NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 64.150 65.850 1.700 2.7% 66.100
High 65.950 66.300 0.350 0.5% 66.750
Low 63.700 64.100 0.400 0.6% 62.625
Close 65.890 64.580 -1.310 -2.0% 64.110
Range 2.250 2.200 -0.050 -2.2% 4.125
ATR 1.566 1.611 0.045 2.9% 0.000
Volume 13,782 15,028 1,246 9.0% 35,227
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.593 70.287 65.790
R3 69.393 68.087 65.185
R2 67.193 67.193 64.983
R1 65.887 65.887 64.782 65.440
PP 64.993 64.993 64.993 64.770
S1 63.687 63.687 64.378 63.240
S2 62.793 62.793 64.177
S3 60.593 61.487 63.975
S4 58.393 59.287 63.370
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 66.500 62.625 3.875 6.0% 1.995 3.1% 50% False False 12,298
10 67.050 62.625 4.425 6.9% 1.623 2.5% 44% False False 7,106
20 68.200 62.625 5.575 8.6% 1.661 2.6% 35% False False 4,078
40 68.200 60.250 7.950 12.3% 1.444 2.2% 54% False False 2,098
60 68.200 56.575 11.625 18.0% 1.183 1.8% 69% False False 1,400
80 68.200 53.100 15.100 23.4% 1.067 1.7% 76% False False 1,051
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 0.408
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.650
2.618 72.060
1.618 69.860
1.000 68.500
0.618 67.660
HIGH 66.300
0.618 65.460
0.500 65.200
0.382 64.940
LOW 64.100
0.618 62.740
1.000 61.900
1.618 60.540
2.618 58.340
4.250 54.750
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 65.200 64.541
PP 64.993 64.502
S1 64.787 64.463

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

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