NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 65.250 66.425 1.175 1.8% 64.150
High 66.650 66.625 -0.025 0.0% 66.650
Low 64.575 65.550 0.975 1.5% 63.700
Close 66.460 65.710 -0.750 -1.1% 66.460
Range 2.075 1.075 -1.000 -48.2% 2.950
ATR 1.634 1.594 -0.040 -2.4% 0.000
Volume 20,353 16,996 -3,357 -16.5% 91,545
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.187 68.523 66.301
R3 68.112 67.448 66.006
R2 67.037 67.037 65.907
R1 66.373 66.373 65.809 66.168
PP 65.962 65.962 65.962 65.859
S1 65.298 65.298 65.611 65.093
S2 64.887 64.887 65.513
S3 63.812 64.223 65.414
S4 62.737 63.148 65.119
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.453 73.407 68.083
R3 71.503 70.457 67.271
R2 68.553 68.553 67.001
R1 67.507 67.507 66.730 68.030
PP 65.603 65.603 65.603 65.865
S1 64.557 64.557 66.190 65.080
S2 62.653 62.653 65.919
S3 59.703 61.607 65.649
S4 56.753 58.657 64.838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.650 64.100 2.550 3.9% 1.680 2.6% 63% False False 18,951
10 66.750 62.625 4.125 6.3% 1.783 2.7% 75% False False 14,376
20 68.200 62.625 5.575 8.5% 1.576 2.4% 55% False False 7,908
40 68.200 60.250 7.950 12.1% 1.443 2.2% 69% False False 4,087
60 68.200 59.500 8.700 13.2% 1.279 1.9% 71% False False 2,729
80 68.200 53.100 15.100 23.0% 1.118 1.7% 84% False False 2,048
100 68.200 53.100 15.100 23.0% 0.924 1.4% 84% False False 1,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.505
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 71.194
2.618 69.439
1.618 68.364
1.000 67.700
0.618 67.289
HIGH 66.625
0.618 66.214
0.500 66.088
0.382 65.961
LOW 65.550
0.618 64.886
1.000 64.475
1.618 63.811
2.618 62.736
4.250 60.981
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 66.088 65.678
PP 65.962 65.645
S1 65.836 65.613

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

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