NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 27-Sep-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2006 |
27-Sep-2006 |
Change |
Change % |
Previous Week |
| Open |
64.410 |
66.310 |
1.900 |
2.9% |
68.200 |
| High |
64.410 |
66.310 |
1.900 |
2.9% |
68.200 |
| Low |
64.410 |
66.310 |
1.900 |
2.9% |
64.290 |
| Close |
64.410 |
66.310 |
1.900 |
2.9% |
64.290 |
| Range |
|
|
|
|
|
| ATR |
0.734 |
0.817 |
0.083 |
11.4% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.310 |
66.310 |
66.310 |
|
| R3 |
66.310 |
66.310 |
66.310 |
|
| R2 |
66.310 |
66.310 |
66.310 |
|
| R1 |
66.310 |
66.310 |
66.310 |
66.310 |
| PP |
66.310 |
66.310 |
66.310 |
66.310 |
| S1 |
66.310 |
66.310 |
66.310 |
66.310 |
| S2 |
66.310 |
66.310 |
66.310 |
|
| S3 |
66.310 |
66.310 |
66.310 |
|
| S4 |
66.310 |
66.310 |
66.310 |
|
|
| Weekly Pivots for week ending 22-Sep-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.323 |
74.717 |
66.441 |
|
| R3 |
73.413 |
70.807 |
65.365 |
|
| R2 |
69.503 |
69.503 |
65.007 |
|
| R1 |
66.897 |
66.897 |
64.648 |
66.245 |
| PP |
65.593 |
65.593 |
65.593 |
65.268 |
| S1 |
62.987 |
62.987 |
63.932 |
62.335 |
| S2 |
61.683 |
61.683 |
63.573 |
|
| S3 |
57.773 |
59.077 |
63.215 |
|
| S4 |
53.863 |
55.167 |
62.140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.310 |
|
2.618 |
66.310 |
|
1.618 |
66.310 |
|
1.000 |
66.310 |
|
0.618 |
66.310 |
|
HIGH |
66.310 |
|
0.618 |
66.310 |
|
0.500 |
66.310 |
|
0.382 |
66.310 |
|
LOW |
66.310 |
|
0.618 |
66.310 |
|
1.000 |
66.310 |
|
1.618 |
66.310 |
|
2.618 |
66.310 |
|
4.250 |
66.310 |
|
|
| Fisher Pivots for day following 27-Sep-2006 |
| Pivot |
1 day |
3 day |
| R1 |
66.310 |
65.993 |
| PP |
66.310 |
65.677 |
| S1 |
66.310 |
65.360 |
|