NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 57.375 55.100 -2.275 -4.0% 63.300
High 57.375 56.050 -1.325 -2.3% 63.650
Low 55.400 53.600 -1.800 -3.2% 57.125
Close 55.880 53.620 -2.260 -4.0% 58.350
Range 1.975 2.450 0.475 24.1% 6.525
ATR 1.207 1.296 0.089 7.4% 0.000
Volume 35 12 -23 -65.7% 95
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.773 60.147 54.968
R3 59.323 57.697 54.294
R2 56.873 56.873 54.069
R1 55.247 55.247 53.845 54.835
PP 54.423 54.423 54.423 54.218
S1 52.797 52.797 53.395 52.385
S2 51.973 51.973 53.171
S3 49.523 50.347 52.946
S4 47.073 47.897 52.273
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 58.950 53.600 5.350 10.0% 1.565 2.9% 0% False True 31
10 63.650 53.600 10.050 18.7% 1.485 2.8% 0% False True 23
20 65.490 53.600 11.890 22.2% 0.860 1.6% 0% False True 13
40 66.830 53.600 13.230 24.7% 0.430 0.8% 0% False True 6
60 66.830 53.600 13.230 24.7% 0.290 0.5% 0% False True 4
80 68.200 53.600 14.600 27.2% 0.218 0.4% 0% False True 3
100 76.570 53.600 22.970 42.8% 0.174 0.3% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.253
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 66.463
2.618 62.464
1.618 60.014
1.000 58.500
0.618 57.564
HIGH 56.050
0.618 55.114
0.500 54.825
0.382 54.536
LOW 53.600
0.618 52.086
1.000 51.150
1.618 49.636
2.618 47.186
4.250 43.188
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 54.825 55.725
PP 54.423 55.023
S1 54.022 54.322

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

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