NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 66.075 66.050 -0.025 0.0% 62.350
High 66.775 66.675 -0.100 -0.1% 66.800
Low 65.500 65.075 -0.425 -0.6% 62.225
Close 65.870 65.940 0.070 0.1% 65.870
Range 1.275 1.600 0.325 25.5% 4.575
ATR 1.737 1.727 -0.010 -0.6% 0.000
Volume 32,659 26,504 -6,155 -18.8% 101,618
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.697 69.918 66.820
R3 69.097 68.318 66.380
R2 67.497 67.497 66.233
R1 66.718 66.718 66.087 66.308
PP 65.897 65.897 65.897 65.691
S1 65.118 65.118 65.793 64.708
S2 64.297 64.297 65.647
S3 62.697 63.518 65.500
S4 61.097 61.918 65.060
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 78.690 76.855 68.386
R3 74.115 72.280 67.128
R2 69.540 69.540 66.709
R1 67.705 67.705 66.289 68.623
PP 64.965 64.965 64.965 65.424
S1 63.130 63.130 65.451 64.048
S2 60.390 60.390 65.031
S3 55.815 58.555 64.612
S4 51.240 53.980 63.354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.800 62.225 4.575 6.9% 2.385 3.6% 81% False False 21,939
10 66.800 59.150 7.650 11.6% 1.830 2.8% 89% False False 18,928
20 66.800 58.850 7.950 12.1% 1.611 2.4% 89% False False 10,527
40 66.800 57.850 8.950 13.6% 1.625 2.5% 90% False False 5,454
60 66.800 53.000 13.800 20.9% 1.435 2.2% 94% False False 3,639
80 66.800 53.000 13.800 20.9% 1.076 1.6% 94% False False 2,729
100 67.460 53.000 14.460 21.9% 0.861 1.3% 89% False False 2,183
120 67.460 53.000 14.460 21.9% 0.718 1.1% 89% False False 1,819
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 0.433
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.475
2.618 70.864
1.618 69.264
1.000 68.275
0.618 67.664
HIGH 66.675
0.618 66.064
0.500 65.875
0.382 65.686
LOW 65.075
0.618 64.086
1.000 63.475
1.618 62.486
2.618 60.886
4.250 58.275
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 65.918 65.677
PP 65.897 65.413
S1 65.875 65.150

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

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