63.720 |
|
4.250 |
63.720 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
63.720 |
64.695 |
| PP |
63.720 |
64.370 |
| S1 |
63.720 |
64.045 |
|