NYMEX miNY Light Sweet Crude Oil Future June 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 64.475 64.850 0.375 0.6% 67.550
High 65.150 65.400 0.250 0.4% 68.200
Low 64.275 64.450 0.175 0.3% 65.300
Close 64.880 64.840 -0.040 -0.1% 66.370
Range 0.875 0.950 0.075 8.6% 2.900
ATR 1.462 1.426 -0.037 -2.5% 0.000
Volume 1,892 1,292 -600 -31.7% 4,165
Daily Pivots for day following 11-Apr-2007
Classic Woodie Camarilla DeMark
R4 67.747 67.243 65.363
R3 66.797 66.293 65.101
R2 65.847 65.847 65.014
R1 65.343 65.343 64.927 65.120
PP 64.897 64.897 64.897 64.785
S1 64.393 64.393 64.753 64.170
S2 63.947 63.947 64.666
S3 62.997 63.443 64.579
S4 62.047 62.493 64.318
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 75.323 73.747 67.965
R3 72.423 70.847 67.168
R2 69.523 69.523 66.902
R1 67.947 67.947 66.636 67.285
PP 66.623 66.623 66.623 66.293
S1 65.047 65.047 66.104 64.385
S2 63.723 63.723 65.838
S3 60.823 62.147 65.573
S4 57.923 59.247 64.775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.900 64.175 2.725 4.2% 1.300 2.0% 24% False False 1,286
10 68.200 64.175 4.025 6.2% 1.470 2.3% 17% False False 1,265
20 68.200 60.250 7.950 12.3% 1.400 2.2% 58% False False 772
40 68.200 59.500 8.700 13.4% 1.239 1.9% 61% False False 403
60 68.200 53.100 15.100 23.3% 1.064 1.6% 78% False False 270
80 68.200 53.100 15.100 23.3% 0.887 1.4% 78% False False 203
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 0.403
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.438
2.618 67.887
1.618 66.937
1.000 66.350
0.618 65.987
HIGH 65.400
0.618 65.037
0.500 64.925
0.382 64.813
LOW 64.450
0.618 63.863
1.000 63.500
1.618 62.913
2.618 61.963
4.250 60.413
Fisher Pivots for day following 11-Apr-2007
Pivot 1 day 3 day
R1 64.925 65.313
PP 64.897 65.155
S1 64.868 64.998

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

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