NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 65.625 64.600 -1.025 -1.6% 62.350
High 65.900 65.100 -0.800 -1.2% 66.800
Low 63.975 63.575 -0.400 -0.6% 62.225
Close 64.640 64.380 -0.260 -0.4% 65.870
Range 1.925 1.525 -0.400 -20.8% 4.575
ATR 1.744 1.728 -0.016 -0.9% 0.000
Volume 18,746 19,473 727 3.9% 101,618
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.927 68.178 65.219
R3 67.402 66.653 64.799
R2 65.877 65.877 64.660
R1 65.128 65.128 64.520 64.740
PP 64.352 64.352 64.352 64.158
S1 63.603 63.603 64.240 63.215
S2 62.827 62.827 64.100
S3 61.302 62.078 63.961
S4 59.777 60.553 63.541
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 78.690 76.855 68.386
R3 74.115 72.280 67.128
R2 69.540 69.540 66.709
R1 67.705 67.705 66.289 68.623
PP 64.965 64.965 64.965 65.424
S1 63.130 63.130 65.451 64.048
S2 60.390 60.390 65.031
S3 55.815 58.555 64.612
S4 51.240 53.980 63.354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.775 63.525 3.250 5.0% 1.845 2.9% 26% False False 24,295
10 66.800 59.950 6.850 10.6% 1.983 3.1% 65% False False 19,682
20 66.800 58.850 7.950 12.3% 1.656 2.6% 70% False False 12,343
40 66.800 57.850 8.950 13.9% 1.633 2.5% 73% False False 6,408
60 66.800 53.000 13.800 21.4% 1.493 2.3% 82% False False 4,276
80 66.800 53.000 13.800 21.4% 1.119 1.7% 82% False False 3,207
100 67.460 53.000 14.460 22.5% 0.896 1.4% 79% False False 2,566
120 67.460 53.000 14.460 22.5% 0.746 1.2% 79% False False 2,138
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 0.448
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.581
2.618 69.092
1.618 67.567
1.000 66.625
0.618 66.042
HIGH 65.100
0.618 64.517
0.500 64.338
0.382 64.158
LOW 63.575
0.618 62.633
1.000 62.050
1.618 61.108
2.618 59.583
4.250 57.094
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 64.366 65.125
PP 64.352 64.877
S1 64.338 64.628

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

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