NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 58.750 58.550 -0.200 -0.3% 60.375
High 59.000 59.900 0.900 1.5% 60.375
Low 57.125 58.075 0.950 1.7% 57.125
Close 58.450 59.700 1.250 2.1% 59.700
Range 1.875 1.825 -0.050 -2.7% 3.250
ATR 1.902 1.897 -0.006 -0.3% 0.000
Volume 3,927 5,818 1,891 48.2% 18,503
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.700 64.025 60.704
R3 62.875 62.200 60.202
R2 61.050 61.050 60.035
R1 60.375 60.375 59.867 60.713
PP 59.225 59.225 59.225 59.394
S1 58.550 58.550 59.533 58.888
S2 57.400 57.400 59.365
S3 55.575 56.725 59.198
S4 53.750 54.900 58.696
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 68.817 67.508 61.488
R3 65.567 64.258 60.594
R2 62.317 62.317 60.296
R1 61.008 61.008 59.998 60.038
PP 59.067 59.067 59.067 58.581
S1 57.758 57.758 59.402 56.788
S2 55.817 55.817 59.104
S3 52.567 54.508 58.806
S4 49.317 51.258 57.913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.375 57.125 3.250 5.4% 1.985 3.3% 79% False False 3,700
10 61.350 57.125 4.225 7.1% 1.923 3.2% 61% False False 2,415
20 61.350 53.100 8.250 13.8% 2.000 3.4% 80% False False 1,576
40 65.400 51.700 13.700 22.9% 1.683 2.8% 58% False False 806
60 66.830 51.700 15.130 25.3% 1.133 1.9% 53% False False 537
80 66.830 51.700 15.130 25.3% 0.853 1.4% 53% False False 403
100 67.000 51.700 15.300 25.6% 0.682 1.1% 52% False False 322
120 75.860 51.700 24.160 40.5% 0.568 1.0% 33% False False 269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.393
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.656
2.618 64.678
1.618 62.853
1.000 61.725
0.618 61.028
HIGH 59.900
0.618 59.203
0.500 58.988
0.382 58.772
LOW 58.075
0.618 56.947
1.000 56.250
1.618 55.122
2.618 53.297
4.250 50.319
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 59.463 59.304
PP 59.225 58.908
S1 58.988 58.513

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

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