NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 53.800 54.900 1.100 2.0% 55.000
High 55.000 56.075 1.075 2.0% 55.550
Low 53.800 54.075 0.275 0.5% 53.000
Close 55.040 54.330 -0.710 -1.3% 55.040
Range 1.200 2.000 0.800 66.7% 2.550
ATR 1.167 1.226 0.060 5.1% 0.000
Volume 3 25 22 733.3% 15
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 60.827 59.578 55.430
R3 58.827 57.578 54.880
R2 56.827 56.827 54.697
R1 55.578 55.578 54.513 55.203
PP 54.827 54.827 54.827 54.639
S1 53.578 53.578 54.147 53.203
S2 52.827 52.827 53.963
S3 50.827 51.578 53.780
S4 48.827 49.578 53.230
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 56.075 53.000 3.075 5.7% 1.435 2.6% 43% True False 8
10 59.260 53.000 6.260 11.5% 0.718 1.3% 21% False False 4
20 66.120 53.000 13.120 24.1% 0.359 0.7% 10% False False 2
40 67.460 53.000 14.460 26.6% 0.179 0.3% 9% False False 1
60 67.460 53.000 14.460 26.6% 0.120 0.2% 9% False False
80 67.460 53.000 14.460 26.6% 0.090 0.2% 9% False False
100 76.080 53.000 23.080 42.5% 0.072 0.1% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.138
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.575
2.618 61.311
1.618 59.311
1.000 58.075
0.618 57.311
HIGH 56.075
0.618 55.311
0.500 55.075
0.382 54.839
LOW 54.075
0.618 52.839
1.000 52.075
1.618 50.839
2.618 48.839
4.250 45.575
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 55.075 54.738
PP 54.827 54.602
S1 54.578 54.466

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

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