NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 52.675 54.575 1.900 3.6% 54.850
High 54.350 55.575 1.225 2.3% 54.975
Low 52.550 53.100 0.550 1.0% 51.700
Close 54.300 53.530 -0.770 -1.4% 54.300
Range 1.800 2.475 0.675 37.5% 3.275
ATR 1.561 1.626 0.065 4.2% 0.000
Volume 134 186 52 38.8% 442
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.493 59.987 54.891
R3 59.018 57.512 54.211
R2 56.543 56.543 53.984
R1 55.037 55.037 53.757 54.553
PP 54.068 54.068 54.068 53.826
S1 52.562 52.562 53.303 52.078
S2 51.593 51.593 53.076
S3 49.118 50.087 52.849
S4 46.643 47.612 52.169
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 63.483 62.167 56.101
R3 60.208 58.892 55.201
R2 56.933 56.933 54.900
R1 55.617 55.617 54.600 54.638
PP 53.658 53.658 53.658 53.169
S1 52.342 52.342 54.000 51.363
S2 50.383 50.383 53.700
S3 47.108 49.067 53.399
S4 43.833 45.792 52.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.575 51.700 3.875 7.2% 2.290 4.3% 47% True False 125
10 58.950 51.700 7.250 13.5% 1.990 3.7% 25% False False 80
20 65.100 51.700 13.400 25.0% 1.476 2.8% 14% False False 46
40 66.830 51.700 15.130 28.3% 0.762 1.4% 12% False False 23
60 66.830 51.700 15.130 28.3% 0.511 1.0% 12% False False 15
80 67.000 51.700 15.300 28.6% 0.383 0.7% 12% False False 11
100 74.570 51.700 22.870 42.7% 0.307 0.6% 8% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.525
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.094
2.618 62.055
1.618 59.580
1.000 58.050
0.618 57.105
HIGH 55.575
0.618 54.630
0.500 54.338
0.382 54.045
LOW 53.100
0.618 51.570
1.000 50.625
1.618 49.095
2.618 46.620
4.250 42.581
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 54.338 53.788
PP 54.068 53.702
S1 53.799 53.616

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

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