NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 54.100 54.850 0.750 1.4% 58.825
High 54.900 54.975 0.075 0.1% 58.950
Low 53.075 52.225 -0.850 -1.6% 53.075
Close 54.660 52.670 -1.990 -3.6% 54.660
Range 1.825 2.750 0.925 50.7% 5.875
ATR 1.333 1.435 0.101 7.6% 0.000
Volume 42 26 -16 -38.1% 175
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.540 59.855 54.183
R3 58.790 57.105 53.426
R2 56.040 56.040 53.174
R1 54.355 54.355 52.922 53.823
PP 53.290 53.290 53.290 53.024
S1 51.605 51.605 52.418 51.073
S2 50.540 50.540 52.166
S3 47.790 48.855 51.914
S4 45.040 46.105 51.158
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 57.850 52.225 5.625 10.7% 2.130 4.0% 8% False True 34
10 63.650 52.225 11.425 21.7% 1.850 3.5% 4% False True 29
20 65.490 52.225 13.265 25.2% 1.089 2.1% 3% False True 16
40 66.830 52.225 14.605 27.7% 0.544 1.0% 3% False True 8
60 66.830 52.225 14.605 27.7% 0.366 0.7% 3% False True 5
80 67.000 52.225 14.775 28.1% 0.275 0.5% 3% False True 4
100 76.430 52.225 24.205 46.0% 0.220 0.4% 2% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.333
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 66.663
2.618 62.175
1.618 59.425
1.000 57.725
0.618 56.675
HIGH 54.975
0.618 53.925
0.500 53.600
0.382 53.276
LOW 52.225
0.618 50.526
1.000 49.475
1.618 47.776
2.618 45.026
4.250 40.538
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 53.600 54.138
PP 53.290 53.648
S1 52.980 53.159

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

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