NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 55.200 56.400 1.200 2.2% 54.575
High 56.350 56.700 0.350 0.6% 56.700
Low 55.200 54.600 -0.600 -1.1% 53.100
Close 56.250 54.770 -1.480 -2.6% 56.250
Range 1.150 2.100 0.950 82.6% 3.600
ATR 1.665 1.696 0.031 1.9% 0.000
Volume 658 750 92 14.0% 3,545
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.657 60.313 55.925
R3 59.557 58.213 55.348
R2 57.457 57.457 55.155
R1 56.113 56.113 54.963 55.735
PP 55.357 55.357 55.357 55.168
S1 54.013 54.013 54.578 53.635
S2 53.257 53.257 54.385
S3 51.157 51.913 54.193
S4 49.057 49.813 53.615
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 53.450 3.250 5.9% 1.855 3.4% 41% True False 821
10 56.700 51.700 5.000 9.1% 2.073 3.8% 61% True False 473
20 63.650 51.700 11.950 21.8% 1.870 3.4% 26% False False 250
40 66.830 51.700 15.130 27.6% 0.994 1.8% 20% False False 126
60 66.830 51.700 15.130 27.6% 0.663 1.2% 20% False False 84
80 66.830 51.700 15.130 27.6% 0.499 0.9% 20% False False 63
100 73.000 51.700 21.300 38.9% 0.400 0.7% 14% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.453
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.625
2.618 62.198
1.618 60.098
1.000 58.800
0.618 57.998
HIGH 56.700
0.618 55.898
0.500 55.650
0.382 55.402
LOW 54.600
0.618 53.302
1.000 52.500
1.618 51.202
2.618 49.102
4.250 45.675
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 55.650 55.650
PP 55.357 55.357
S1 55.063 55.063

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

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