NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 61.900 61.875 -0.025 0.0% 66.050
High 62.575 63.950 1.375 2.2% 66.675
Low 61.525 61.850 0.325 0.5% 63.575
Close 62.010 63.850 1.840 3.0% 64.280
Range 1.050 2.100 1.050 100.0% 3.100
ATR 1.679 1.709 0.030 1.8% 0.000
Volume 14,110 14,999 889 6.3% 89,936
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.517 68.783 65.005
R3 67.417 66.683 64.428
R2 65.317 65.317 64.235
R1 64.583 64.583 64.043 64.950
PP 63.217 63.217 63.217 63.400
S1 62.483 62.483 63.658 62.850
S2 61.117 61.117 63.465
S3 59.017 60.383 63.273
S4 56.917 58.283 62.695
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.143 72.312 65.985
R3 71.043 69.212 65.133
R2 67.943 67.943 64.848
R1 66.112 66.112 64.564 65.478
PP 64.843 64.843 64.843 64.526
S1 63.012 63.012 63.996 62.378
S2 61.743 61.743 63.712
S3 58.643 59.912 63.428
S4 55.543 56.812 62.575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.950 61.350 3.600 5.6% 1.635 2.6% 69% False False 18,150
10 66.775 61.350 5.425 8.5% 1.740 2.7% 46% False False 21,223
20 66.800 58.850 7.950 12.5% 1.724 2.7% 63% False False 16,621
40 66.800 57.850 8.950 14.0% 1.608 2.5% 67% False False 8,668
60 66.800 53.400 13.400 21.0% 1.586 2.5% 78% False False 5,789
80 66.800 53.000 13.800 21.6% 1.222 1.9% 79% False False 4,342
100 67.460 53.000 14.460 22.6% 0.977 1.5% 75% False False 3,473
120 67.460 53.000 14.460 22.6% 0.814 1.3% 75% False False 2,894
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 0.413
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.875
2.618 69.448
1.618 67.348
1.000 66.050
0.618 65.248
HIGH 63.950
0.618 63.148
0.500 62.900
0.382 62.652
LOW 61.850
0.618 60.552
1.000 59.750
1.618 58.452
2.618 56.352
4.250 52.925
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 63.533 63.450
PP 63.217 63.050
S1 62.900 62.650

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

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