NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 65.850 64.700 -1.150 -1.7% 66.100
High 66.300 65.950 -0.350 -0.5% 66.750
Low 64.100 64.500 0.400 0.6% 62.625
Close 64.580 65.840 1.260 2.0% 64.110
Range 2.200 1.450 -0.750 -34.1% 4.125
ATR 1.611 1.600 -0.012 -0.7% 0.000
Volume 15,028 24,617 9,589 63.8% 35,227
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.780 69.260 66.638
R3 68.330 67.810 66.239
R2 66.880 66.880 66.106
R1 66.360 66.360 65.973 66.620
PP 65.430 65.430 65.430 65.560
S1 64.910 64.910 65.707 65.170
S2 63.980 63.980 65.574
S3 62.530 63.460 65.441
S4 61.080 62.010 65.043
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 66.300 62.625 3.675 5.6% 1.860 2.8% 87% False False 16,306
10 67.050 62.625 4.425 6.7% 1.680 2.6% 73% False False 9,378
20 68.200 62.625 5.575 8.5% 1.683 2.6% 58% False False 5,289
40 68.200 60.250 7.950 12.1% 1.464 2.2% 70% False False 2,712
60 68.200 58.550 9.650 14.7% 1.207 1.8% 76% False False 1,811
80 68.200 53.100 15.100 22.9% 1.085 1.6% 84% False False 1,359
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.408
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 72.113
2.618 69.746
1.618 68.296
1.000 67.400
0.618 66.846
HIGH 65.950
0.618 65.396
0.500 65.225
0.382 65.054
LOW 64.500
0.618 63.604
1.000 63.050
1.618 62.154
2.618 60.704
4.250 58.338
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 65.635 65.560
PP 65.430 65.280
S1 65.225 65.000

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

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