NYMEX miNY Light Sweet Crude Oil Future April 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 |
62.900 |
62.625 |
-0.275 |
-0.4% |
64.210 |
| High |
62.900 |
63.100 |
0.200 |
0.3% |
65.400 |
| Low |
62.625 |
62.625 |
0.000 |
0.0% |
64.210 |
| Close |
63.130 |
62.440 |
-0.690 |
-1.1% |
64.400 |
| Range |
0.275 |
0.475 |
0.200 |
72.7% |
1.190 |
| ATR |
0.781 |
0.762 |
-0.020 |
-2.5% |
0.000 |
| Volume |
1 |
3 |
2 |
200.0% |
28 |
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.147 |
63.768 |
62.701 |
|
| R3 |
63.672 |
63.293 |
62.571 |
|
| R2 |
63.197 |
63.197 |
62.527 |
|
| R1 |
62.818 |
62.818 |
62.484 |
62.770 |
| PP |
62.722 |
62.722 |
62.722 |
62.698 |
| S1 |
62.343 |
62.343 |
62.396 |
62.295 |
| S2 |
62.247 |
62.247 |
62.353 |
|
| S3 |
61.772 |
61.868 |
62.309 |
|
| S4 |
61.297 |
61.393 |
62.179 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.240 |
67.510 |
65.055 |
|
| R3 |
67.050 |
66.320 |
64.727 |
|
| R2 |
65.860 |
65.860 |
64.618 |
|
| R1 |
65.130 |
65.130 |
64.509 |
65.495 |
| PP |
64.670 |
64.670 |
64.670 |
64.853 |
| S1 |
63.940 |
63.940 |
64.291 |
64.305 |
| S2 |
63.480 |
63.480 |
64.182 |
|
| S3 |
62.290 |
62.750 |
64.073 |
|
| S4 |
61.100 |
61.560 |
63.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.400 |
62.625 |
2.775 |
4.4% |
0.335 |
0.5% |
-7% |
False |
True |
6 |
| 10 |
65.490 |
62.625 |
2.865 |
4.6% |
0.235 |
0.4% |
-6% |
False |
True |
3 |
| 20 |
66.830 |
62.625 |
4.205 |
6.7% |
0.118 |
0.2% |
-4% |
False |
True |
1 |
| 40 |
66.830 |
62.110 |
4.720 |
7.6% |
0.059 |
0.1% |
7% |
False |
False |
1 |
| 60 |
66.830 |
62.110 |
4.720 |
7.6% |
0.043 |
0.1% |
7% |
False |
False |
|
| 80 |
73.420 |
62.110 |
11.310 |
18.1% |
0.032 |
0.1% |
3% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.119 |
|
2.618 |
64.344 |
|
1.618 |
63.869 |
|
1.000 |
63.575 |
|
0.618 |
63.394 |
|
HIGH |
63.100 |
|
0.618 |
62.919 |
|
0.500 |
62.863 |
|
0.382 |
62.806 |
|
LOW |
62.625 |
|
0.618 |
62.331 |
|
1.000 |
62.150 |
|
1.618 |
61.856 |
|
2.618 |
61.381 |
|
4.250 |
60.606 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
62.863 |
63.450 |
| PP |
62.722 |
63.113 |
| S1 |
62.581 |
62.777 |
|