NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 60.100 57.500 -2.600 -4.3% 63.300
High 60.300 58.325 -1.975 -3.3% 63.650
Low 57.600 57.125 -0.475 -0.8% 57.125
Close 57.600 58.350 0.750 1.3% 58.350
Range 2.700 1.200 -1.500 -55.6% 6.525
ATR 1.057 1.067 0.010 1.0% 0.000
Volume 53 23 -30 -56.6% 95
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.533 61.142 59.010
R3 60.333 59.942 58.680
R2 59.133 59.133 58.570
R1 58.742 58.742 58.460 58.938
PP 57.933 57.933 57.933 58.031
S1 57.542 57.542 58.240 57.738
S2 56.733 56.733 58.130
S3 55.533 56.342 58.020
S4 54.333 55.142 57.690
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 79.283 75.342 61.939
R3 72.758 68.817 60.144
R2 66.233 66.233 59.546
R1 62.292 62.292 58.948 61.000
PP 59.708 59.708 59.708 59.063
S1 55.767 55.767 57.752 54.475
S2 53.183 53.183 57.154
S3 46.658 49.242 56.556
S4 40.133 42.717 54.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.650 57.125 6.525 11.2% 1.645 2.8% 19% False True 19
10 65.100 57.125 7.975 13.7% 0.963 1.6% 15% False True 12
20 65.490 57.125 8.365 14.3% 0.529 0.9% 15% False True 6
40 66.830 57.125 9.705 16.6% 0.264 0.5% 13% False True 3
60 66.830 57.125 9.705 16.6% 0.180 0.3% 13% False True 2
80 68.560 57.125 11.435 19.6% 0.135 0.2% 11% False True 1
100 77.790 57.125 20.665 35.4% 0.108 0.2% 6% False True 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.105
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.425
2.618 61.467
1.618 60.267
1.000 59.525
0.618 59.067
HIGH 58.325
0.618 57.867
0.500 57.725
0.382 57.583
LOW 57.125
0.618 56.383
1.000 55.925
1.618 55.183
2.618 53.983
4.250 52.025
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 58.142 59.750
PP 57.933 59.283
S1 57.725 58.817

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

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