NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 67.550 67.375 -0.175 -0.3% 63.750
High 68.200 67.550 -0.650 -1.0% 68.050
Low 66.800 65.725 -1.075 -1.6% 63.700
Close 67.550 66.290 -1.260 -1.9% 67.470
Range 1.400 1.825 0.425 30.4% 4.350
ATR 1.463 1.489 0.026 1.8% 0.000
Volume 1,580 711 -869 -55.0% 4,959
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.997 70.968 67.294
R3 70.172 69.143 66.792
R2 68.347 68.347 66.625
R1 67.318 67.318 66.457 66.920
PP 66.522 66.522 66.522 66.323
S1 65.493 65.493 66.123 65.095
S2 64.697 64.697 65.955
S3 62.872 63.668 65.788
S4 61.047 61.843 65.286
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 65.225 2.975 4.5% 1.640 2.5% 36% False False 1,244
10 68.200 60.775 7.425 11.2% 1.623 2.4% 74% False False 842
20 68.200 60.250 7.950 12.0% 1.388 2.1% 76% False False 459
40 68.200 59.500 8.700 13.1% 1.238 1.9% 78% False False 243
60 68.200 53.100 15.100 22.8% 1.035 1.6% 87% False False 163
80 68.200 53.100 15.100 22.8% 0.808 1.2% 87% False False 123
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 0.355
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.306
2.618 72.328
1.618 70.503
1.000 69.375
0.618 68.678
HIGH 67.550
0.618 66.853
0.500 66.638
0.382 66.422
LOW 65.725
0.618 64.597
1.000 63.900
1.618 62.772
2.618 60.947
4.250 57.969
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 66.638 66.963
PP 66.522 66.738
S1 66.406 66.514

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

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