NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 64.850 64.600 -0.250 -0.4% 67.550
High 65.400 66.400 1.000 1.5% 68.200
Low 64.450 64.600 0.150 0.2% 65.300
Close 64.840 66.340 1.500 2.3% 66.370
Range 0.950 1.800 0.850 89.5% 2.900
ATR 1.426 1.452 0.027 1.9% 0.000
Volume 1,292 1,937 645 49.9% 4,165
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.180 70.560 67.330
R3 69.380 68.760 66.835
R2 67.580 67.580 66.670
R1 66.960 66.960 66.505 67.270
PP 65.780 65.780 65.780 65.935
S1 65.160 65.160 66.175 65.470
S2 63.980 63.980 66.010
S3 62.180 63.360 65.845
S4 60.380 61.560 65.350
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 4.1% 1.390 2.1% 79% False False 1,526
10 68.200 64.175 4.025 6.1% 1.518 2.3% 54% False False 1,366
20 68.200 60.250 7.950 12.0% 1.461 2.2% 77% False False 865
40 68.200 59.500 8.700 13.1% 1.284 1.9% 79% False False 451
60 68.200 53.500 14.700 22.2% 1.071 1.6% 87% False False 302
80 68.200 53.100 15.100 22.8% 0.909 1.4% 88% False False 227
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 0.345
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.050
2.618 71.112
1.618 69.312
1.000 68.200
0.618 67.512
HIGH 66.400
0.618 65.712
0.500 65.500
0.382 65.288
LOW 64.600
0.618 63.488
1.000 62.800
1.618 61.688
2.618 59.888
4.250 56.950
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 66.060 66.006
PP 65.780 65.672
S1 65.500 65.338

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

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