NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 53.400 54.200 0.800 1.5% 60.010
High 54.500 54.200 -0.300 -0.6% 60.010
Low 53.100 53.500 0.400 0.8% 55.550
Close 54.720 53.960 -0.760 -1.4% 55.680
Range 1.400 0.700 -0.700 -50.0% 4.460
ATR 1.033 1.046 0.013 1.3% 0.000
Volume 5 8 3 60.0% 18
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 55.987 55.673 54.345
R3 55.287 54.973 54.153
R2 54.587 54.587 54.088
R1 54.273 54.273 54.024 54.080
PP 53.887 53.887 53.887 53.790
S1 53.573 53.573 53.896 53.380
S2 53.187 53.187 53.832
S3 52.487 52.873 53.768
S4 51.787 52.173 53.575
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 70.460 67.530 58.133
R3 66.000 63.070 56.907
R2 61.540 61.540 56.498
R1 58.610 58.610 56.089 57.845
PP 57.080 57.080 57.080 56.698
S1 54.150 54.150 55.271 53.385
S2 52.620 52.620 54.862
S3 48.160 49.690 54.454
S4 43.700 45.230 53.227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.875 53.100 3.775 7.0% 1.215 2.3% 23% False False 7
10 61.650 53.100 8.550 15.8% 0.713 1.3% 10% False False 4
20 66.620 53.100 13.520 25.1% 0.459 0.9% 6% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.175
2.618 56.033
1.618 55.333
1.000 54.900
0.618 54.633
HIGH 54.200
0.618 53.933
0.500 53.850
0.382 53.767
LOW 53.500
0.618 53.067
1.000 52.800
1.618 52.367
2.618 51.667
4.250 50.525
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 53.923 54.425
PP 53.887 54.270
S1 53.850 54.115

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

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