NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 19-Apr-2007
Day Change Summary
Previous Current
18-Apr-2007 19-Apr-2007 Change Change % Previous Week
Open 63.275 62.625 -0.650 -1.0% 63.875
High 63.400 63.250 -0.150 -0.2% 64.600
Low 62.400 61.325 -1.075 -1.7% 61.350
Close 63.130 61.830 -1.300 -2.1% 63.630
Range 1.000 1.925 0.925 92.5% 3.250
ATR 1.618 1.640 0.022 1.4% 0.000
Volume 13,875 7,240 -6,635 -47.8% 80,684
Daily Pivots for day following 19-Apr-2007
Classic Woodie Camarilla DeMark
R4 67.910 66.795 62.889
R3 65.985 64.870 62.359
R2 64.060 64.060 62.183
R1 62.945 62.945 62.006 62.540
PP 62.135 62.135 62.135 61.933
S1 61.020 61.020 61.654 60.615
S2 60.210 60.210 61.477
S3 58.285 59.095 61.301
S4 56.360 57.170 60.771
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 64.625 61.325 3.300 5.3% 1.475 2.4% 15% False True 12,998
10 64.950 61.325 3.625 5.9% 1.555 2.5% 14% False True 15,574
20 66.800 59.950 6.850 11.1% 1.769 2.9% 27% False False 17,628
40 66.800 58.850 7.950 12.9% 1.584 2.6% 37% False False 10,277
60 66.800 55.500 11.300 18.3% 1.594 2.6% 56% False False 6,871
80 66.800 53.000 13.800 22.3% 1.314 2.1% 64% False False 5,154
100 67.460 53.000 14.460 23.4% 1.051 1.7% 61% False False 4,123
120 67.460 53.000 14.460 23.4% 0.876 1.4% 61% False False 3,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.418
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.431
2.618 68.290
1.618 66.365
1.000 65.175
0.618 64.440
HIGH 63.250
0.618 62.515
0.500 62.288
0.382 62.060
LOW 61.325
0.618 60.135
1.000 59.400
1.618 58.210
2.618 56.285
4.250 53.144
Fisher Pivots for day following 19-Apr-2007
Pivot 1 day 3 day
R1 62.288 62.975
PP 62.135 62.593
S1 61.983 62.212

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

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