NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 54.800 57.550 2.750 5.0% 54.575
High 57.725 58.900 1.175 2.0% 56.700
Low 54.750 56.525 1.775 3.2% 53.100
Close 57.660 58.850 1.190 2.1% 56.250
Range 2.975 2.375 -0.600 -20.2% 3.600
ATR 1.787 1.829 0.042 2.3% 0.000
Volume 450 667 217 48.2% 3,545
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 65.217 64.408 60.156
R3 62.842 62.033 59.503
R2 60.467 60.467 59.285
R1 59.658 59.658 59.068 60.063
PP 58.092 58.092 58.092 58.294
S1 57.283 57.283 58.632 57.688
S2 55.717 55.717 58.415
S3 53.342 54.908 58.197
S4 50.967 52.533 57.544
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 58.900 54.600 4.300 7.3% 2.070 3.5% 99% True False 736
10 58.900 52.000 6.900 11.7% 2.118 3.6% 99% True False 569
20 62.375 51.700 10.675 18.1% 2.044 3.5% 67% False False 305
40 65.990 51.700 14.290 24.3% 1.128 1.9% 50% False False 153
60 66.830 51.700 15.130 25.7% 0.752 1.3% 47% False False 102
80 66.830 51.700 15.130 25.7% 0.566 1.0% 47% False False 77
100 71.850 51.700 20.150 34.2% 0.453 0.8% 35% False False 61
120 79.560 51.700 27.860 47.3% 0.378 0.6% 26% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.448
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.994
2.618 65.118
1.618 62.743
1.000 61.275
0.618 60.368
HIGH 58.900
0.618 57.993
0.500 57.713
0.382 57.432
LOW 56.525
0.618 55.057
1.000 54.150
1.618 52.682
2.618 50.307
4.250 46.431
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 58.471 58.150
PP 58.092 57.450
S1 57.713 56.750

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

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