NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 56.450 57.400 0.950 1.7% 54.900
High 56.775 57.400 0.625 1.1% 56.925
Low 56.300 55.500 -0.800 -1.4% 54.075
Close 56.970 55.490 -1.480 -2.6% 56.970
Range 0.475 1.900 1.425 300.0% 2.850
ATR 1.198 1.249 0.050 4.2% 0.000
Volume 37 8 -29 -78.4% 148
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.830 60.560 56.535
R3 59.930 58.660 56.013
R2 58.030 58.030 55.838
R1 56.760 56.760 55.664 56.445
PP 56.130 56.130 56.130 55.973
S1 54.860 54.860 55.316 54.545
S2 54.230 54.230 55.142
S3 52.330 52.960 54.968
S4 50.430 51.060 54.445
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 64.540 63.605 58.538
R3 61.690 60.755 57.754
R2 58.840 58.840 57.493
R1 57.905 57.905 57.231 58.373
PP 55.990 55.990 55.990 56.224
S1 55.055 55.055 56.709 55.523
S2 53.140 53.140 56.448
S3 50.290 52.205 56.186
S4 47.440 49.355 55.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.400 54.550 2.850 5.1% 1.150 2.1% 33% True False 26
10 57.400 53.000 4.400 7.9% 1.293 2.3% 57% True False 17
20 63.950 53.000 10.950 19.7% 0.646 1.2% 23% False False 8
40 67.460 53.000 14.460 26.1% 0.323 0.6% 17% False False 4
60 67.460 53.000 14.460 26.1% 0.215 0.4% 17% False False 2
80 67.460 53.000 14.460 26.1% 0.162 0.3% 17% False False 2
100 73.740 53.000 20.740 37.4% 0.129 0.2% 12% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.233
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.475
2.618 62.374
1.618 60.474
1.000 59.300
0.618 58.574
HIGH 57.400
0.618 56.674
0.500 56.450
0.382 56.226
LOW 55.500
0.618 54.326
1.000 53.600
1.618 52.426
2.618 50.526
4.250 47.425
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 56.450 56.450
PP 56.130 56.130
S1 55.810 55.810

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

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