NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 09-Feb-2007
Day Change Summary
Previous Current
08-Feb-2007 09-Feb-2007 Change Change % Previous Week
Open 58.325 60.525 2.200 3.8% 60.000
High 60.550 61.350 0.800 1.3% 61.350
Low 57.950 60.050 2.100 3.6% 57.825
Close 60.430 60.630 0.200 0.3% 60.630
Range 2.600 1.300 -1.300 -50.0% 3.525
ATR 1.885 1.843 -0.042 -2.2% 0.000
Volume 1,165 1,218 53 4.5% 5,648
Daily Pivots for day following 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.577 63.903 61.345
R3 63.277 62.603 60.988
R2 61.977 61.977 60.868
R1 61.303 61.303 60.749 61.640
PP 60.677 60.677 60.677 60.845
S1 60.003 60.003 60.511 60.340
S2 59.377 59.377 60.392
S3 58.077 58.703 60.273
S4 56.777 57.403 59.915
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 70.510 69.095 62.569
R3 66.985 65.570 61.599
R2 63.460 63.460 61.276
R1 62.045 62.045 60.953 62.753
PP 59.935 59.935 59.935 60.289
S1 58.520 58.520 60.307 59.228
S2 56.410 56.410 59.984
S3 52.885 54.995 59.661
S4 49.360 51.470 58.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.350 57.825 3.525 5.8% 1.860 3.1% 80% True False 1,129
10 61.350 54.600 6.750 11.1% 2.043 3.4% 89% True False 947
20 61.350 51.700 9.650 15.9% 2.044 3.4% 93% True False 675
40 65.490 51.700 13.790 22.7% 1.452 2.4% 65% False False 344
60 66.830 51.700 15.130 25.0% 0.968 1.6% 59% False False 229
80 66.830 51.700 15.130 25.0% 0.728 1.2% 59% False False 172
100 68.200 51.700 16.500 27.2% 0.583 1.0% 54% False False 137
120 76.570 51.700 24.870 41.0% 0.486 0.8% 36% False False 114
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 0.460
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 66.875
2.618 64.753
1.618 63.453
1.000 62.650
0.618 62.153
HIGH 61.350
0.618 60.853
0.500 60.700
0.382 60.547
LOW 60.050
0.618 59.247
1.000 58.750
1.618 57.947
2.618 56.647
4.250 54.525
Fisher Pivots for day following 09-Feb-2007
Pivot 1 day 3 day
R1 60.700 60.283
PP 60.677 59.935
S1 60.653 59.588

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

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