NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 63.500 63.250 -0.250 -0.4% 66.425
High 64.075 63.425 -0.650 -1.0% 66.625
Low 62.725 61.575 -1.150 -1.8% 61.575
Close 63.190 61.930 -1.260 -2.0% 61.930
Range 1.350 1.850 0.500 37.0% 5.050
ATR 1.600 1.618 0.018 1.1% 0.000
Volume 23,430 19,579 -3,851 -16.4% 95,173
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 67.860 66.745 62.948
R3 66.010 64.895 62.439
R2 64.160 64.160 62.269
R1 63.045 63.045 62.100 62.678
PP 62.310 62.310 62.310 62.126
S1 61.195 61.195 61.760 60.828
S2 60.460 60.460 61.591
S3 58.610 59.345 61.421
S4 56.760 57.495 60.913
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 78.527 75.278 64.708
R3 73.477 70.228 63.319
R2 68.427 68.427 62.856
R1 65.178 65.178 62.393 64.278
PP 63.377 63.377 63.377 62.926
S1 60.128 60.128 61.467 59.228
S2 58.327 58.327 61.004
S3 53.277 55.078 60.541
S4 48.227 50.028 59.153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.625 61.575 5.050 8.2% 1.570 2.5% 7% False True 19,034
10 66.650 61.575 5.075 8.2% 1.743 2.8% 7% False True 18,671
20 67.050 61.575 5.475 8.8% 1.626 2.6% 6% False True 11,574
40 68.200 60.250 7.950 12.8% 1.508 2.4% 21% False False 6,034
60 68.200 59.500 8.700 14.0% 1.372 2.2% 28% False False 4,032
80 68.200 53.100 15.100 24.4% 1.190 1.9% 58% False False 3,025
100 68.200 53.100 15.100 24.4% 0.984 1.6% 58% False False 2,420
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 0.425
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.288
2.618 68.268
1.618 66.418
1.000 65.275
0.618 64.568
HIGH 63.425
0.618 62.718
0.500 62.500
0.382 62.282
LOW 61.575
0.618 60.432
1.000 59.725
1.618 58.582
2.618 56.732
4.250 53.713
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 62.500 63.125
PP 62.310 62.727
S1 62.120 62.328

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

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