NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 54.575 53.625 -0.950 -1.7% 54.850
High 55.575 55.950 0.375 0.7% 54.975
Low 53.100 53.450 0.350 0.7% 51.700
Close 53.530 55.910 2.380 4.4% 54.300
Range 2.475 2.500 0.025 1.0% 3.275
ATR 1.626 1.688 0.062 3.8% 0.000
Volume 186 983 797 428.5% 442
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.603 61.757 57.285
R3 60.103 59.257 56.598
R2 57.603 57.603 56.368
R1 56.757 56.757 56.139 57.180
PP 55.103 55.103 55.103 55.315
S1 54.257 54.257 55.681 54.680
S2 52.603 52.603 55.452
S3 50.103 51.757 55.223
S4 47.603 49.257 54.535
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 55.950 51.700 4.250 7.6% 2.240 4.0% 99% True False 317
10 57.850 51.700 6.150 11.0% 2.185 3.9% 68% False False 175
20 64.275 51.700 12.575 22.5% 1.569 2.8% 33% False False 94
40 66.830 51.700 15.130 27.1% 0.824 1.5% 28% False False 47
60 66.830 51.700 15.130 27.1% 0.553 1.0% 28% False False 32
80 67.000 51.700 15.300 27.4% 0.415 0.7% 28% False False 24
100 74.460 51.700 22.760 40.7% 0.332 0.6% 18% False False 19
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 0.530
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 66.575
2.618 62.495
1.618 59.995
1.000 58.450
0.618 57.495
HIGH 55.950
0.618 54.995
0.500 54.700
0.382 54.405
LOW 53.450
0.618 51.905
1.000 50.950
1.618 49.405
2.618 46.905
4.250 42.825
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 55.507 55.357
PP 55.103 54.803
S1 54.700 54.250

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

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