NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 62.475 62.525 0.050 0.1% 61.675
High 63.050 63.300 0.250 0.4% 62.575
Low 62.125 62.075 -0.050 -0.1% 60.700
Close 62.460 63.170 0.710 1.1% 62.370
Range 0.925 1.225 0.300 32.4% 1.875
ATR 1.461 1.445 -0.017 -1.2% 0.000
Volume 10,458 11,850 1,392 13.3% 94,205
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 66.523 66.072 63.844
R3 65.298 64.847 63.507
R2 64.073 64.073 63.395
R1 63.622 63.622 63.282 63.848
PP 62.848 62.848 62.848 62.961
S1 62.397 62.397 63.058 62.623
S2 61.623 61.623 62.945
S3 60.398 61.172 62.833
S4 59.173 59.947 62.496
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 63.300 60.700 2.600 4.1% 1.175 1.9% 95% True False 15,871
10 64.675 60.700 3.975 6.3% 1.328 2.1% 62% False False 17,858
20 66.650 60.700 5.950 9.4% 1.570 2.5% 42% False False 16,795
40 68.200 60.650 7.550 12.0% 1.506 2.4% 33% False False 8,935
60 68.200 59.500 8.700 13.8% 1.423 2.3% 42% False False 5,973
80 68.200 55.200 13.000 20.6% 1.208 1.9% 61% False False 4,481
100 68.200 53.100 15.100 23.9% 1.068 1.7% 67% False False 3,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.323
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.506
2.618 66.507
1.618 65.282
1.000 64.525
0.618 64.057
HIGH 63.300
0.618 62.832
0.500 62.688
0.382 62.543
LOW 62.075
0.618 61.318
1.000 60.850
1.618 60.093
2.618 58.868
4.250 56.869
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 63.009 62.943
PP 62.848 62.715
S1 62.688 62.488

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

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