NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 60.025 60.750 0.725 1.2% 59.550
High 61.250 61.800 0.550 0.9% 61.800
Low 59.600 60.550 0.950 1.6% 57.775
Close 60.950 61.140 0.190 0.3% 61.140
Range 1.650 1.250 -0.400 -24.2% 4.025
ATR 1.933 1.885 -0.049 -2.5% 0.000
Volume 26,039 30,231 4,192 16.1% 91,578
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.913 64.277 61.828
R3 63.663 63.027 61.484
R2 62.413 62.413 61.369
R1 61.777 61.777 61.255 62.095
PP 61.163 61.163 61.163 61.323
S1 60.527 60.527 61.025 60.845
S2 59.913 59.913 60.911
S3 58.663 59.277 60.796
S4 57.413 58.027 60.453
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 72.313 70.752 63.354
R3 68.288 66.727 62.247
R2 64.263 64.263 61.878
R1 62.702 62.702 61.509 63.483
PP 60.238 60.238 60.238 60.629
S1 58.677 58.677 60.771 59.458
S2 56.213 56.213 60.402
S3 52.188 54.652 60.033
S4 48.163 50.627 58.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.800 57.775 4.025 6.6% 1.870 3.1% 84% True False 19,479
10 61.800 57.125 4.675 7.6% 1.875 3.1% 86% True False 11,129
20 61.800 54.600 7.200 11.8% 1.951 3.2% 91% True False 6,010
40 63.650 51.700 11.950 19.5% 1.841 3.0% 79% False False 3,095
60 66.830 51.700 15.130 24.7% 1.259 2.1% 62% False False 2,064
80 66.830 51.700 15.130 24.7% 0.947 1.5% 62% False False 1,548
100 67.000 51.700 15.300 25.0% 0.757 1.2% 62% False False 1,238
120 74.460 51.700 22.760 37.2% 0.631 1.0% 41% False False 1,032
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 0.375
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 67.113
2.618 65.073
1.618 63.823
1.000 63.050
0.618 62.573
HIGH 61.800
0.618 61.323
0.500 61.175
0.382 61.028
LOW 60.550
0.618 59.778
1.000 59.300
1.618 58.528
2.618 57.278
4.250 55.238
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 61.175 60.739
PP 61.163 60.338
S1 61.152 59.938

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

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