NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 60.375 60.350 -0.025 0.0% 57.400
High 61.150 60.800 -0.350 -0.6% 60.575
Low 59.900 58.925 -0.975 -1.6% 55.500
Close 60.100 59.030 -1.070 -1.8% 60.480
Range 1.250 1.875 0.625 50.0% 5.075
ATR 1.357 1.394 0.037 2.7% 0.000
Volume 33 34 1 3.0% 48
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.210 63.995 60.061
R3 63.335 62.120 59.546
R2 61.460 61.460 59.374
R1 60.245 60.245 59.202 59.915
PP 59.585 59.585 59.585 59.420
S1 58.370 58.370 58.858 58.040
S2 57.710 57.710 58.686
S3 55.835 56.495 58.514
S4 53.960 54.620 57.999
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.077 72.353 63.271
R3 69.002 67.278 61.876
R2 63.927 63.927 61.410
R1 62.203 62.203 60.945 63.065
PP 58.852 58.852 58.852 59.283
S1 57.128 57.128 60.015 57.990
S2 53.777 53.777 59.550
S3 48.702 52.053 59.084
S4 43.627 46.978 57.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.225 58.900 2.325 3.9% 1.355 2.3% 6% False False 19
10 61.225 55.500 5.725 9.7% 1.475 2.5% 62% False False 22
20 61.225 53.000 8.225 13.9% 1.211 2.1% 73% False False 14
40 66.120 53.000 13.120 22.2% 0.606 1.0% 46% False False 7
60 67.460 53.000 14.460 24.5% 0.404 0.7% 42% False False 4
80 67.460 53.000 14.460 24.5% 0.303 0.5% 42% False False 3
100 68.950 53.000 15.950 27.0% 0.242 0.4% 38% False False 2
120 77.300 53.000 24.300 41.2% 0.202 0.3% 25% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.215
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 68.769
2.618 65.709
1.618 63.834
1.000 62.675
0.618 61.959
HIGH 60.800
0.618 60.084
0.500 59.863
0.382 59.641
LOW 58.925
0.618 57.766
1.000 57.050
1.618 55.891
2.618 54.016
4.250 50.956
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 59.863 60.075
PP 59.585 59.727
S1 59.308 59.378

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

View Archives - Comment on this page... - Back to Index of Symbols