NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 58.825 57.450 -1.375 -2.3% 63.300
High 58.950 57.850 -1.100 -1.9% 63.650
Low 58.400 56.200 -2.200 -3.8% 57.125
Close 58.380 57.790 -0.590 -1.0% 58.350
Range 0.550 1.650 1.100 200.0% 6.525
ATR 1.034 1.116 0.082 7.9% 0.000
Volume 31 55 24 77.4% 95
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.230 61.660 58.698
R3 60.580 60.010 58.244
R2 58.930 58.930 58.093
R1 58.360 58.360 57.941 58.645
PP 57.280 57.280 57.280 57.423
S1 56.710 56.710 57.639 56.995
S2 55.630 55.630 57.488
S3 53.980 55.060 57.336
S4 52.330 53.410 56.883
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 62.375 56.200 6.175 10.7% 1.710 3.0% 26% False True 33
10 63.650 56.200 7.450 12.9% 1.118 1.9% 21% False True 18
20 65.490 56.200 9.290 16.1% 0.639 1.1% 17% False True 10
40 66.830 56.200 10.630 18.4% 0.319 0.6% 15% False True 5
60 66.830 56.200 10.630 18.4% 0.216 0.4% 15% False True 3
80 68.200 56.200 12.000 20.8% 0.162 0.3% 13% False True 2
100 76.570 56.200 20.370 35.2% 0.130 0.2% 8% False True 2
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 0.158
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.863
2.618 62.170
1.618 60.520
1.000 59.500
0.618 58.870
HIGH 57.850
0.618 57.220
0.500 57.025
0.382 56.830
LOW 56.200
0.618 55.180
1.000 54.550
1.618 53.530
2.618 51.880
4.250 49.188
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 57.535 57.718
PP 57.280 57.647
S1 57.025 57.575

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

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