NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 57.400 55.600 -1.800 -3.1% 54.900
High 57.400 58.225 0.825 1.4% 56.925
Low 55.500 55.525 0.025 0.0% 54.075
Close 55.490 58.330 2.840 5.1% 56.970
Range 1.900 2.700 0.800 42.1% 2.850
ATR 1.249 1.355 0.106 8.5% 0.000
Volume 8 8 0 0.0% 148
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 65.460 64.595 59.815
R3 62.760 61.895 59.073
R2 60.060 60.060 58.825
R1 59.195 59.195 58.578 59.628
PP 57.360 57.360 57.360 57.576
S1 56.495 56.495 58.083 56.928
S2 54.660 54.660 57.835
S3 51.960 53.795 57.588
S4 49.260 51.095 56.845
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 64.540 63.605 58.538
R3 61.690 60.755 57.754
R2 58.840 58.840 57.493
R1 57.905 57.905 57.231 58.373
PP 55.990 55.990 55.990 56.224
S1 55.055 55.055 56.709 55.523
S2 53.140 53.140 56.448
S3 50.290 52.205 56.186
S4 47.440 49.355 55.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.225 55.500 2.725 4.7% 1.500 2.6% 104% True False 25
10 58.225 53.400 4.825 8.3% 1.308 2.2% 102% True False 17
20 63.950 53.000 10.950 18.8% 0.781 1.3% 49% False False 9
40 67.460 53.000 14.460 24.8% 0.391 0.7% 37% False False 4
60 67.460 53.000 14.460 24.8% 0.260 0.4% 37% False False 3
80 67.460 53.000 14.460 24.8% 0.195 0.3% 37% False False 2
100 73.360 53.000 20.360 34.9% 0.156 0.3% 26% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.185
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 69.700
2.618 65.294
1.618 62.594
1.000 60.925
0.618 59.894
HIGH 58.225
0.618 57.194
0.500 56.875
0.382 56.556
LOW 55.525
0.618 53.856
1.000 52.825
1.618 51.156
2.618 48.456
4.250 44.050
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 57.845 57.841
PP 57.360 57.352
S1 56.875 56.863

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

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