NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 05-Apr-2007

Day Change Summary
	Previous	Current
	04-Apr-2007	05-Apr-2007	Change	Change %	Previous Week
Open	64.600	64.350	-0.250	-0.4%	62.350
High	65.100	64.950	-0.150	-0.2%	66.800
Low	63.575	63.600	0.025	0.0%	62.225
Close	64.380	64.280	-0.100	-0.2%	65.870
Range	1.525	1.350	-0.175	-11.5%	4.575
ATR	1.728	1.701	-0.027	-1.6%	0.000
Volume	19,473	25,213	5,740	29.5%	101,618

Daily Pivots for day following 05-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	68.327	67.653	65.023
R3	66.977	66.303	64.651
R2	65.627	65.627	64.528
R1	64.953	64.953	64.404	64.615
PP	64.277	64.277	64.277	64.108
S1	63.603	63.603	64.156	63.265
S2	62.927	62.927	64.033
S3	61.577	62.253	63.909
S4	60.227	60.903	63.538

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	63.575	3.200	5.0%	1.535	2.4%	22%	False	False	24,519
10	66.800	61.250	5.550	8.6%	1.905	3.0%	55%	False	False	20,782
20	66.800	58.850	7.950	12.4%	1.674	2.6%	68%	False	False	13,564
40	66.800	57.850	8.950	13.9%	1.613	2.5%	72%	False	False	7,037
60	66.800	53.000	13.800	21.5%	1.515	2.4%	82%	False	False	4,697
80	66.800	53.000	13.800	21.5%	1.136	1.8%	82%	False	False	3,522
100	67.460	53.000	14.460	22.5%	0.909	1.4%	78%	False	False	2,818
120	67.460	53.000	14.460	22.5%	0.758	1.2%	78%	False	False	2,348

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.498
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	70.688
2.618	68.484
1.618	67.134
1.000	66.300
0.618	65.784
HIGH	64.950
0.618	64.434
0.500	64.275
0.382	64.116
LOW	63.600
0.618	62.766
1.000	62.250
1.618	61.416
2.618	60.066
4.250	57.863

Fisher Pivots for day following 05-Apr-2007
Pivot	1 day	3 day
R1	64.278	64.738
PP	64.277	64.585
S1	64.275	64.433

Download as Excel Spreadsheet

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

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