NYMEX miNY Light Sweet Crude Oil Future June 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
61.650 |
58.800 |
-2.850 |
-4.6% |
64.540 |
| High |
61.650 |
58.800 |
-2.850 |
-4.6% |
64.540 |
| Low |
61.650 |
58.500 |
-3.150 |
-5.1% |
58.500 |
| Close |
59.040 |
59.910 |
0.870 |
1.5% |
59.910 |
| Range |
0.000 |
0.300 |
0.300 |
|
6.040 |
| ATR |
0.589 |
0.586 |
-0.004 |
-0.6% |
0.000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
15 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.970 |
60.240 |
60.075 |
|
| R3 |
59.670 |
59.940 |
59.993 |
|
| R2 |
59.370 |
59.370 |
59.965 |
|
| R1 |
59.640 |
59.640 |
59.938 |
59.505 |
| PP |
59.070 |
59.070 |
59.070 |
59.003 |
| S1 |
59.340 |
59.340 |
59.883 |
59.205 |
| S2 |
58.770 |
58.770 |
59.855 |
|
| S3 |
58.470 |
59.040 |
59.828 |
|
| S4 |
58.170 |
58.740 |
59.745 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.103 |
75.547 |
63.232 |
|
| R3 |
73.063 |
69.507 |
61.571 |
|
| R2 |
67.023 |
67.023 |
61.017 |
|
| R1 |
63.467 |
63.467 |
60.464 |
62.225 |
| PP |
60.983 |
60.983 |
60.983 |
60.363 |
| S1 |
57.427 |
57.427 |
59.356 |
56.185 |
| S2 |
54.943 |
54.943 |
58.803 |
|
| S3 |
48.903 |
51.387 |
58.249 |
|
| S4 |
42.863 |
45.347 |
56.588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.075 |
|
2.618 |
59.585 |
|
1.618 |
59.285 |
|
1.000 |
59.100 |
|
0.618 |
58.985 |
|
HIGH |
58.800 |
|
0.618 |
58.685 |
|
0.500 |
58.650 |
|
0.382 |
58.615 |
|
LOW |
58.500 |
|
0.618 |
58.315 |
|
1.000 |
58.200 |
|
1.618 |
58.015 |
|
2.618 |
57.715 |
|
4.250 |
57.225 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
59.490 |
61.075 |
| PP |
59.070 |
60.687 |
| S1 |
58.650 |
60.298 |
|