NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 61.650 62.200 0.550 0.9% 66.425
High 62.575 62.450 -0.125 -0.2% 66.625
Low 61.200 60.700 -0.500 -0.8% 61.575
Close 62.260 61.550 -0.710 -1.1% 61.930
Range 1.375 1.750 0.375 27.3% 5.050
ATR 1.573 1.586 0.013 0.8% 0.000
Volume 17,370 20,767 3,397 19.6% 95,173
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 66.817 65.933 62.513
R3 65.067 64.183 62.031
R2 63.317 63.317 61.871
R1 62.433 62.433 61.710 62.000
PP 61.567 61.567 61.567 61.350
S1 60.683 60.683 61.390 60.250
S2 59.817 59.817 61.229
S3 58.067 58.933 61.069
S4 56.317 57.183 60.588
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 64.075 60.700 3.375 5.5% 1.505 2.4% 25% False True 20,186
10 66.650 60.700 5.950 9.7% 1.585 2.6% 14% False True 19,121
20 67.050 60.700 6.350 10.3% 1.633 2.7% 13% False True 14,250
40 68.200 60.250 7.950 12.9% 1.528 2.5% 16% False False 7,479
60 68.200 59.500 8.700 14.1% 1.381 2.2% 24% False False 4,997
80 68.200 53.100 15.100 24.5% 1.228 2.0% 56% False False 3,749
100 68.200 53.100 15.100 24.5% 1.026 1.7% 56% False False 3,000
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.423
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.888
2.618 67.032
1.618 65.282
1.000 64.200
0.618 63.532
HIGH 62.450
0.618 61.782
0.500 61.575
0.382 61.369
LOW 60.700
0.618 59.619
1.000 58.950
1.618 57.869
2.618 56.119
4.250 53.263
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 61.575 61.638
PP 61.567 61.608
S1 61.558 61.579

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

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