NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 66.350 66.100 -0.250 -0.4% 66.175
High 67.050 66.750 -0.300 -0.4% 67.050
Low 66.075 65.100 -0.975 -1.5% 64.175
Close 66.330 65.670 -0.660 -1.0% 66.330
Range 0.975 1.650 0.675 69.2% 2.875
ATR 1.418 1.435 0.017 1.2% 0.000
Volume 1,905 2,544 639 33.5% 8,402
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.790 69.880 66.578
R3 69.140 68.230 66.124
R2 67.490 67.490 65.973
R1 66.580 66.580 65.821 66.210
PP 65.840 65.840 65.840 65.655
S1 64.930 64.930 65.519 64.560
S2 64.190 64.190 65.368
S3 62.540 63.280 65.216
S4 60.890 61.630 64.763
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 64.275 2.775 4.2% 1.250 1.9% 50% False False 1,914
10 68.200 64.175 4.025 6.1% 1.415 2.2% 37% False False 1,511
20 68.200 60.650 7.550 11.5% 1.443 2.2% 66% False False 1,074
40 68.200 59.500 8.700 13.2% 1.350 2.1% 71% False False 562
60 68.200 55.200 13.000 19.8% 1.088 1.7% 81% False False 376
80 68.200 53.100 15.100 23.0% 0.942 1.4% 83% False False 283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.343
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.763
2.618 71.070
1.618 69.420
1.000 68.400
0.618 67.770
HIGH 66.750
0.618 66.120
0.500 65.925
0.382 65.730
LOW 65.100
0.618 64.080
1.000 63.450
1.618 62.430
2.618 60.780
4.250 58.088
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 65.925 65.825
PP 65.840 65.773
S1 65.755 65.722

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

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