NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 55.100 54.100 -1.000 -1.8% 58.825
High 56.050 54.900 -1.150 -2.1% 58.950
Low 53.600 53.075 -0.525 -1.0% 53.075
Close 53.620 54.660 1.040 1.9% 54.660
Range 2.450 1.825 -0.625 -25.5% 5.875
ATR 1.296 1.333 0.038 2.9% 0.000
Volume 12 42 30 250.0% 175
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 59.687 58.998 55.664
R3 57.862 57.173 55.162
R2 56.037 56.037 54.995
R1 55.348 55.348 54.827 55.693
PP 54.212 54.212 54.212 54.384
S1 53.523 53.523 54.493 53.868
S2 52.387 52.387 54.325
S3 50.562 51.698 54.158
S4 48.737 49.873 53.656
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 73.187 69.798 57.891
R3 67.312 63.923 56.276
R2 61.437 61.437 55.737
R1 58.048 58.048 55.199 56.805
PP 55.562 55.562 55.562 54.940
S1 52.173 52.173 54.121 50.930
S2 49.687 49.687 53.583
S3 43.812 46.298 53.044
S4 37.937 40.423 51.429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.950 53.075 5.875 10.7% 1.690 3.1% 27% False True 35
10 63.650 53.075 10.575 19.3% 1.668 3.1% 15% False True 27
20 65.490 53.075 12.415 22.7% 0.951 1.7% 13% False True 15
40 66.830 53.075 13.755 25.2% 0.476 0.9% 12% False True 7
60 66.830 53.075 13.755 25.2% 0.320 0.6% 12% False True 5
80 67.000 53.075 13.925 25.5% 0.240 0.4% 11% False True 3
100 76.570 53.075 23.495 43.0% 0.192 0.4% 7% False True 3
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 False
Bull Hook False
Stretch 0.333
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.656
2.618 59.678
1.618 57.853
1.000 56.725
0.618 56.028
HIGH 54.900
0.618 54.203
0.500 53.988
0.382 53.772
LOW 53.075
0.618 51.947
1.000 51.250
1.618 50.122
2.618 48.297
4.250 45.319
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 54.436 55.225
PP 54.212 55.037
S1 53.988 54.848

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

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