NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 67.450 67.550 0.100 0.1% 63.750
High 68.050 68.200 0.150 0.2% 68.050
Low 66.850 66.800 -0.050 -0.1% 63.700
Close 67.470 67.550 0.080 0.1% 67.470
Range 1.200 1.400 0.200 16.7% 4.350
ATR 1.468 1.463 -0.005 -0.3% 0.000
Volume 1,840 1,580 -260 -14.1% 4,959
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.717 71.033 68.320
R3 70.317 69.633 67.935
R2 68.917 68.917 67.807
R1 68.233 68.233 67.678 68.250
PP 67.517 67.517 67.517 67.525
S1 66.833 66.833 67.422 66.850
S2 66.117 66.117 67.293
S3 64.717 65.433 67.165
S4 63.317 64.033 66.780
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 79.457 77.813 69.863
R3 75.107 73.463 68.666
R2 70.757 70.757 68.268
R1 69.113 69.113 67.869 69.935
PP 66.407 66.407 66.407 66.818
S1 64.763 64.763 67.071 65.585
S2 62.057 62.057 66.673
S3 57.707 60.413 66.274
S4 53.357 56.063 65.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.200 64.000 4.200 6.2% 1.895 2.8% 85% True False 1,230
10 68.200 60.650 7.550 11.2% 1.525 2.3% 91% True False 785
20 68.200 60.250 7.950 11.8% 1.346 2.0% 92% True False 429
40 68.200 59.500 8.700 12.9% 1.195 1.8% 93% True False 225
60 68.200 53.100 15.100 22.4% 1.004 1.5% 96% True False 151
80 68.200 53.100 15.100 22.4% 0.785 1.2% 96% True False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.368
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.150
2.618 71.865
1.618 70.465
1.000 69.600
0.618 69.065
HIGH 68.200
0.618 67.665
0.500 67.500
0.382 67.335
LOW 66.800
0.618 65.935
1.000 65.400
1.618 64.535
2.618 63.135
4.250 60.850
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 67.533 67.271
PP 67.517 66.992
S1 67.500 66.713

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

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