NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 66.100 65.725 -0.375 -0.6% 66.175
High 66.750 66.500 -0.250 -0.4% 67.050
Low 65.100 64.375 -0.725 -1.1% 64.175
Close 65.670 64.460 -1.210 -1.8% 66.330
Range 1.650 2.125 0.475 28.8% 2.875
ATR 1.435 1.484 0.049 3.4% 0.000
Volume 2,544 4,580 2,036 80.0% 8,402
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.487 70.098 65.629
R3 69.362 67.973 65.044
R2 67.237 67.237 64.850
R1 65.848 65.848 64.655 65.480
PP 65.112 65.112 65.112 64.928
S1 63.723 63.723 64.265 63.355
S2 62.987 62.987 64.070
S3 60.862 61.598 63.876
S4 58.737 59.473 63.291
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 64.375 2.675 4.1% 1.500 2.3% 3% False True 2,451
10 67.550 64.175 3.375 5.2% 1.488 2.3% 8% False False 1,811
20 68.200 60.650 7.550 11.7% 1.506 2.3% 50% False False 1,298
40 68.200 59.500 8.700 13.5% 1.402 2.2% 57% False False 677
60 68.200 55.250 12.950 20.1% 1.097 1.7% 71% False False 452
80 68.200 53.100 15.100 23.4% 0.968 1.5% 75% False False 340
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 0.355
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 75.531
2.618 72.063
1.618 69.938
1.000 68.625
0.618 67.813
HIGH 66.500
0.618 65.688
0.500 65.438
0.382 65.187
LOW 64.375
0.618 63.062
1.000 62.250
1.618 60.937
2.618 58.812
4.250 55.344
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 65.438 65.713
PP 65.112 65.295
S1 64.786 64.878

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

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