NYMEX miNY Light Sweet Crude Oil Future June 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 61.900 62.475 0.575 0.9% 61.675
High 62.525 63.050 0.525 0.8% 62.575
Low 61.675 62.125 0.450 0.7% 60.700
Close 62.370 62.460 0.090 0.1% 62.370
Range 0.850 0.925 0.075 8.8% 1.875
ATR 1.503 1.461 -0.041 -2.7% 0.000
Volume 16,192 10,458 -5,734 -35.4% 94,205
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 65.320 64.815 62.969
R3 64.395 63.890 62.714
R2 63.470 63.470 62.630
R1 62.965 62.965 62.545 62.755
PP 62.545 62.545 62.545 62.440
S1 62.040 62.040 62.375 61.830
S2 61.620 61.620 62.290
S3 60.695 61.115 62.206
S4 59.770 60.190 61.951
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 67.507 66.813 63.401
R3 65.632 64.938 62.886
R2 63.757 63.757 62.714
R1 63.063 63.063 62.542 63.410
PP 61.882 61.882 61.882 62.055
S1 61.188 61.188 62.198 61.535
S2 60.007 60.007 62.026
S3 58.132 59.313 61.854
S4 56.257 57.438 61.339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.050 60.700 2.350 3.8% 1.205 1.9% 75% True False 16,975
10 66.150 60.700 5.450 8.7% 1.400 2.2% 32% False False 18,284
20 66.750 60.700 6.050 9.7% 1.591 2.5% 29% False False 16,330
40 68.200 60.250 7.950 12.7% 1.525 2.4% 28% False False 8,640
60 68.200 59.500 8.700 13.9% 1.403 2.2% 34% False False 5,776
80 68.200 54.500 13.700 21.9% 1.204 1.9% 58% False False 4,333
100 68.200 53.100 15.100 24.2% 1.055 1.7% 62% False False 3,467
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 0.330
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.981
2.618 65.472
1.618 64.547
1.000 63.975
0.618 63.622
HIGH 63.050
0.618 62.697
0.500 62.588
0.382 62.478
LOW 62.125
0.618 61.553
1.000 61.200
1.618 60.628
2.618 59.703
4.250 58.194
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 62.588 62.378
PP 62.545 62.295
S1 62.503 62.213

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

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