NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 67.575 67.950 0.375 0.6% 66.400
High 68.000 68.000 0.000 0.0% 68.050
Low 67.550 66.550 -1.000 -1.5% 66.275
Close 67.950 66.740 -1.210 -1.8% 67.860
Range 0.450 1.450 1.000 222.2% 1.775
ATR 0.647 0.704 0.057 8.9% 0.000
Volume 2 7 5 250.0% 30
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 71.447 70.543 67.538
R3 69.997 69.093 67.139
R2 68.547 68.547 67.006
R1 67.643 67.643 66.873 67.370
PP 67.097 67.097 67.097 66.960
S1 66.193 66.193 66.607 65.920
S2 65.647 65.647 66.474
S3 64.197 64.743 66.341
S4 62.747 63.293 65.943
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 72.720 72.065 68.836
R3 70.945 70.290 68.348
R2 69.170 69.170 68.185
R1 68.515 68.515 68.023 68.843
PP 67.395 67.395 67.395 67.559
S1 66.740 66.740 67.697 67.068
S2 65.620 65.620 67.535
S3 63.845 64.965 67.372
S4 62.070 63.190 66.884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.000 66.550 1.450 2.2% 0.515 0.8% 13% True True 4
10 68.050 65.700 2.350 3.5% 0.378 0.6% 44% False False 4
20 69.340 65.125 4.215 6.3% 0.213 0.3% 38% False False 3
40 69.575 65.125 4.450 6.7% 0.162 0.2% 36% False False 5
60 69.575 62.840 6.735 10.1% 0.108 0.2% 58% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 74.163
2.618 71.796
1.618 70.346
1.000 69.450
0.618 68.896
HIGH 68.000
0.618 67.446
0.500 67.275
0.382 67.104
LOW 66.550
0.618 65.654
1.000 65.100
1.618 64.204
2.618 62.754
4.250 60.388
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 67.275 67.275
PP 67.097 67.097
S1 66.918 66.918

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

View Archives - Comment on this page... - Back to Index of Symbols