NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 55.180 55.000 -0.180 -0.3% 59.260
High 55.180 55.550 0.370 0.7% 59.260
Low 55.180 53.000 -2.180 -4.0% 55.180
Close 55.180 53.190 -1.990 -3.6% 55.180
Range 0.000 2.550 2.550 4.080
ATR 0.999 1.110 0.111 11.1% 0.000
Volume 2 2 0 0.0% 4
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.563 59.927 54.593
R3 59.013 57.377 53.891
R2 56.463 56.463 53.658
R1 54.827 54.827 53.424 54.370
PP 53.913 53.913 53.913 53.685
S1 52.277 52.277 52.956 51.820
S2 51.363 51.363 52.723
S3 48.813 49.727 52.489
S4 46.263 47.177 51.788
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 57.500 53.000 4.500 8.5% 0.510 1.0% 4% False True 1
10 63.950 53.000 10.950 20.6% 0.255 0.5% 2% False True
20 66.120 53.000 13.120 24.7% 0.128 0.2% 1% False True
40 67.460 53.000 14.460 27.2% 0.064 0.1% 1% False True
60 67.460 53.000 14.460 27.2% 0.043 0.1% 1% False True
80 67.460 53.000 14.460 27.2% 0.032 0.1% 1% False True
100 76.750 53.000 23.750 44.7% 0.026 0.0% 1% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 66.388
2.618 62.226
1.618 59.676
1.000 58.100
0.618 57.126
HIGH 55.550
0.618 54.576
0.500 54.275
0.382 53.974
LOW 53.000
0.618 51.424
1.000 50.450
1.618 48.874
2.618 46.324
4.250 42.163
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 54.275 54.500
PP 53.913 54.063
S1 53.552 53.627

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

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