NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 64.350 63.875 -0.475 -0.7% 66.050
High 64.950 64.100 -0.850 -1.3% 66.675
Low 63.600 61.350 -2.250 -3.5% 63.575
Close 64.280 61.510 -2.770 -4.3% 64.280
Range 1.350 2.750 1.400 103.7% 3.100
ATR 1.701 1.789 0.088 5.2% 0.000
Volume 25,213 17,243 -7,970 -31.6% 89,936
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.570 68.790 63.023
R3 67.820 66.040 62.266
R2 65.070 65.070 62.014
R1 63.290 63.290 61.762 62.805
PP 62.320 62.320 62.320 62.078
S1 60.540 60.540 61.258 60.055
S2 59.570 59.570 61.006
S3 56.820 57.790 60.754
S4 54.070 55.040 59.998
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.143 72.312 65.985
R3 71.043 69.212 65.133
R2 67.943 67.943 64.848
R1 66.112 66.112 64.564 65.478
PP 64.843 64.843 64.843 64.526
S1 63.012 63.012 63.996 62.378
S2 61.743 61.743 63.712
S3 58.643 59.912 63.428
S4 55.543 56.812 62.575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.675 61.350 5.325 8.7% 1.830 3.0% 3% False True 21,435
10 66.800 61.350 5.450 8.9% 2.040 3.3% 3% False True 20,879
20 66.800 58.850 7.950 12.9% 1.720 2.8% 33% False False 14,390
40 66.800 57.850 8.950 14.6% 1.650 2.7% 41% False False 7,466
60 66.800 53.000 13.800 22.4% 1.561 2.5% 62% False False 4,984
80 66.800 53.000 13.800 22.4% 1.171 1.9% 62% False False 3,738
100 67.460 53.000 14.460 23.5% 0.937 1.5% 59% False False 2,990
120 67.460 53.000 14.460 23.5% 0.780 1.3% 59% False False 2,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.453
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 75.788
2.618 71.300
1.618 68.550
1.000 66.850
0.618 65.800
HIGH 64.100
0.618 63.050
0.500 62.725
0.382 62.401
LOW 61.350
0.618 59.651
1.000 58.600
1.618 56.901
2.618 54.151
4.250 49.663
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 62.725 63.225
PP 62.320 62.653
S1 61.915 62.082

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

View Archives - Comment on this page... - Back to Index of Symbols