NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 66.175 64.475 -1.700 -2.6% 67.550
High 66.450 65.150 -1.300 -2.0% 68.200
Low 64.175 64.275 0.100 0.2% 65.300
Close 64.310 64.880 0.570 0.9% 66.370
Range 2.275 0.875 -1.400 -61.5% 2.900
ATR 1.507 1.462 -0.045 -3.0% 0.000
Volume 1,376 1,892 516 37.5% 4,165
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 67.393 67.012 65.361
R3 66.518 66.137 65.121
R2 65.643 65.643 65.040
R1 65.262 65.262 64.960 65.453
PP 64.768 64.768 64.768 64.864
S1 64.387 64.387 64.800 64.578
S2 63.893 63.893 64.720
S3 63.018 63.512 64.639
S4 62.143 62.637 64.399
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 67.550 64.175 3.375 5.2% 1.475 2.3% 21% False False 1,170
10 68.200 64.000 4.200 6.5% 1.685 2.6% 21% False False 1,200
20 68.200 60.250 7.950 12.3% 1.423 2.2% 58% False False 709
40 68.200 59.500 8.700 13.4% 1.255 1.9% 62% False False 371
60 68.200 53.100 15.100 23.3% 1.093 1.7% 78% False False 249
80 68.200 53.100 15.100 23.3% 0.875 1.3% 78% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.408
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 68.869
2.618 67.441
1.618 66.566
1.000 66.025
0.618 65.691
HIGH 65.150
0.618 64.816
0.500 64.713
0.382 64.609
LOW 64.275
0.618 63.734
1.000 63.400
1.618 62.859
2.618 61.984
4.250 60.556
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 64.824 65.538
PP 64.768 65.318
S1 64.713 65.099

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

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