NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 64.700 65.650 0.950 1.5% 66.100
High 65.950 66.425 0.475 0.7% 66.750
Low 64.500 64.825 0.325 0.5% 62.625
Close 65.840 65.060 -0.780 -1.2% 64.110
Range 1.450 1.600 0.150 10.3% 4.125
ATR 1.600 1.600 0.000 0.0% 0.000
Volume 24,617 17,765 -6,852 -27.8% 35,227
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.237 69.248 65.940
R3 68.637 67.648 65.500
R2 67.037 67.037 65.353
R1 66.048 66.048 65.207 65.743
PP 65.437 65.437 65.437 65.284
S1 64.448 64.448 64.913 64.143
S2 63.837 63.837 64.767
S3 62.237 62.848 64.620
S4 60.637 61.248 64.180
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 66.425 62.625 3.800 5.8% 1.825 2.8% 64% True False 17,506
10 67.050 62.625 4.425 6.8% 1.745 2.7% 55% False False 11,026
20 68.200 62.625 5.575 8.6% 1.608 2.5% 44% False False 6,145
40 68.200 60.250 7.950 12.2% 1.454 2.2% 61% False False 3,156
60 68.200 59.500 8.700 13.4% 1.231 1.9% 64% False False 2,107
80 68.200 53.100 15.100 23.2% 1.105 1.7% 79% False False 1,581
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 0.445
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.225
2.618 70.614
1.618 69.014
1.000 68.025
0.618 67.414
HIGH 66.425
0.618 65.814
0.500 65.625
0.382 65.436
LOW 64.825
0.618 63.836
1.000 63.225
1.618 62.236
2.618 60.636
4.250 58.025
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 65.625 65.263
PP 65.437 65.195
S1 65.248 65.128

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

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