NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 27-Sep-2006
Day Change Summary
Previous Current
26-Sep-2006 27-Sep-2006 Change Change % Previous Week
Open 64.830 66.710 1.880 2.9% 68.640
High 64.830 66.710 1.880 2.9% 68.640
Low 64.830 66.710 1.880 2.9% 64.740
Close 64.830 66.710 1.880 2.9% 64.740
Range
ATR 0.719 0.802 0.083 11.5% 0.000
Volume
Daily Pivots for day following 27-Sep-2006
Classic Woodie Camarilla DeMark
R4 66.710 66.710 66.710
R3 66.710 66.710 66.710
R2 66.710 66.710 66.710
R1 66.710 66.710 66.710 66.710
PP 66.710 66.710 66.710 66.710
S1 66.710 66.710 66.710 66.710
S2 66.710 66.710 66.710
S3 66.710 66.710 66.710
S4 66.710 66.710 66.710
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 77.740 75.140 66.885
R3 73.840 71.240 65.813
R2 69.940 69.940 65.455
R1 67.340 67.340 65.098 66.690
PP 66.040 66.040 66.040 65.715
S1 63.440 63.440 64.383 62.790
S2 62.140 62.140 64.025
S3 58.240 59.540 63.668
S4 54.340 55.640 62.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.710 64.740 1.970 3.0% 0.000 0.0% 100% True False
10 68.640 64.740 3.900 5.8% 0.000 0.0% 51% False False
20 74.770 64.740 10.030 15.0% 0.000 0.0% 20% False False
Crabel Price Patterns
NR False
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 0.000
Fibonacci Retracements and Extensions
4.250 66.710
2.618 66.710
1.618 66.710
1.000 66.710
0.618 66.710
HIGH 66.710
0.618 66.710
0.500 66.710
0.382 66.710
LOW 66.710
0.618 66.710
1.000 66.710
1.618 66.710
2.618 66.710
4.250 66.710
Fisher Pivots for day following 27-Sep-2006
Pivot 1 day 3 day
R1 66.710 66.397
PP 66.710 66.083
S1 66.710 65.770

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

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