NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 59.025 60.200 1.175 2.0% 57.400
High 60.575 61.225 0.650 1.1% 60.575
Low 58.900 60.075 1.175 2.0% 55.500
Close 60.480 60.190 -0.290 -0.5% 60.480
Range 1.675 1.150 -0.525 -31.3% 5.075
ATR 1.382 1.366 -0.017 -1.2% 0.000
Volume 6 8 2 33.3% 48
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 63.947 63.218 60.823
R3 62.797 62.068 60.506
R2 61.647 61.647 60.401
R1 60.918 60.918 60.295 60.708
PP 60.497 60.497 60.497 60.391
S1 59.768 59.768 60.085 59.558
S2 59.347 59.347 59.979
S3 58.197 58.618 59.874
S4 57.047 57.468 59.558
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.077 72.353 63.271
R3 69.002 67.278 61.876
R2 63.927 63.927 61.410
R1 62.203 62.203 60.945 63.065
PP 58.852 58.852 58.852 59.283
S1 57.128 57.128 60.015 57.990
S2 53.777 53.777 59.550
S3 48.702 52.053 59.084
S4 43.627 46.978 57.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.225 55.525 5.700 9.5% 1.635 2.7% 82% True False 9
10 61.225 54.550 6.675 11.1% 1.393 2.3% 84% True False 17
20 61.225 53.000 8.225 13.7% 1.055 1.8% 87% True False 11
40 66.120 53.000 13.120 21.8% 0.528 0.9% 55% False False 5
60 67.460 53.000 14.460 24.0% 0.352 0.6% 50% False False 3
80 67.460 53.000 14.460 24.0% 0.264 0.4% 50% False False 2
100 70.360 53.000 17.360 28.8% 0.211 0.4% 41% False False 2
120 78.790 53.000 25.790 42.8% 0.176 0.3% 28% 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 0.180
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.113
2.618 64.236
1.618 63.086
1.000 62.375
0.618 61.936
HIGH 61.225
0.618 60.786
0.500 60.650
0.382 60.514
LOW 60.075
0.618 59.364
1.000 58.925
1.618 58.214
2.618 57.064
4.250 55.188
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 60.650 60.148
PP 60.497 60.105
S1 60.343 60.063

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

View Archives - Comment on this page... - Back to Index of Symbols