NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
02-Jan-2007 03-Jan-2007 Change Change % Previous Week
Open 63.300 62.375 -0.925 -1.5% 62.900
High 63.650 62.375 -1.275 -2.0% 63.200
Low 62.700 59.925 -2.775 -4.4% 62.275
Close 63.260 60.340 -2.920 -4.6% 63.260
Range 0.950 2.450 1.500 157.9% 0.925
ATR 0.743 0.928 0.185 24.9% 0.000
Volume 12 7 -5 -41.7% 7
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 68.230 66.735 61.688
R3 65.780 64.285 61.014
R2 63.330 63.330 60.789
R1 61.835 61.835 60.565 61.358
PP 60.880 60.880 60.880 60.641
S1 59.385 59.385 60.115 58.908
S2 58.430 58.430 59.891
S3 55.980 56.935 59.666
S4 53.530 54.485 58.993
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 63.650 59.925 3.725 6.2% 0.960 1.6% 11% False True 5
10 65.400 59.925 5.475 9.1% 0.668 1.1% 8% False True 5
20 65.790 59.925 5.865 9.7% 0.334 0.6% 7% False True 2
40 66.830 59.925 6.905 11.4% 0.167 0.3% 6% False True 1
60 66.830 59.925 6.905 11.4% 0.115 0.2% 6% False True 1
80 70.830 59.925 10.905 18.1% 0.086 0.1% 4% False True
100 78.650 59.925 18.725 31.0% 0.069 0.1% 2% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 72.788
2.618 68.789
1.618 66.339
1.000 64.825
0.618 63.889
HIGH 62.375
0.618 61.439
0.500 61.150
0.382 60.861
LOW 59.925
0.618 58.411
1.000 57.475
1.618 55.961
2.618 53.511
4.250 49.513
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 61.150 61.788
PP 60.880 61.305
S1 60.610 60.823

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

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