NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 11-Apr-2007
Day Change Summary
Previous Current
10-Apr-2007 11-Apr-2007 Change Change % Previous Week
Open 61.750 61.900 0.150 0.2% 66.050
High 62.275 62.575 0.300 0.5% 66.675
Low 61.350 61.525 0.175 0.3% 63.575
Close 61.890 62.010 0.120 0.2% 64.280
Range 0.925 1.050 0.125 13.5% 3.100
ATR 1.727 1.679 -0.048 -2.8% 0.000
Volume 19,187 14,110 -5,077 -26.5% 89,936
Daily Pivots for day following 11-Apr-2007
Classic Woodie Camarilla DeMark
R4 65.187 64.648 62.588
R3 64.137 63.598 62.299
R2 63.087 63.087 62.203
R1 62.548 62.548 62.106 62.818
PP 62.037 62.037 62.037 62.171
S1 61.498 61.498 61.914 61.768
S2 60.987 60.987 61.818
S3 59.937 60.448 61.721
S4 58.887 59.398 61.433
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 65.100 61.350 3.750 6.0% 1.520 2.5% 18% False False 19,045
10 66.775 61.350 5.425 8.7% 1.688 2.7% 12% False False 20,914
20 66.800 58.850 7.950 12.8% 1.663 2.7% 40% False False 15,937
40 66.800 57.850 8.950 14.4% 1.595 2.6% 46% False False 8,295
60 66.800 53.400 13.400 21.6% 1.551 2.5% 64% False False 5,539
80 66.800 53.000 13.800 22.3% 1.195 1.9% 65% False False 4,154
100 67.460 53.000 14.460 23.3% 0.956 1.5% 62% False False 3,323
120 67.460 53.000 14.460 23.3% 0.797 1.3% 62% False False 2,769
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 0.473
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.038
2.618 65.324
1.618 64.274
1.000 63.625
0.618 63.224
HIGH 62.575
0.618 62.174
0.500 62.050
0.382 61.926
LOW 61.525
0.618 60.876
1.000 60.475
1.618 59.826
2.618 58.776
4.250 57.063
Fisher Pivots for day following 11-Apr-2007
Pivot 1 day 3 day
R1 62.050 62.725
PP 62.037 62.487
S1 62.023 62.248

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

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