NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 55.000 54.270 -0.730 -1.3% 59.260
High 55.550 54.270 -1.280 -2.3% 59.260
Low 53.000 54.270 1.270 2.4% 55.180
Close 53.190 54.270 1.080 2.0% 55.180
Range 2.550 0.000 -2.550 -100.0% 4.080
ATR 1.110 1.108 -0.002 -0.2% 0.000
Volume 2 5 3 150.0% 4
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 54.270 54.270 54.270
R3 54.270 54.270 54.270
R2 54.270 54.270 54.270
R1 54.270 54.270 54.270 54.270
PP 54.270 54.270 54.270 54.270
S1 54.270 54.270 54.270 54.270
S2 54.270 54.270 54.270
S3 54.270 54.270 54.270
S4 54.270 54.270 54.270
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 68.780 66.060 57.424
R3 64.700 61.980 56.302
R2 60.620 60.620 55.928
R1 57.900 57.900 55.554 57.220
PP 56.540 56.540 56.540 56.200
S1 53.820 53.820 54.806 53.140
S2 52.460 52.460 54.432
S3 48.380 49.740 54.058
S4 44.300 45.660 52.936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.720 53.000 3.720 6.9% 0.510 0.9% 34% False False 2
10 61.050 53.000 8.050 14.8% 0.255 0.5% 16% False False 1
20 66.120 53.000 13.120 24.2% 0.128 0.2% 10% False False
40 67.460 53.000 14.460 26.6% 0.064 0.1% 9% False False
60 67.460 53.000 14.460 26.6% 0.043 0.1% 9% False False
80 67.460 53.000 14.460 26.6% 0.032 0.1% 9% False False
100 76.620 53.000 23.620 43.5% 0.026 0.0% 5% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.270
2.618 54.270
1.618 54.270
1.000 54.270
0.618 54.270
HIGH 54.270
0.618 54.270
0.500 54.270
0.382 54.270
LOW 54.270
0.618 54.270
1.000 54.270
1.618 54.270
2.618 54.270
4.250 54.270
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 54.270 54.275
PP 54.270 54.273
S1 54.270 54.272

These figures are updated between 7pm and 10pm EST after a trading day.

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