NYMEX miNY Light Sweet Crude Oil Future June 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 67.375 66.300 -1.075 -1.6% 63.750
High 67.550 66.650 -0.900 -1.3% 68.050
Low 65.725 65.300 -0.425 -0.6% 63.700
Close 66.290 66.290 0.000 0.0% 67.470
Range 1.825 1.350 -0.475 -26.0% 4.350
ATR 1.489 1.479 -0.010 -0.7% 0.000
Volume 711 738 27 3.8% 4,959
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.130 69.560 67.033
R3 68.780 68.210 66.661
R2 67.430 67.430 66.538
R1 66.860 66.860 66.414 66.470
PP 66.080 66.080 66.080 65.885
S1 65.510 65.510 66.166 65.120
S2 64.730 64.730 66.043
S3 63.380 64.160 65.919
S4 62.030 62.810 65.548
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 79.457 77.813 69.863
R3 75.107 73.463 68.666
R2 70.757 70.757 68.268
R1 69.113 69.113 67.869 69.935
PP 66.407 66.407 66.407 66.818
S1 64.763 64.763 67.071 65.585
S2 62.057 62.057 66.673
S3 57.707 60.413 66.274
S4 53.357 56.063 65.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.200 65.225 2.975 4.5% 1.645 2.5% 36% False False 1,206
10 68.200 61.425 6.775 10.2% 1.680 2.5% 72% False False 876
20 68.200 60.250 7.950 12.0% 1.390 2.1% 76% False False 494
40 68.200 59.500 8.700 13.1% 1.245 1.9% 78% False False 261
60 68.200 53.100 15.100 22.8% 1.045 1.6% 87% False False 175
80 68.200 53.100 15.100 22.8% 0.823 1.2% 87% False False 132
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 0.363
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.388
2.618 70.184
1.618 68.834
1.000 68.000
0.618 67.484
HIGH 66.650
0.618 66.134
0.500 65.975
0.382 65.816
LOW 65.300
0.618 64.466
1.000 63.950
1.618 63.116
2.618 61.766
4.250 59.563
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 66.185 66.750
PP 66.080 66.597
S1 65.975 66.443

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

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