NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 63.875 63.525 -0.350 -0.5% 63.875
High 64.600 64.200 -0.400 -0.6% 64.600
Low 63.375 62.550 -0.825 -1.3% 61.350
Close 63.630 63.610 -0.020 0.0% 63.630
Range 1.225 1.650 0.425 34.7% 3.250
ATR 1.674 1.673 -0.002 -0.1% 0.000
Volume 15,145 11,757 -3,388 -22.4% 80,684
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.403 67.657 64.518
R3 66.753 66.007 64.064
R2 65.103 65.103 63.913
R1 64.357 64.357 63.761 64.730
PP 63.453 63.453 63.453 63.640
S1 62.707 62.707 63.459 63.080
S2 61.803 61.803 63.308
S3 60.153 61.057 63.156
S4 58.503 59.407 62.703
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 72.943 71.537 65.418
R3 69.693 68.287 64.524
R2 66.443 66.443 64.226
R1 65.037 65.037 63.928 64.115
PP 63.193 63.193 63.193 62.733
S1 61.787 61.787 63.332 60.865
S2 59.943 59.943 63.034
S3 56.693 58.537 62.736
S4 53.443 55.287 61.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.600 61.350 3.250 5.1% 1.390 2.2% 70% False False 15,039
10 66.675 61.350 5.325 8.4% 1.610 2.5% 42% False False 18,237
20 66.800 59.150 7.650 12.0% 1.698 2.7% 58% False False 17,646
40 66.800 58.650 8.150 12.8% 1.600 2.5% 61% False False 9,338
60 66.800 54.075 12.725 20.0% 1.590 2.5% 75% False False 6,237
80 66.800 53.000 13.800 21.7% 1.258 2.0% 77% False False 4,678
100 67.460 53.000 14.460 22.7% 1.006 1.6% 73% False False 3,742
120 67.460 53.000 14.460 22.7% 0.838 1.3% 73% False False 3,118
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 0.420
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.213
2.618 68.520
1.618 66.870
1.000 65.850
0.618 65.220
HIGH 64.200
0.618 63.570
0.500 63.375
0.382 63.180
LOW 62.550
0.618 61.530
1.000 60.900
1.618 59.880
2.618 58.230
4.250 55.538
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 63.532 63.482
PP 63.453 63.353
S1 63.375 63.225

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

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