NYMEX miNY Light Sweet Crude Oil Future June 2007

Trading Metrics calculated at close of trading on 25-Jan-2007

Day Change Summary
	Previous	Current
	24-Jan-2007	25-Jan-2007	Change	Change %	Previous Week
Open	56.800	57.250	0.450	0.8%	55.750
High	56.800	57.600	0.800	1.4%	55.750
Low	56.300	57.250	0.950	1.7%	53.100
Close	57.480	56.510	-0.970	-1.7%	55.680
Range	0.500	0.350	-0.150	-30.0%	2.650
ATR	1.161	1.103	-0.058	-5.0%	0.000
Volume	6	3	-3	-50.0%	25

Daily Pivots for day following 25-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	58.170	57.690	56.703
R3	57.820	57.340	56.606
R2	57.470	57.470	56.574
R1	56.990	56.990	56.542	57.055
PP	57.120	57.120	57.120	57.153
S1	56.640	56.640	56.478	56.705
S2	56.770	56.770	56.446
S3	56.420	56.290	56.414
S4	56.070	55.940	56.318

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	62.793	61.887	57.138
R3	60.143	59.237	56.409
R2	57.493	57.493	56.166
R1	56.587	56.587	55.923	55.715
PP	54.843	54.843	54.843	54.408
S1	53.937	53.937	55.437	53.065
S2	52.193	52.193	55.194
S3	49.543	51.287	54.951
S4	46.893	48.637	54.223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.600	54.500	3.100	5.5%	1.035	1.8%	65%	True	False	6
10	57.600	53.100	4.500	8.0%	1.125	2.0%	76%	True	False	6
20	64.540	53.100	11.440	20.2%	0.718	1.3%	30%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.090
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	59.088
2.618	58.516
1.618	58.166
1.000	57.950
0.618	57.816
HIGH	57.600
0.618	57.466
0.500	57.425
0.382	57.384
LOW	57.250
0.618	57.034
1.000	56.900
1.618	56.684
2.618	56.334
4.250	55.763

Fisher Pivots for day following 25-Jan-2007
Pivot	1 day	3 day
R1	57.425	56.482
PP	57.120	56.453
S1	56.815	56.425

Download as Excel Spreadsheet

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

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