NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 64.600 66.350 1.750 2.7% 66.175
High 66.400 67.050 0.650 1.0% 67.050
Low 64.600 66.075 1.475 2.3% 64.175
Close 66.340 66.330 -0.010 0.0% 66.330
Range 1.800 0.975 -0.825 -45.8% 2.875
ATR 1.452 1.418 -0.034 -2.3% 0.000
Volume 1,937 1,905 -32 -1.7% 8,402
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.410 68.845 66.866
R3 68.435 67.870 66.598
R2 67.460 67.460 66.509
R1 66.895 66.895 66.419 66.690
PP 66.485 66.485 66.485 66.383
S1 65.920 65.920 66.241 65.715
S2 65.510 65.510 66.151
S3 64.535 64.945 66.062
S4 63.560 63.970 65.794
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.477 73.278 67.911
R3 71.602 70.403 67.121
R2 68.727 68.727 66.857
R1 67.528 67.528 66.594 68.128
PP 65.852 65.852 65.852 66.151
S1 64.653 64.653 66.066 65.253
S2 62.977 62.977 65.803
S3 60.102 61.778 65.539
S4 57.227 58.903 64.749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.050 64.175 2.875 4.3% 1.375 2.1% 75% True False 1,680
10 68.200 64.175 4.025 6.1% 1.370 2.1% 54% False False 1,440
20 68.200 60.250 7.950 12.0% 1.459 2.2% 76% False False 950
40 68.200 59.500 8.700 13.1% 1.309 2.0% 79% False False 499
60 68.200 54.500 13.700 20.7% 1.075 1.6% 86% False False 334
80 68.200 53.100 15.100 22.8% 0.921 1.4% 88% False False 251
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 0.338
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.194
2.618 69.603
1.618 68.628
1.000 68.025
0.618 67.653
HIGH 67.050
0.618 66.678
0.500 66.563
0.382 66.447
LOW 66.075
0.618 65.472
1.000 65.100
1.618 64.497
2.618 63.522
4.250 61.931
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 66.563 66.137
PP 66.485 65.943
S1 66.408 65.750

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

View Archives - Comment on this page... - Back to Index of Symbols