NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 56.700 56.450 -0.250 -0.4% 54.900
High 56.925 56.775 -0.150 -0.3% 56.925
Low 55.850 56.300 0.450 0.8% 54.075
Close 55.860 56.970 1.110 2.0% 56.970
Range 1.075 0.475 -0.600 -55.8% 2.850
ATR 1.220 1.198 -0.022 -1.8% 0.000
Volume 69 37 -32 -46.4% 148
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 58.107 58.013 57.231
R3 57.632 57.538 57.101
R2 57.157 57.157 57.057
R1 57.063 57.063 57.014 57.110
PP 56.682 56.682 56.682 56.705
S1 56.588 56.588 56.926 56.635
S2 56.207 56.207 56.883
S3 55.732 56.113 56.839
S4 55.257 55.638 56.709
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 64.540 63.605 58.538
R3 61.690 60.755 57.754
R2 58.840 58.840 57.493
R1 57.905 57.905 57.231 58.373
PP 55.990 55.990 55.990 56.224
S1 55.055 55.055 56.709 55.523
S2 53.140 53.140 56.448
S3 50.290 52.205 56.186
S4 47.440 49.355 55.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.925 54.075 2.850 5.0% 1.170 2.1% 102% False False 29
10 56.925 53.000 3.925 6.9% 1.103 1.9% 101% False False 16
20 63.950 53.000 10.950 19.2% 0.551 1.0% 36% False False 8
40 67.460 53.000 14.460 25.4% 0.276 0.5% 27% False False 4
60 67.460 53.000 14.460 25.4% 0.184 0.3% 27% False False 2
80 67.460 53.000 14.460 25.4% 0.138 0.2% 27% False False 2
100 74.770 53.000 21.770 38.2% 0.110 0.2% 18% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.233
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 58.794
2.618 58.019
1.618 57.544
1.000 57.250
0.618 57.069
HIGH 56.775
0.618 56.594
0.500 56.538
0.382 56.481
LOW 56.300
0.618 56.006
1.000 55.825
1.618 55.531
2.618 55.056
4.250 54.281
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 56.826 56.730
PP 56.682 56.490
S1 56.538 56.250

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

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