NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 62.500 62.400 -0.100 -0.2% 62.900
High 62.500 63.200 0.700 1.1% 63.200
Low 62.500 62.275 -0.225 -0.4% 62.275
Close 62.630 63.260 0.630 1.0% 63.260
Range 0.000 0.925 0.925 0.925
ATR 0.711 0.727 0.015 2.1% 0.000
Volume 2 1 -1 -50.0% 7
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 65.687 65.398 63.769
R3 64.762 64.473 63.514
R2 63.837 63.837 63.430
R1 63.548 63.548 63.345 63.693
PP 62.912 62.912 62.912 62.984
S1 62.623 62.623 63.175 62.768
S2 61.987 61.987 63.090
S3 61.062 61.698 63.006
S4 60.137 60.773 62.751
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 65.687 65.398 63.769
R3 64.762 64.473 63.514
R2 63.837 63.837 63.430
R1 63.548 63.548 63.345 63.693
PP 62.912 62.912 62.912 62.984
S1 62.623 62.623 63.175 62.768
S2 61.987 61.987 63.090
S3 61.062 61.698 63.006
S4 60.137 60.773 62.751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.275 62.275 2.000 3.2% 0.335 0.5% 49% False True 2
10 65.490 62.275 3.215 5.1% 0.328 0.5% 31% False True 3
20 66.830 62.275 4.555 7.2% 0.164 0.3% 22% False True 1
40 66.830 62.110 4.720 7.5% 0.082 0.1% 24% False False
60 66.830 62.110 4.720 7.5% 0.058 0.1% 24% False False
80 71.990 62.110 9.880 15.6% 0.043 0.1% 12% False False
100 79.840 62.110 17.730 28.0% 0.035 0.1% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 67.131
2.618 65.622
1.618 64.697
1.000 64.125
0.618 63.772
HIGH 63.200
0.618 62.847
0.500 62.738
0.382 62.628
LOW 62.275
0.618 61.703
1.000 61.350
1.618 60.778
2.618 59.853
4.250 58.344
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 63.086 63.086
PP 62.912 62.912
S1 62.738 62.738

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

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