NYMEX miNY Light Sweet Crude Oil Future June 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 66.300 66.300 0.000 0.0% 63.750
High 66.650 66.900 0.250 0.4% 68.050
Low 65.300 65.850 0.550 0.8% 63.700
Close 66.290 66.370 0.080 0.1% 67.470
Range 1.350 1.050 -0.300 -22.2% 4.350
ATR 1.479 1.448 -0.031 -2.1% 0.000
Volume 738 1,136 398 53.9% 4,959
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.523 68.997 66.948
R3 68.473 67.947 66.659
R2 67.423 67.423 66.563
R1 66.897 66.897 66.466 67.160
PP 66.373 66.373 66.373 66.505
S1 65.847 65.847 66.274 66.110
S2 65.323 65.323 66.178
S3 64.273 64.797 66.081
S4 63.223 63.747 65.793
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 65.300 2.900 4.4% 1.365 2.1% 37% False False 1,201
10 68.200 62.575 5.625 8.5% 1.595 2.4% 67% False False 957
20 68.200 60.250 7.950 12.0% 1.409 2.1% 77% False False 549
40 68.200 59.500 8.700 13.1% 1.246 1.9% 79% False False 289
60 68.200 53.100 15.100 22.8% 1.062 1.6% 88% False False 194
80 68.200 53.100 15.100 22.8% 0.836 1.3% 88% False False 146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.395
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 71.363
2.618 69.649
1.618 68.599
1.000 67.950
0.618 67.549
HIGH 66.900
0.618 66.499
0.500 66.375
0.382 66.251
LOW 65.850
0.618 65.201
1.000 64.800
1.618 64.151
2.618 63.101
4.250 61.388
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 66.375 66.425
PP 66.373 66.407
S1 66.372 66.388

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

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