NYMEX miNY Light Sweet Crude Oil Future August 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 67.200 68.700 1.500 2.2% 66.425
High 68.000 68.900 0.900 1.3% 68.200
Low 67.000 68.225 1.225 1.8% 66.425
Close 68.690 68.100 -0.590 -0.9% 68.690
Range 1.000 0.675 -0.325 -32.5% 1.775
ATR 0.763 0.757 -0.006 -0.8% 0.000
Volume 6 5 -1 -16.7% 36
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.433 69.942 68.471
R3 69.758 69.267 68.286
R2 69.083 69.083 68.224
R1 68.592 68.592 68.162 68.500
PP 68.408 68.408 68.408 68.363
S1 67.917 67.917 68.038 67.825
S2 67.733 67.733 67.976
S3 67.058 67.242 67.914
S4 66.383 66.567 67.729
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 73.097 72.668 69.666
R3 71.322 70.893 69.178
R2 69.547 69.547 69.015
R1 69.118 69.118 68.853 69.333
PP 67.772 67.772 67.772 67.879
S1 67.343 67.343 68.527 67.558
S2 65.997 65.997 68.365
S3 64.222 65.568 68.202
S4 62.447 63.793 67.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.900 66.500 2.400 3.5% 0.745 1.1% 67% True False 7
10 68.900 65.925 2.975 4.4% 0.520 0.8% 73% True False 5
20 69.000 65.925 3.075 4.5% 0.369 0.5% 71% False False 8
40 69.275 61.900 7.375 10.8% 0.358 0.5% 84% False False 7
60 69.275 60.550 8.725 12.8% 0.239 0.4% 87% False False 5
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 True
Stretch 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.769
2.618 70.667
1.618 69.992
1.000 69.575
0.618 69.317
HIGH 68.900
0.618 68.642
0.500 68.563
0.382 68.483
LOW 68.225
0.618 67.808
1.000 67.550
1.618 67.133
2.618 66.458
4.250 65.356
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 68.563 68.050
PP 68.408 68.000
S1 68.254 67.950

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

View Archives - Comment on this page... - Back to Index of Symbols