NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 58.600 59.600 1.000 1.7% 60.000
High 60.325 59.825 -0.500 -0.8% 61.350
Low 58.050 58.100 0.050 0.1% 57.825
Close 59.850 58.570 -1.280 -2.1% 60.630
Range 2.275 1.725 -0.550 -24.2% 3.525
ATR 1.916 1.904 -0.012 -0.6% 0.000
Volume 2,885 4,044 1,159 40.2% 5,648
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.007 63.013 59.519
R3 62.282 61.288 59.044
R2 60.557 60.557 58.886
R1 59.563 59.563 58.728 59.198
PP 58.832 58.832 58.832 58.649
S1 57.838 57.838 58.412 57.473
S2 57.107 57.107 58.254
S3 55.382 56.113 58.096
S4 53.657 54.388 57.621
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 70.510 69.095 62.569
R3 66.985 65.570 61.599
R2 63.460 63.460 61.276
R1 62.045 62.045 60.953 62.753
PP 59.935 59.935 59.935 60.289
S1 58.520 58.520 60.307 59.228
S2 56.410 56.410 59.984
S3 52.885 54.995 59.661
S4 49.360 51.470 58.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.350 57.950 3.400 5.8% 2.025 3.5% 18% False False 2,228
10 61.350 57.825 3.525 6.0% 1.920 3.3% 21% False False 1,637
20 61.350 52.000 9.350 16.0% 2.019 3.4% 70% False False 1,103
40 65.400 51.700 13.700 23.4% 1.608 2.7% 50% False False 563
60 66.830 51.700 15.130 25.8% 1.072 1.8% 45% False False 375
80 66.830 51.700 15.130 25.8% 0.806 1.4% 45% False False 281
100 67.000 51.700 15.300 26.1% 0.645 1.1% 45% False False 225
120 75.860 51.700 24.160 41.2% 0.538 0.9% 28% False False 187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.400
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.156
2.618 64.341
1.618 62.616
1.000 61.550
0.618 60.891
HIGH 59.825
0.618 59.166
0.500 58.963
0.382 58.759
LOW 58.100
0.618 57.034
1.000 56.375
1.618 55.309
2.618 53.584
4.250 50.769
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 58.963 59.213
PP 58.832 58.998
S1 58.701 58.784

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

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