NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 63.075 64.150 1.075 1.7% 66.100
High 64.250 65.950 1.700 2.6% 66.750
Low 62.625 63.700 1.075 1.7% 62.625
Close 64.110 65.890 1.780 2.8% 64.110
Range 1.625 2.250 0.625 38.5% 4.125
ATR 1.513 1.566 0.053 3.5% 0.000
Volume 16,340 13,782 -2,558 -15.7% 35,227
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.930 71.160 67.128
R3 69.680 68.910 66.509
R2 67.430 67.430 66.303
R1 66.660 66.660 66.096 67.045
PP 65.180 65.180 65.180 65.373
S1 64.410 64.410 65.684 64.795
S2 62.930 62.930 65.478
S3 60.680 62.160 65.271
S4 58.430 59.910 64.653
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 76.870 74.615 66.379
R3 72.745 70.490 65.244
R2 68.620 68.620 64.866
R1 66.365 66.365 64.488 65.430
PP 64.495 64.495 64.495 64.028
S1 62.240 62.240 63.732 61.305
S2 60.370 60.370 63.354
S3 56.245 58.115 62.976
S4 52.120 53.990 61.841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.750 62.625 4.125 6.3% 1.885 2.9% 79% False False 9,801
10 67.050 62.625 4.425 6.7% 1.630 2.5% 74% False False 5,741
20 68.200 62.575 5.625 8.5% 1.613 2.4% 59% False False 3,349
40 68.200 60.250 7.950 12.1% 1.417 2.2% 71% False False 1,723
60 68.200 56.575 11.625 17.6% 1.146 1.7% 80% False False 1,150
80 68.200 53.100 15.100 22.9% 1.039 1.6% 85% False False 864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.390
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 75.513
2.618 71.841
1.618 69.591
1.000 68.200
0.618 67.341
HIGH 65.950
0.618 65.091
0.500 64.825
0.382 64.560
LOW 63.700
0.618 62.310
1.000 61.450
1.618 60.060
2.618 57.810
4.250 54.138
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 65.535 65.356
PP 65.180 64.822
S1 64.825 64.288

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

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