NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 54.825 53.800 -1.025 -1.9% 55.000
High 54.825 55.000 0.175 0.3% 55.550
Low 53.400 53.800 0.400 0.7% 53.000
Close 53.360 55.040 1.680 3.1% 55.040
Range 1.425 1.200 -0.225 -15.8% 2.550
ATR 1.130 1.167 0.036 3.2% 0.000
Volume 5 3 -2 -40.0% 15
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 58.213 57.827 55.700
R3 57.013 56.627 55.370
R2 55.813 55.813 55.260
R1 55.427 55.427 55.150 55.620
PP 54.613 54.613 54.613 54.710
S1 54.227 54.227 54.930 54.420
S2 53.413 53.413 54.820
S3 52.213 53.027 54.710
S4 51.013 51.827 54.380
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.180 61.160 56.443
R3 59.630 58.610 55.741
R2 57.080 57.080 55.508
R1 56.060 56.060 55.274 56.570
PP 54.530 54.530 54.530 54.785
S1 53.510 53.510 54.806 54.020
S2 51.980 51.980 54.573
S3 49.430 50.960 54.339
S4 46.880 48.410 53.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.550 53.000 2.550 4.6% 1.035 1.9% 80% False False 3
10 59.260 53.000 6.260 11.4% 0.518 0.9% 33% False False 1
20 66.120 53.000 13.120 23.8% 0.259 0.5% 16% False False
40 67.460 53.000 14.460 26.3% 0.129 0.2% 14% False False
60 67.460 53.000 14.460 26.3% 0.086 0.2% 14% False False
80 67.460 53.000 14.460 26.3% 0.065 0.1% 14% False False
100 76.080 53.000 23.080 41.9% 0.052 0.1% 9% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
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 60.100
2.618 58.142
1.618 56.942
1.000 56.200
0.618 55.742
HIGH 55.000
0.618 54.542
0.500 54.400
0.382 54.258
LOW 53.800
0.618 53.058
1.000 52.600
1.618 51.858
2.618 50.658
4.250 48.700
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 54.827 54.760
PP 54.613 54.480
S1 54.400 54.200

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

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