NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 02-May-2007
Day Change Summary
Previous Current
01-May-2007 02-May-2007 Change Change % Previous Week
Open 65.625 64.450 -1.175 -1.8% 64.150
High 66.150 64.675 -1.475 -2.2% 66.650
Low 64.200 63.050 -1.150 -1.8% 63.700
Close 64.400 63.680 -0.720 -1.1% 66.460
Range 1.950 1.625 -0.325 -16.7% 2.950
ATR 1.619 1.620 0.000 0.0% 0.000
Volume 16,106 19,062 2,956 18.4% 91,545
Daily Pivots for day following 02-May-2007
Classic Woodie Camarilla DeMark
R4 68.677 67.803 64.574
R3 67.052 66.178 64.127
R2 65.427 65.427 63.978
R1 64.553 64.553 63.829 64.178
PP 63.802 63.802 63.802 63.614
S1 62.928 62.928 63.531 62.553
S2 62.177 62.177 63.382
S3 60.552 61.303 63.233
S4 58.927 59.678 62.786
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 63.050 3.600 5.7% 1.665 2.6% 18% False True 18,056
10 66.650 62.625 4.025 6.3% 1.763 2.8% 26% False False 17,181
20 67.550 62.625 4.925 7.7% 1.625 2.6% 21% False False 9,496
40 68.200 60.250 7.950 12.5% 1.486 2.3% 43% False False 4,962
60 68.200 59.500 8.700 13.7% 1.338 2.1% 48% False False 3,315
80 68.200 53.100 15.100 23.7% 1.159 1.8% 70% False False 2,487
100 68.200 53.100 15.100 23.7% 0.953 1.5% 70% False False 1,990
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 0.438
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.581
2.618 68.929
1.618 67.304
1.000 66.300
0.618 65.679
HIGH 64.675
0.618 64.054
0.500 63.863
0.382 63.671
LOW 63.050
0.618 62.046
1.000 61.425
1.618 60.421
2.618 58.796
4.250 56.144
Fisher Pivots for day following 02-May-2007
Pivot 1 day 3 day
R1 63.863 64.838
PP 63.802 64.452
S1 63.741 64.066

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

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