NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 56.350 56.700 0.350 0.6% 55.000
High 56.925 56.925 0.000 0.0% 55.550
Low 55.575 55.850 0.275 0.5% 53.000
Close 56.850 55.860 -0.990 -1.7% 55.040
Range 1.350 1.075 -0.275 -20.4% 2.550
ATR 1.231 1.220 -0.011 -0.9% 0.000
Volume 6 69 63 1,050.0% 15
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 59.437 58.723 56.451
R3 58.362 57.648 56.156
R2 57.287 57.287 56.057
R1 56.573 56.573 55.959 56.393
PP 56.212 56.212 56.212 56.121
S1 55.498 55.498 55.761 55.318
S2 55.137 55.137 55.663
S3 54.062 54.423 55.564
S4 52.987 53.348 55.269
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 53.800 3.125 5.6% 1.315 2.4% 66% True False 22
10 56.925 53.000 3.925 7.0% 1.055 1.9% 73% True False 12
20 63.950 53.000 10.950 19.6% 0.528 0.9% 26% False False 6
40 67.460 53.000 14.460 25.9% 0.264 0.5% 20% False False 3
60 67.460 53.000 14.460 25.9% 0.176 0.3% 20% False False 2
80 67.460 53.000 14.460 25.9% 0.132 0.2% 20% False False 1
100 74.770 53.000 21.770 39.0% 0.106 0.2% 13% False False 1
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 0.218
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.494
2.618 59.739
1.618 58.664
1.000 58.000
0.618 57.589
HIGH 56.925
0.618 56.514
0.500 56.388
0.382 56.261
LOW 55.850
0.618 55.186
1.000 54.775
1.618 54.111
2.618 53.036
4.250 51.281
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 56.388 55.819
PP 56.212 55.778
S1 56.036 55.738

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

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