NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 59.325 61.450 2.125 3.6% 60.200
High 61.125 61.975 0.850 1.4% 61.975
Low 58.950 60.725 1.775 3.0% 58.925
Close 61.130 61.330 0.200 0.3% 61.330
Range 2.175 1.250 -0.925 -42.5% 3.050
ATR 1.450 1.436 -0.014 -1.0% 0.000
Volume 51 58 7 13.7% 184
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.093 64.462 62.018
R3 63.843 63.212 61.674
R2 62.593 62.593 61.559
R1 61.962 61.962 61.445 61.653
PP 61.343 61.343 61.343 61.189
S1 60.712 60.712 61.215 60.403
S2 60.093 60.093 61.101
S3 58.843 59.462 60.986
S4 57.593 58.212 60.643
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.893 68.662 63.008
R3 66.843 65.612 62.169
R2 63.793 63.793 61.889
R1 62.562 62.562 61.610 63.178
PP 60.743 60.743 60.743 61.051
S1 59.512 59.512 61.050 60.128
S2 57.693 57.693 60.771
S3 54.643 56.462 60.491
S4 51.593 53.412 59.653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.975 58.925 3.050 5.0% 1.540 2.5% 79% True False 36
10 61.975 55.500 6.475 10.6% 1.663 2.7% 90% True False 23
20 61.975 53.000 8.975 14.6% 1.383 2.3% 93% True False 19
40 66.120 53.000 13.120 21.4% 0.691 1.1% 63% False False 9
60 67.460 53.000 14.460 23.6% 0.461 0.8% 58% False False 6
80 67.460 53.000 14.460 23.6% 0.346 0.6% 58% False False 4
100 68.640 53.000 15.640 25.5% 0.277 0.5% 53% False False 3
120 76.750 53.000 23.750 38.7% 0.230 0.4% 35% False False 3
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 0.268
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.288
2.618 65.248
1.618 63.998
1.000 63.225
0.618 62.748
HIGH 61.975
0.618 61.498
0.500 61.350
0.382 61.203
LOW 60.725
0.618 59.953
1.000 59.475
1.618 58.703
2.618 57.453
4.250 55.413
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 61.350 61.037
PP 61.343 60.743
S1 61.337 60.450

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

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