NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 53.625 55.700 2.075 3.9% 54.850
High 55.950 56.200 0.250 0.4% 54.975
Low 53.450 54.425 0.975 1.8% 51.700
Close 55.910 56.160 0.250 0.4% 54.300
Range 2.500 1.775 -0.725 -29.0% 3.275
ATR 1.688 1.695 0.006 0.4% 0.000
Volume 983 559 -424 -43.1% 442
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 60.920 60.315 57.136
R3 59.145 58.540 56.648
R2 57.370 57.370 56.485
R1 56.765 56.765 56.323 57.068
PP 55.595 55.595 55.595 55.746
S1 54.990 54.990 55.997 55.293
S2 53.820 53.820 55.835
S3 52.045 53.215 55.672
S4 50.270 51.440 55.184
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 56.200 52.000 4.200 7.5% 2.165 3.9% 99% True False 401
10 57.375 51.700 5.675 10.1% 2.198 3.9% 79% False False 225
20 63.650 51.700 11.950 21.3% 1.658 3.0% 37% False False 122
40 66.830 51.700 15.130 26.9% 0.869 1.5% 29% False False 61
60 66.830 51.700 15.130 26.9% 0.583 1.0% 29% False False 41
80 67.000 51.700 15.300 27.2% 0.437 0.8% 29% False False 31
100 74.460 51.700 22.760 40.5% 0.350 0.6% 20% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.540
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 63.744
2.618 60.847
1.618 59.072
1.000 57.975
0.618 57.297
HIGH 56.200
0.618 55.522
0.500 55.313
0.382 55.103
LOW 54.425
0.618 53.328
1.000 52.650
1.618 51.553
2.618 49.778
4.250 46.881
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 55.878 55.657
PP 55.595 55.153
S1 55.313 54.650

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

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