NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 65.350 65.100 -0.250 -0.4% 64.000
High 65.400 65.100 -0.300 -0.5% 65.490
Low 65.125 64.450 -0.675 -1.0% 63.630
Close 65.520 64.650 -0.870 -1.3% 65.490
Range 0.275 0.650 0.375 136.4% 1.860
ATR 0.704 0.730 0.026 3.7% 0.000
Volume 6 15 9 150.0% 0
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 66.683 66.317 65.008
R3 66.033 65.667 64.829
R2 65.383 65.383 64.769
R1 65.017 65.017 64.710 64.875
PP 64.733 64.733 64.733 64.663
S1 64.367 64.367 64.590 64.225
S2 64.083 64.083 64.531
S3 63.433 63.717 64.471
S4 62.783 63.067 64.293
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 70.450 69.830 66.513
R3 68.590 67.970 66.002
R2 66.730 66.730 65.831
R1 66.110 66.110 65.661 66.420
PP 64.870 64.870 64.870 65.025
S1 64.250 64.250 65.320 64.560
S2 63.010 63.010 65.149
S3 61.150 62.390 64.979
S4 59.290 60.530 64.467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.490 64.210 1.280 2.0% 0.320 0.5% 34% False False 4
10 65.490 63.630 1.860 2.9% 0.160 0.2% 55% False False 2
20 66.830 62.820 4.010 6.2% 0.080 0.1% 46% False False 1
40 66.830 62.110 4.720 7.3% 0.045 0.1% 54% False False
60 67.000 62.110 4.890 7.6% 0.030 0.0% 52% False False
80 74.460 62.110 12.350 19.1% 0.023 0.0% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.863
2.618 66.802
1.618 66.152
1.000 65.750
0.618 65.502
HIGH 65.100
0.618 64.852
0.500 64.775
0.382 64.698
LOW 64.450
0.618 64.048
1.000 63.800
1.618 63.398
2.618 62.748
4.250 61.688
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 64.775 64.838
PP 64.733 64.775
S1 64.692 64.713

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

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