NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 63.475 64.200 0.725 1.1% 63.825
High 64.200 64.650 0.450 0.7% 64.300
Low 63.400 63.550 0.150 0.2% 62.400
Close 64.120 63.890 -0.230 -0.4% 64.120
Range 0.800 1.100 0.300 37.5% 1.900
ATR 1.337 1.320 -0.017 -1.3% 0.000
Volume 1,000 665 -335 -33.5% 4,610
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 67.330 66.710 64.495
R3 66.230 65.610 64.193
R2 65.130 65.130 64.092
R1 64.510 64.510 63.991 64.270
PP 64.030 64.030 64.030 63.910
S1 63.410 63.410 63.789 63.170
S2 62.930 62.930 63.688
S3 61.830 62.310 63.588
S4 60.730 61.210 63.285
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 69.307 68.613 65.165
R3 67.407 66.713 64.643
R2 65.507 65.507 64.468
R1 64.813 64.813 64.294 65.160
PP 63.607 63.607 63.607 63.780
S1 62.913 62.913 63.946 63.260
S2 61.707 61.707 63.772
S3 59.807 61.013 63.598
S4 57.907 59.113 63.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.650 62.400 2.250 3.5% 1.195 1.9% 66% True False 809
10 67.700 62.400 5.300 8.3% 1.363 2.1% 28% False False 847
20 68.075 62.400 5.675 8.9% 1.459 2.3% 26% False False 567
40 68.750 61.900 6.850 10.7% 1.209 1.9% 29% False False 318
60 68.750 60.250 8.500 13.3% 0.862 1.3% 43% False False 213
80 68.750 55.650 13.100 20.5% 0.646 1.0% 63% False False 160
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.295
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.325
2.618 67.530
1.618 66.430
1.000 65.750
0.618 65.330
HIGH 64.650
0.618 64.230
0.500 64.100
0.382 63.970
LOW 63.550
0.618 62.870
1.000 62.450
1.618 61.770
2.618 60.670
4.250 58.875
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 64.100 63.860
PP 64.030 63.830
S1 63.960 63.800

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

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