NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 57.500 58.825 1.325 2.3% 63.300
High 58.325 58.950 0.625 1.1% 63.650
Low 57.125 58.400 1.275 2.2% 57.125
Close 58.350 58.380 0.030 0.1% 58.350
Range 1.200 0.550 -0.650 -54.2% 6.525
ATR 1.067 1.034 -0.033 -3.1% 0.000
Volume 23 31 8 34.8% 95
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 60.227 59.853 58.683
R3 59.677 59.303 58.531
R2 59.127 59.127 58.481
R1 58.753 58.753 58.430 58.665
PP 58.577 58.577 58.577 58.533
S1 58.203 58.203 58.330 58.115
S2 58.027 58.027 58.279
S3 57.477 57.653 58.229
S4 56.927 57.103 58.078
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 79.283 75.342 61.939
R3 72.758 68.817 60.144
R2 66.233 66.233 59.546
R1 62.292 62.292 58.948 61.000
PP 59.708 59.708 59.708 59.063
S1 55.767 55.767 57.752 54.475
S2 53.183 53.183 57.154
S3 46.658 49.242 56.556
S4 40.133 42.717 54.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.650 57.125 6.525 11.2% 1.570 2.7% 19% False False 25
10 64.275 57.125 7.150 12.2% 0.953 1.6% 18% False False 14
20 65.490 57.125 8.365 14.3% 0.556 1.0% 15% False False 8
40 66.830 57.125 9.705 16.6% 0.278 0.5% 13% False False 4
60 66.830 57.125 9.705 16.6% 0.189 0.3% 13% False False 2
80 68.560 57.125 11.435 19.6% 0.142 0.2% 11% False False 2
100 77.150 57.125 20.025 34.3% 0.113 0.2% 6% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.118
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 61.288
2.618 60.390
1.618 59.840
1.000 59.500
0.618 59.290
HIGH 58.950
0.618 58.740
0.500 58.675
0.382 58.610
LOW 58.400
0.618 58.060
1.000 57.850
1.618 57.510
2.618 56.960
4.250 56.063
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 58.675 58.713
PP 58.577 58.602
S1 58.478 58.491

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

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