NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 52.850 53.550 0.700 1.3% 58.825
High 53.850 54.275 0.425 0.8% 58.950
Low 51.700 52.000 0.300 0.6% 53.075
Close 53.770 52.660 -1.110 -2.1% 54.660
Range 2.150 2.275 0.125 5.8% 5.875
ATR 1.486 1.542 0.056 3.8% 0.000
Volume 137 145 8 5.8% 175
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 59.803 58.507 53.911
R3 57.528 56.232 53.286
R2 55.253 55.253 53.077
R1 53.957 53.957 52.869 53.468
PP 52.978 52.978 52.978 52.734
S1 51.682 51.682 52.451 51.193
S2 50.703 50.703 52.243
S3 48.428 49.407 52.034
S4 46.153 47.132 51.409
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 73.187 69.798 57.891
R3 67.312 63.923 56.276
R2 61.437 61.437 55.737
R1 58.048 58.048 55.199 56.805
PP 55.562 55.562 55.562 54.940
S1 52.173 52.173 54.121 50.930
S2 49.687 49.687 53.583
S3 43.812 46.298 53.044
S4 37.937 40.423 51.429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.050 51.700 4.350 8.3% 2.290 4.3% 22% False False 72
10 60.300 51.700 8.600 16.3% 1.953 3.7% 11% False False 55
20 65.400 51.700 13.700 26.0% 1.310 2.5% 7% False False 30
40 66.830 51.700 15.130 28.7% 0.655 1.2% 6% False False 15
60 66.830 51.700 15.130 28.7% 0.440 0.8% 6% False False 10
80 67.000 51.700 15.300 29.1% 0.330 0.6% 6% False False 7
100 75.860 51.700 24.160 45.9% 0.264 0.5% 4% False False 6
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 0.470
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.944
2.618 60.231
1.618 57.956
1.000 56.550
0.618 55.681
HIGH 54.275
0.618 53.406
0.500 53.138
0.382 52.869
LOW 52.000
0.618 50.594
1.000 49.725
1.618 48.319
2.618 46.044
4.250 42.331
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 53.138 53.338
PP 52.978 53.112
S1 52.819 52.886

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

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