NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 20-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2006 |
20-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
66.190 |
64.680 |
-1.510 |
-2.3% |
69.990 |
| High |
66.190 |
64.680 |
-1.510 |
-2.3% |
69.990 |
| Low |
66.190 |
64.680 |
-1.510 |
-2.3% |
67.890 |
| Close |
66.190 |
64.680 |
-1.510 |
-2.3% |
67.890 |
| Range |
|
|
|
|
|
| ATR |
0.723 |
0.779 |
0.056 |
7.8% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.680 |
64.680 |
64.680 |
|
| R3 |
64.680 |
64.680 |
64.680 |
|
| R2 |
64.680 |
64.680 |
64.680 |
|
| R1 |
64.680 |
64.680 |
64.680 |
64.680 |
| PP |
64.680 |
64.680 |
64.680 |
64.680 |
| S1 |
64.680 |
64.680 |
64.680 |
64.680 |
| S2 |
64.680 |
64.680 |
64.680 |
|
| S3 |
64.680 |
64.680 |
64.680 |
|
| S4 |
64.680 |
64.680 |
64.680 |
|
|
| Weekly Pivots for week ending 15-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.890 |
73.490 |
69.045 |
|
| R3 |
72.790 |
71.390 |
68.468 |
|
| R2 |
70.690 |
70.690 |
68.275 |
|
| R1 |
69.290 |
69.290 |
68.083 |
68.940 |
| PP |
68.590 |
68.590 |
68.590 |
68.415 |
| S1 |
67.190 |
67.190 |
67.698 |
66.840 |
| S2 |
66.490 |
66.490 |
67.505 |
|
| S3 |
64.390 |
65.090 |
67.313 |
|
| S4 |
62.290 |
62.990 |
66.735 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.680 |
|
2.618 |
64.680 |
|
1.618 |
64.680 |
|
1.000 |
64.680 |
|
0.618 |
64.680 |
|
HIGH |
64.680 |
|
0.618 |
64.680 |
|
0.500 |
64.680 |
|
0.382 |
64.680 |
|
LOW |
64.680 |
|
0.618 |
64.680 |
|
1.000 |
64.680 |
|
1.618 |
64.680 |
|
2.618 |
64.680 |
|
4.250 |
64.680 |
|
|
| Fisher Pivots for day following 20-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
64.680 |
66.440 |
| PP |
64.680 |
65.853 |
| S1 |
64.680 |
65.267 |
|