NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 55.600 57.975 2.375 4.3% 54.900
High 58.225 59.475 1.250 2.1% 56.925
Low 55.525 57.650 2.125 3.8% 54.075
Close 58.330 59.540 1.210 2.1% 56.970
Range 2.700 1.825 -0.875 -32.4% 2.850
ATR 1.355 1.388 0.034 2.5% 0.000
Volume 8 8 0 0.0% 148
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 64.363 63.777 60.544
R3 62.538 61.952 60.042
R2 60.713 60.713 59.875
R1 60.127 60.127 59.707 60.420
PP 58.888 58.888 58.888 59.035
S1 58.302 58.302 59.373 58.595
S2 57.063 57.063 59.205
S3 55.238 56.477 59.038
S4 53.413 54.652 58.536
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 59.475 55.500 3.975 6.7% 1.595 2.7% 102% True False 26
10 59.475 53.400 6.075 10.2% 1.490 2.5% 101% True False 18
20 61.050 53.000 8.050 13.5% 0.873 1.5% 81% False False 9
40 67.460 53.000 14.460 24.3% 0.436 0.7% 45% False False 4
60 67.460 53.000 14.460 24.3% 0.291 0.5% 45% False False 3
80 67.460 53.000 14.460 24.3% 0.218 0.4% 45% False False 2
100 72.360 53.000 19.360 32.5% 0.175 0.3% 34% False False 1
120 79.920 53.000 26.920 45.2% 0.145 0.2% 24% False False 1
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 0.218
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.231
2.618 64.253
1.618 62.428
1.000 61.300
0.618 60.603
HIGH 59.475
0.618 58.778
0.500 58.563
0.382 58.347
LOW 57.650
0.618 56.522
1.000 55.825
1.618 54.697
2.618 52.872
4.250 49.894
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 59.214 58.856
PP 58.888 58.172
S1 58.563 57.488

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

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