NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 54.270 54.825 0.555 1.0% 59.260
High 54.270 54.825 0.555 1.0% 59.260
Low 54.270 53.400 -0.870 -1.6% 55.180
Close 54.270 53.360 -0.910 -1.7% 55.180
Range 0.000 1.425 1.425 4.080
ATR 1.108 1.130 0.023 2.0% 0.000
Volume 5 5 0 0.0% 4
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 58.137 57.173 54.144
R3 56.712 55.748 53.752
R2 55.287 55.287 53.621
R1 54.323 54.323 53.491 54.093
PP 53.862 53.862 53.862 53.746
S1 52.898 52.898 53.229 52.668
S2 52.437 52.437 53.099
S3 51.012 51.473 52.968
S4 49.587 50.048 52.576
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 56.000 53.000 3.000 5.6% 0.795 1.5% 12% False False 3
10 59.260 53.000 6.260 11.7% 0.398 0.7% 6% False False 1
20 66.120 53.000 13.120 24.6% 0.199 0.4% 3% False False
40 67.460 53.000 14.460 27.1% 0.099 0.2% 2% False False
60 67.460 53.000 14.460 27.1% 0.066 0.1% 2% False False
80 67.460 53.000 14.460 27.1% 0.050 0.1% 2% False False
100 76.080 53.000 23.080 43.3% 0.040 0.1% 2% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 60.881
2.618 58.556
1.618 57.131
1.000 56.250
0.618 55.706
HIGH 54.825
0.618 54.281
0.500 54.113
0.382 53.944
LOW 53.400
0.618 52.519
1.000 51.975
1.618 51.094
2.618 49.669
4.250 47.344
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 54.113 54.275
PP 53.862 53.970
S1 53.611 53.665

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

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