NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 63.525 63.675 0.150 0.2% 63.875
High 64.200 64.625 0.425 0.7% 64.600
Low 62.550 63.050 0.500 0.8% 61.350
Close 63.610 63.100 -0.510 -0.8% 63.630
Range 1.650 1.575 -0.075 -4.5% 3.250
ATR 1.673 1.666 -0.007 -0.4% 0.000
Volume 11,757 16,975 5,218 44.4% 80,684
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.317 67.283 63.966
R3 66.742 65.708 63.533
R2 65.167 65.167 63.389
R1 64.133 64.133 63.244 63.863
PP 63.592 63.592 63.592 63.456
S1 62.558 62.558 62.956 62.288
S2 62.017 62.017 62.811
S3 60.442 60.983 62.667
S4 58.867 59.408 62.234
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 64.625 61.525 3.100 4.9% 1.520 2.4% 51% True False 14,597
10 65.900 61.350 4.550 7.2% 1.608 2.5% 38% False False 17,284
20 66.800 59.150 7.650 12.1% 1.719 2.7% 52% False False 18,106
40 66.800 58.650 8.150 12.9% 1.621 2.6% 55% False False 9,760
60 66.800 54.550 12.250 19.4% 1.583 2.5% 70% False False 6,520
80 66.800 53.000 13.800 21.9% 1.277 2.0% 73% False False 4,890
100 67.460 53.000 14.460 22.9% 1.022 1.6% 70% False False 3,912
120 67.460 53.000 14.460 22.9% 0.851 1.3% 70% False False 3,260
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.319
2.618 68.748
1.618 67.173
1.000 66.200
0.618 65.598
HIGH 64.625
0.618 64.023
0.500 63.838
0.382 63.652
LOW 63.050
0.618 62.077
1.000 61.475
1.618 60.502
2.618 58.927
4.250 56.356
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 63.838 63.588
PP 63.592 63.425
S1 63.346 63.263

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

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