NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 54.900 54.550 -0.350 -0.6% 55.000
High 56.075 55.500 -0.575 -1.0% 55.550
Low 54.075 54.550 0.475 0.9% 53.000
Close 54.330 56.610 2.280 4.2% 55.040
Range 2.000 0.950 -1.050 -52.5% 2.550
ATR 1.226 1.222 -0.004 -0.3% 0.000
Volume 25 11 -14 -56.0% 15
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 58.403 58.457 57.133
R3 57.453 57.507 56.871
R2 56.503 56.503 56.784
R1 56.557 56.557 56.697 56.530
PP 55.553 55.553 55.553 55.540
S1 55.607 55.607 56.523 55.580
S2 54.603 54.603 56.436
S3 53.653 54.657 56.349
S4 52.703 53.707 56.088
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 53.400 2.675 4.7% 1.115 2.0% 120% False False 9
10 57.500 53.000 4.500 7.9% 0.813 1.4% 80% False False 5
20 65.360 53.000 12.360 21.8% 0.406 0.7% 29% False False 2
40 67.460 53.000 14.460 25.5% 0.203 0.4% 25% False False 1
60 67.460 53.000 14.460 25.5% 0.135 0.2% 25% False False
80 67.460 53.000 14.460 25.5% 0.102 0.2% 25% False False
100 74.840 53.000 21.840 38.6% 0.081 0.1% 17% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.138
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.538
2.618 57.987
1.618 57.037
1.000 56.450
0.618 56.087
HIGH 55.500
0.618 55.137
0.500 55.025
0.382 54.913
LOW 54.550
0.618 53.963
1.000 53.600
1.618 53.013
2.618 52.063
4.250 50.513
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 56.082 56.053
PP 55.553 55.495
S1 55.025 54.938

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

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