NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 19-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 19-Apr-2007 Change Change % Previous Week
Open 65.725 64.400 -1.325 -2.0% 66.175
High 66.500 64.825 -1.675 -2.5% 67.050
Low 64.375 63.050 -1.325 -2.1% 64.175
Close 64.460 63.320 -1.140 -1.8% 66.330
Range 2.125 1.775 -0.350 -16.5% 2.875
ATR 1.484 1.505 0.021 1.4% 0.000
Volume 4,580 11,763 7,183 156.8% 8,402
Daily Pivots for day following 19-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.057 67.963 64.296
R3 67.282 66.188 63.808
R2 65.507 65.507 63.645
R1 64.413 64.413 63.483 64.073
PP 63.732 63.732 63.732 63.561
S1 62.638 62.638 63.157 62.298
S2 61.957 61.957 62.995
S3 60.182 60.863 62.832
S4 58.407 59.088 62.344
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.477 73.278 67.911
R3 71.602 70.403 67.121
R2 68.727 68.727 66.857
R1 67.528 67.528 66.594 68.128
PP 65.852 65.852 65.852 66.151
S1 64.653 64.653 66.066 65.253
S2 62.977 62.977 65.803
S3 60.102 61.778 65.539
S4 57.227 58.903 64.749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.050 63.050 4.000 6.3% 1.665 2.6% 7% False True 4,545
10 67.050 63.050 4.000 6.3% 1.483 2.3% 7% False True 2,916
20 68.200 60.775 7.425 11.7% 1.553 2.5% 34% False False 1,879
40 68.200 59.925 8.275 13.1% 1.409 2.2% 41% False False 970
60 68.200 56.300 11.900 18.8% 1.096 1.7% 59% False False 648
80 68.200 53.100 15.100 23.8% 0.991 1.6% 68% False False 487
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 0.380
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.369
2.618 69.472
1.618 67.697
1.000 66.600
0.618 65.922
HIGH 64.825
0.618 64.147
0.500 63.938
0.382 63.728
LOW 63.050
0.618 61.953
1.000 61.275
1.618 60.178
2.618 58.403
4.250 55.506
Fisher Pivots for day following 19-Apr-2007
Pivot 1 day 3 day
R1 63.938 64.900
PP 63.732 64.373
S1 63.526 63.847

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

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