NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 66.300 66.175 -0.125 -0.2% 67.550
High 66.900 66.450 -0.450 -0.7% 68.200
Low 65.850 64.175 -1.675 -2.5% 65.300
Close 66.370 64.310 -2.060 -3.1% 66.370
Range 1.050 2.275 1.225 116.7% 2.900
ATR 1.448 1.507 0.059 4.1% 0.000
Volume 1,136 1,376 240 21.1% 4,165
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.803 70.332 65.561
R3 69.528 68.057 64.936
R2 67.253 67.253 64.727
R1 65.782 65.782 64.519 65.380
PP 64.978 64.978 64.978 64.778
S1 63.507 63.507 64.101 63.105
S2 62.703 62.703 63.893
S3 60.428 61.232 63.684
S4 58.153 58.957 63.059
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 75.323 73.747 67.965
R3 72.423 70.847 67.168
R2 69.523 69.523 66.902
R1 67.947 67.947 66.636 67.285
PP 66.623 66.623 66.623 66.293
S1 65.047 65.047 66.104 64.385
S2 63.723 63.723 65.838
S3 60.823 62.147 65.573
S4 57.923 59.247 64.775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.200 64.175 4.025 6.3% 1.580 2.5% 3% False True 1,108
10 68.200 63.700 4.500 7.0% 1.700 2.6% 14% False False 1,050
20 68.200 60.250 7.950 12.4% 1.425 2.2% 51% False False 616
40 68.200 59.500 8.700 13.5% 1.274 2.0% 55% False False 324
60 68.200 53.100 15.100 23.5% 1.078 1.7% 74% False False 217
80 68.200 53.100 15.100 23.5% 0.864 1.3% 74% False False 163
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 0.393
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.119
2.618 72.406
1.618 70.131
1.000 68.725
0.618 67.856
HIGH 66.450
0.618 65.581
0.500 65.313
0.382 65.044
LOW 64.175
0.618 62.769
1.000 61.900
1.618 60.494
2.618 58.219
4.250 54.506
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 65.313 65.538
PP 64.978 65.128
S1 64.644 64.719

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

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