NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 56.400 54.800 -1.600 -2.8% 54.575
High 56.700 57.725 1.025 1.8% 56.700
Low 54.600 54.750 0.150 0.3% 53.100
Close 54.770 57.660 2.890 5.3% 56.250
Range 2.100 2.975 0.875 41.7% 3.600
ATR 1.696 1.787 0.091 5.4% 0.000
Volume 750 450 -300 -40.0% 3,545
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 65.637 64.623 59.296
R3 62.662 61.648 58.478
R2 59.687 59.687 58.205
R1 58.673 58.673 57.933 59.180
PP 56.712 56.712 56.712 56.965
S1 55.698 55.698 57.387 56.205
S2 53.737 53.737 57.115
S3 50.762 52.723 56.842
S4 47.787 49.748 56.024
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 66.150 64.800 58.230
R3 62.550 61.200 57.240
R2 58.950 58.950 56.910
R1 57.600 57.600 56.580 58.275
PP 55.350 55.350 55.350 55.688
S1 54.000 54.000 55.920 54.675
S2 51.750 51.750 55.590
S3 48.150 50.400 55.260
S4 44.550 46.800 54.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.725 54.425 3.300 5.7% 1.950 3.4% 98% True False 715
10 57.725 51.700 6.025 10.4% 2.095 3.6% 99% True False 516
20 63.650 51.700 11.950 20.7% 1.973 3.4% 50% False False 272
40 66.830 51.700 15.130 26.2% 1.068 1.9% 39% False False 137
60 66.830 51.700 15.130 26.2% 0.712 1.2% 39% False False 91
80 66.830 51.700 15.130 26.2% 0.537 0.9% 39% False False 68
100 71.990 51.700 20.290 35.2% 0.429 0.7% 29% False False 55
120 79.840 51.700 28.140 48.8% 0.358 0.6% 21% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.445
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 70.369
2.618 65.514
1.618 62.539
1.000 60.700
0.618 59.564
HIGH 57.725
0.618 56.589
0.500 56.238
0.382 55.886
LOW 54.750
0.618 52.911
1.000 51.775
1.618 49.936
2.618 46.961
4.250 42.106
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 57.186 57.161
PP 56.712 56.662
S1 56.238 56.163

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

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