NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 61.875 63.875 2.000 3.2% 63.875
High 63.950 64.600 0.650 1.0% 64.600
Low 61.850 63.375 1.525 2.5% 61.350
Close 63.850 63.630 -0.220 -0.3% 63.630
Range 2.100 1.225 -0.875 -41.7% 3.250
ATR 1.709 1.674 -0.035 -2.0% 0.000
Volume 14,999 15,145 146 1.0% 80,684
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 67.543 66.812 64.304
R3 66.318 65.587 63.967
R2 65.093 65.093 63.855
R1 64.362 64.362 63.742 64.115
PP 63.868 63.868 63.868 63.745
S1 63.137 63.137 63.518 62.890
S2 62.643 62.643 63.405
S3 61.418 61.912 63.293
S4 60.193 60.687 62.956
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 72.943 71.537 65.418
R3 69.693 68.287 64.524
R2 66.443 66.443 64.226
R1 65.037 65.037 63.928 64.115
PP 63.193 63.193 63.193 62.733
S1 61.787 61.787 63.332 60.865
S2 59.943 59.943 63.034
S3 56.693 58.537 62.736
S4 53.443 55.287 61.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.600 61.350 3.250 5.1% 1.610 2.5% 70% True False 16,136
10 66.775 61.350 5.425 8.5% 1.573 2.5% 42% False False 20,327
20 66.800 58.850 7.950 12.5% 1.721 2.7% 60% False False 17,174
40 66.800 58.650 8.150 12.8% 1.598 2.5% 61% False False 9,045
60 66.800 53.800 13.000 20.4% 1.583 2.5% 76% False False 6,041
80 66.800 53.000 13.800 21.7% 1.237 1.9% 77% False False 4,531
100 67.460 53.000 14.460 22.7% 0.990 1.6% 74% False False 3,625
120 67.460 53.000 14.460 22.7% 0.825 1.3% 74% False False 3,020
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 0.410
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.806
2.618 67.807
1.618 66.582
1.000 65.825
0.618 65.357
HIGH 64.600
0.618 64.132
0.500 63.988
0.382 63.843
LOW 63.375
0.618 62.618
1.000 62.150
1.618 61.393
2.618 60.168
4.250 58.169
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 63.988 63.441
PP 63.868 63.252
S1 63.749 63.063

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

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