NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary
Previous Current
24-Jan-2007 25-Jan-2007 Change Change % Previous Week
Open 55.700 56.125 0.425 0.8% 54.850
High 56.200 56.700 0.500 0.9% 54.975
Low 54.425 54.950 0.525 1.0% 51.700
Close 56.160 55.120 -1.040 -1.9% 54.300
Range 1.775 1.750 -0.025 -1.4% 3.275
ATR 1.695 1.698 0.004 0.2% 0.000
Volume 559 1,159 600 107.3% 442
Daily Pivots for day following 25-Jan-2007
Classic Woodie Camarilla DeMark
R4 60.840 59.730 56.083
R3 59.090 57.980 55.601
R2 57.340 57.340 55.441
R1 56.230 56.230 55.280 55.910
PP 55.590 55.590 55.590 55.430
S1 54.480 54.480 54.960 54.160
S2 53.840 53.840 54.799
S3 52.090 52.730 54.639
S4 50.340 50.980 54.158
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 63.483 62.167 56.101
R3 60.208 58.892 55.201
R2 56.933 56.933 54.900
R1 55.617 55.617 54.600 54.638
PP 53.658 53.658 53.658 53.169
S1 52.342 52.342 54.000 51.363
S2 50.383 50.383 53.700
S3 47.108 49.067 53.399
S4 43.833 45.792 52.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.700 52.550 4.150 7.5% 2.060 3.7% 62% True False 604
10 56.700 51.700 5.000 9.1% 2.175 3.9% 68% True False 338
20 63.650 51.700 11.950 21.7% 1.731 3.1% 29% False False 180
40 66.830 51.700 15.130 27.4% 0.913 1.7% 23% False False 90
60 66.830 51.700 15.130 27.4% 0.612 1.1% 23% False False 60
80 67.000 51.700 15.300 27.8% 0.459 0.8% 22% False False 45
100 74.460 51.700 22.760 41.3% 0.367 0.7% 15% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.598
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 64.138
2.618 61.282
1.618 59.532
1.000 58.450
0.618 57.782
HIGH 56.700
0.618 56.032
0.500 55.825
0.382 55.619
LOW 54.950
0.618 53.869
1.000 53.200
1.618 52.119
2.618 50.369
4.250 47.513
Fisher Pivots for day following 25-Jan-2007
Pivot 1 day 3 day
R1 55.825 55.105
PP 55.590 55.090
S1 55.355 55.075

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

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