NYMEX miNY Light Sweet Crude Oil Future April 2007
| Trading Metrics calculated at close of trading on 18-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
65.490 |
64.210 |
-1.280 |
-2.0% |
64.000 |
| High |
65.490 |
64.210 |
-1.280 |
-2.0% |
65.490 |
| Low |
65.490 |
64.210 |
-1.280 |
-2.0% |
63.630 |
| Close |
65.490 |
64.210 |
-1.280 |
-2.0% |
65.490 |
| Range |
|
|
|
|
|
| ATR |
0.674 |
0.717 |
0.043 |
6.4% |
0.000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.210 |
64.210 |
64.210 |
|
| R3 |
64.210 |
64.210 |
64.210 |
|
| R2 |
64.210 |
64.210 |
64.210 |
|
| R1 |
64.210 |
64.210 |
64.210 |
64.210 |
| PP |
64.210 |
64.210 |
64.210 |
64.210 |
| S1 |
64.210 |
64.210 |
64.210 |
64.210 |
| S2 |
64.210 |
64.210 |
64.210 |
|
| S3 |
64.210 |
64.210 |
64.210 |
|
| S4 |
64.210 |
64.210 |
64.210 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.450 |
69.830 |
66.513 |
|
| R3 |
68.590 |
67.970 |
66.002 |
|
| R2 |
66.730 |
66.730 |
65.831 |
|
| R1 |
66.110 |
66.110 |
65.661 |
66.420 |
| PP |
64.870 |
64.870 |
64.870 |
65.025 |
| S1 |
64.250 |
64.250 |
65.320 |
64.560 |
| S2 |
63.010 |
63.010 |
65.149 |
|
| S3 |
61.150 |
62.390 |
64.979 |
|
| S4 |
59.290 |
60.530 |
64.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.490 |
63.630 |
1.860 |
2.9% |
0.000 |
0.0% |
31% |
False |
False |
|
| 10 |
65.790 |
63.630 |
2.160 |
3.4% |
0.000 |
0.0% |
27% |
False |
False |
|
| 20 |
66.830 |
62.430 |
4.400 |
6.9% |
0.000 |
0.0% |
40% |
False |
False |
|
| 40 |
66.830 |
62.110 |
4.720 |
7.4% |
0.005 |
0.0% |
44% |
False |
False |
|
| 60 |
67.000 |
62.110 |
4.890 |
7.6% |
0.003 |
0.0% |
43% |
False |
False |
|
| 80 |
75.860 |
62.110 |
13.750 |
21.4% |
0.003 |
0.0% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.210 |
|
2.618 |
64.210 |
|
1.618 |
64.210 |
|
1.000 |
64.210 |
|
0.618 |
64.210 |
|
HIGH |
64.210 |
|
0.618 |
64.210 |
|
0.500 |
64.210 |
|
0.382 |
64.210 |
|
LOW |
64.210 |
|
0.618 |
64.210 |
|
1.000 |
64.210 |
|
1.618 |
64.210 |
|
2.618 |
64.210 |
|
4.250 |
64.210 |
|
|
| Fisher Pivots for day following 18-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
64.210 |
64.850 |
| PP |
64.210 |
64.637 |
| S1 |
64.210 |
64.423 |
|