NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 66.425 65.625 -0.800 -1.2% 64.150
High 66.625 66.150 -0.475 -0.7% 66.650
Low 65.550 64.200 -1.350 -2.1% 63.700
Close 65.710 64.400 -1.310 -2.0% 66.460
Range 1.075 1.950 0.875 81.4% 2.950
ATR 1.594 1.619 0.025 1.6% 0.000
Volume 16,996 16,106 -890 -5.2% 91,545
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 70.767 69.533 65.473
R3 68.817 67.583 64.936
R2 66.867 66.867 64.758
R1 65.633 65.633 64.579 65.275
PP 64.917 64.917 64.917 64.738
S1 63.683 63.683 64.221 63.325
S2 62.967 62.967 64.043
S3 61.017 61.733 63.864
S4 59.067 59.783 63.328
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.453 73.407 68.083
R3 71.503 70.457 67.271
R2 68.553 68.553 67.001
R1 67.507 67.507 66.730 68.030
PP 65.603 65.603 65.603 65.865
S1 64.557 64.557 66.190 65.080
S2 62.653 62.653 65.919
S3 59.703 61.607 65.649
S4 56.753 58.657 64.838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.650 64.200 2.450 3.8% 1.630 2.5% 8% False True 19,167
10 66.650 62.625 4.025 6.3% 1.813 2.8% 44% False False 15,733
20 68.200 62.625 5.575 8.7% 1.614 2.5% 32% False False 8,622
40 68.200 60.250 7.950 12.3% 1.481 2.3% 52% False False 4,486
60 68.200 59.500 8.700 13.5% 1.311 2.0% 56% False False 2,998
80 68.200 53.100 15.100 23.4% 1.143 1.8% 75% False False 2,249
100 68.200 53.100 15.100 23.4% 0.944 1.5% 75% False False 1,800
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 0.493
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.438
2.618 71.255
1.618 69.305
1.000 68.100
0.618 67.355
HIGH 66.150
0.618 65.405
0.500 65.175
0.382 64.945
LOW 64.200
0.618 62.995
1.000 62.250
1.618 61.045
2.618 59.095
4.250 55.913
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 65.175 65.425
PP 64.917 65.083
S1 64.658 64.742

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

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