NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 54.550 56.350 1.800 3.3% 55.000
High 55.500 56.925 1.425 2.6% 55.550
Low 54.550 55.575 1.025 1.9% 53.000
Close 56.610 56.850 0.240 0.4% 55.040
Range 0.950 1.350 0.400 42.1% 2.550
ATR 1.222 1.231 0.009 0.7% 0.000
Volume 11 6 -5 -45.5% 15
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 60.500 60.025 57.593
R3 59.150 58.675 57.221
R2 57.800 57.800 57.098
R1 57.325 57.325 56.974 57.563
PP 56.450 56.450 56.450 56.569
S1 55.975 55.975 56.726 56.213
S2 55.100 55.100 56.603
S3 53.750 54.625 56.479
S4 52.400 53.275 56.108
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.180 61.160 56.443
R3 59.630 58.610 55.741
R2 57.080 57.080 55.508
R1 56.060 56.060 55.274 56.570
PP 54.530 54.530 54.530 54.785
S1 53.510 53.510 54.806 54.020
S2 51.980 51.980 54.573
S3 49.430 50.960 54.339
S4 46.880 48.410 53.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.925 53.400 3.525 6.2% 1.385 2.4% 98% True False 10
10 56.925 53.000 3.925 6.9% 0.948 1.7% 98% True False 6
20 65.110 53.000 12.110 21.3% 0.474 0.8% 32% False False 3
40 67.460 53.000 14.460 25.4% 0.237 0.4% 27% False False 1
60 67.460 53.000 14.460 25.4% 0.158 0.3% 27% False False 1
80 67.460 53.000 14.460 25.4% 0.118 0.2% 27% False False
100 74.770 53.000 21.770 38.3% 0.095 0.2% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.195
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.663
2.618 60.459
1.618 59.109
1.000 58.275
0.618 57.759
HIGH 56.925
0.618 56.409
0.500 56.250
0.382 56.091
LOW 55.575
0.618 54.741
1.000 54.225
1.618 53.391
2.618 52.041
4.250 49.838
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 56.650 56.400
PP 56.450 55.950
S1 56.250 55.500

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

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