NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 56.125 55.200 -0.925 -1.6% 54.575
High 56.700 56.350 -0.350 -0.6% 56.700
Low 54.950 55.200 0.250 0.5% 53.100
Close 55.120 56.250 1.130 2.1% 56.250
Range 1.750 1.150 -0.600 -34.3% 3.600
ATR 1.698 1.665 -0.033 -2.0% 0.000
Volume 1,159 658 -501 -43.2% 3,545
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 59.383 58.967 56.883
R3 58.233 57.817 56.566
R2 57.083 57.083 56.461
R1 56.667 56.667 56.355 56.875
PP 55.933 55.933 55.933 56.038
S1 55.517 55.517 56.145 55.725
S2 54.783 54.783 56.039
S3 53.633 54.367 55.934
S4 52.483 53.217 55.618
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 66.150 64.800 58.230
R3 62.550 61.200 57.240
R2 58.950 58.950 56.910
R1 57.600 57.600 56.580 58.275
PP 55.350 55.350 55.350 55.688
S1 54.000 54.000 55.920 54.675
S2 51.750 51.750 55.590
S3 48.150 50.400 55.260
S4 44.550 46.800 54.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.700 53.100 3.600 6.4% 1.930 3.4% 88% False False 709
10 56.700 51.700 5.000 8.9% 2.045 3.6% 91% False False 402
20 63.650 51.700 11.950 21.2% 1.765 3.1% 38% False False 213
40 66.830 51.700 15.130 26.9% 0.941 1.7% 30% False False 107
60 66.830 51.700 15.130 26.9% 0.628 1.1% 30% False False 71
80 66.830 51.700 15.130 26.9% 0.473 0.8% 30% False False 53
100 73.420 51.700 21.720 38.6% 0.379 0.7% 21% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.503
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 61.238
2.618 59.361
1.618 58.211
1.000 57.500
0.618 57.061
HIGH 56.350
0.618 55.911
0.500 55.775
0.382 55.639
LOW 55.200
0.618 54.489
1.000 54.050
1.618 53.339
2.618 52.189
4.250 50.313
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 56.092 56.021
PP 55.933 55.792
S1 55.775 55.563

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

View Archives - Comment on this page... - Back to Index of Symbols