NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 62.200 61.525 -0.675 -1.1% 66.425
High 62.450 62.500 0.050 0.1% 66.625
Low 60.700 61.375 0.675 1.1% 61.575
Close 61.550 61.810 0.260 0.4% 61.930
Range 1.750 1.125 -0.625 -35.7% 5.050
ATR 1.586 1.553 -0.033 -2.1% 0.000
Volume 20,767 20,091 -676 -3.3% 95,173
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 65.270 64.665 62.429
R3 64.145 63.540 62.119
R2 63.020 63.020 62.016
R1 62.415 62.415 61.913 62.718
PP 61.895 61.895 61.895 62.046
S1 61.290 61.290 61.707 61.593
S2 60.770 60.770 61.604
S3 59.645 60.165 61.501
S4 58.520 59.040 61.191
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 63.425 60.700 2.725 4.4% 1.460 2.4% 41% False False 19,518
10 66.650 60.700 5.950 9.6% 1.538 2.5% 19% False False 19,353
20 67.050 60.700 6.350 10.3% 1.641 2.7% 17% False False 15,190
40 68.200 60.250 7.950 12.9% 1.521 2.5% 20% False False 7,981
60 68.200 59.500 8.700 14.1% 1.373 2.2% 27% False False 5,332
80 68.200 53.100 15.100 24.4% 1.208 2.0% 58% False False 4,000
100 68.200 53.100 15.100 24.4% 1.038 1.7% 58% False False 3,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.360
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 67.281
2.618 65.445
1.618 64.320
1.000 63.625
0.618 63.195
HIGH 62.500
0.618 62.070
0.500 61.938
0.382 61.805
LOW 61.375
0.618 60.680
1.000 60.250
1.618 59.555
2.618 58.430
4.250 56.594
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 61.938 61.753
PP 61.895 61.695
S1 61.853 61.638

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

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