NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 62.375 60.100 -2.275 -3.6% 62.900
High 62.375 60.300 -2.075 -3.3% 63.200
Low 59.925 57.600 -2.325 -3.9% 62.275
Close 60.340 57.600 -2.740 -4.5% 63.260
Range 2.450 2.700 0.250 10.2% 0.925
ATR 0.928 1.057 0.129 14.0% 0.000
Volume 7 53 46 657.1% 7
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 66.600 64.800 59.085
R3 63.900 62.100 58.343
R2 61.200 61.200 58.095
R1 59.400 59.400 57.848 58.950
PP 58.500 58.500 58.500 58.275
S1 56.700 56.700 57.353 56.250
S2 55.800 55.800 57.105
S3 53.100 54.000 56.858
S4 50.400 51.300 56.115
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 57.600 6.050 10.5% 1.405 2.4% 0% False True 15
10 65.400 57.600 7.800 13.5% 0.870 1.5% 0% False True 10
20 65.490 57.600 7.890 13.7% 0.469 0.8% 0% False True 5
40 66.830 57.600 9.230 16.0% 0.234 0.4% 0% False True 2
60 66.830 57.600 9.230 16.0% 0.160 0.3% 0% False True 1
80 69.990 57.600 12.390 21.5% 0.120 0.2% 0% False True 1
100 78.650 57.600 21.050 36.5% 0.096 0.2% 0% False True 1
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 0.073
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 71.775
2.618 67.369
1.618 64.669
1.000 63.000
0.618 61.969
HIGH 60.300
0.618 59.269
0.500 58.950
0.382 58.631
LOW 57.600
0.618 55.931
1.000 54.900
1.618 53.231
2.618 50.531
4.250 46.125
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 58.950 60.625
PP 58.500 59.617
S1 58.050 58.608

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

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