NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 64.600 64.350 -0.250 -0.4% 62.350
High 65.100 64.950 -0.150 -0.2% 66.800
Low 63.575 63.600 0.025 0.0% 62.225
Close 64.380 64.280 -0.100 -0.2% 65.870
Range 1.525 1.350 -0.175 -11.5% 4.575
ATR 1.728 1.701 -0.027 -1.6% 0.000
Volume 19,473 25,213 5,740 29.5% 101,618
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.327 67.653 65.023
R3 66.977 66.303 64.651
R2 65.627 65.627 64.528
R1 64.953 64.953 64.404 64.615
PP 64.277 64.277 64.277 64.108
S1 63.603 63.603 64.156 63.265
S2 62.927 62.927 64.033
S3 61.577 62.253 63.909
S4 60.227 60.903 63.538
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 66.775 63.575 3.200 5.0% 1.535 2.4% 22% False False 24,519
10 66.800 61.250 5.550 8.6% 1.905 3.0% 55% False False 20,782
20 66.800 58.850 7.950 12.4% 1.674 2.6% 68% False False 13,564
40 66.800 57.850 8.950 13.9% 1.613 2.5% 72% False False 7,037
60 66.800 53.000 13.800 21.5% 1.515 2.4% 82% False False 4,697
80 66.800 53.000 13.800 21.5% 1.136 1.8% 82% False False 3,522
100 67.460 53.000 14.460 22.5% 0.909 1.4% 78% False False 2,818
120 67.460 53.000 14.460 22.5% 0.758 1.2% 78% False False 2,348
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.498
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.688
2.618 68.484
1.618 67.134
1.000 66.300
0.618 65.784
HIGH 64.950
0.618 64.434
0.500 64.275
0.382 64.116
LOW 63.600
0.618 62.766
1.000 62.250
1.618 61.416
2.618 60.066
4.250 57.863
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 64.278 64.738
PP 64.277 64.585
S1 64.275 64.433

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

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