NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 07-May-2007
Day Change Summary
Previous Current
04-May-2007 07-May-2007 Change Change % Previous Week
Open 63.250 61.675 -1.575 -2.5% 66.425
High 63.425 62.050 -1.375 -2.2% 66.625
Low 61.575 60.850 -0.725 -1.2% 61.575
Close 61.930 61.470 -0.460 -0.7% 61.930
Range 1.850 1.200 -0.650 -35.1% 5.050
ATR 1.618 1.588 -0.030 -1.8% 0.000
Volume 19,579 19,785 206 1.1% 95,173
Daily Pivots for day following 07-May-2007
Classic Woodie Camarilla DeMark
R4 65.057 64.463 62.130
R3 63.857 63.263 61.800
R2 62.657 62.657 61.690
R1 62.063 62.063 61.580 61.760
PP 61.457 61.457 61.457 61.305
S1 60.863 60.863 61.360 60.560
S2 60.257 60.257 61.250
S3 59.057 59.663 61.140
S4 57.857 58.463 60.810
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 66.150 60.850 5.300 8.6% 1.595 2.6% 12% False True 19,592
10 66.650 60.850 5.800 9.4% 1.638 2.7% 11% False True 19,272
20 67.050 60.850 6.200 10.1% 1.634 2.7% 10% False True 12,506
40 68.200 60.250 7.950 12.9% 1.521 2.5% 15% False False 6,527
60 68.200 59.500 8.700 14.2% 1.375 2.2% 23% False False 4,362
80 68.200 53.100 15.100 24.6% 1.205 2.0% 55% False False 3,272
100 68.200 53.100 15.100 24.6% 0.996 1.6% 55% False False 2,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.418
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.150
2.618 65.192
1.618 63.992
1.000 63.250
0.618 62.792
HIGH 62.050
0.618 61.592
0.500 61.450
0.382 61.308
LOW 60.850
0.618 60.108
1.000 59.650
1.618 58.908
2.618 57.708
4.250 55.750
Fisher Pivots for day following 07-May-2007
Pivot 1 day 3 day
R1 61.463 62.463
PP 61.457 62.132
S1 61.450 61.801

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

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