NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 57.450 57.375 -0.075 -0.1% 63.300
High 57.850 57.375 -0.475 -0.8% 63.650
Low 56.200 55.400 -0.800 -1.4% 57.125
Close 57.790 55.880 -1.910 -3.3% 58.350
Range 1.650 1.975 0.325 19.7% 6.525
ATR 1.116 1.207 0.091 8.2% 0.000
Volume 55 35 -20 -36.4% 95
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.143 60.987 56.966
R3 60.168 59.012 56.423
R2 58.193 58.193 56.242
R1 57.037 57.037 56.061 56.628
PP 56.218 56.218 56.218 56.014
S1 55.062 55.062 55.699 54.653
S2 54.243 54.243 55.518
S3 52.268 53.087 55.337
S4 50.293 51.112 54.794
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 60.300 55.400 4.900 8.8% 1.615 2.9% 10% False True 39
10 63.650 55.400 8.250 14.8% 1.288 2.3% 6% False True 22
20 65.490 55.400 10.090 18.1% 0.738 1.3% 5% False True 12
40 66.830 55.400 11.430 20.5% 0.369 0.7% 4% False True 6
60 66.830 55.400 11.430 20.5% 0.249 0.4% 4% False True 4
80 68.200 55.400 12.800 22.9% 0.187 0.3% 4% False True 3
100 76.570 55.400 21.170 37.9% 0.150 0.3% 2% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 65.769
2.618 62.546
1.618 60.571
1.000 59.350
0.618 58.596
HIGH 57.375
0.618 56.621
0.500 56.388
0.382 56.154
LOW 55.400
0.618 54.179
1.000 53.425
1.618 52.204
2.618 50.229
4.250 47.006
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 56.388 57.175
PP 56.218 56.743
S1 56.049 56.312

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

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