NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 64.900 64.950 0.050 0.1% 62.475
High 65.650 66.425 0.775 1.2% 65.650
Low 64.550 64.450 -0.100 -0.2% 61.900
Close 64.940 66.270 1.330 2.0% 64.940
Range 1.100 1.975 0.875 79.5% 3.750
ATR 1.492 1.527 0.034 2.3% 0.000
Volume 18,476 11,634 -6,842 -37.0% 68,252
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 71.640 70.930 67.356
R3 69.665 68.955 66.813
R2 67.690 67.690 66.632
R1 66.980 66.980 66.451 67.335
PP 65.715 65.715 65.715 65.893
S1 65.005 65.005 66.089 65.360
S2 63.740 63.740 65.908
S3 61.765 63.030 65.727
S4 59.790 61.055 65.184
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 75.413 73.927 67.003
R3 71.663 70.177 65.971
R2 67.913 67.913 65.628
R1 66.427 66.427 65.284 67.170
PP 64.163 64.163 64.163 64.535
S1 62.677 62.677 64.596 63.420
S2 60.413 60.413 64.253
S3 56.663 58.927 63.909
S4 52.913 55.177 62.878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.425 61.900 4.525 6.8% 1.655 2.5% 97% True False 13,885
10 66.425 60.700 5.725 8.6% 1.430 2.2% 97% True False 15,430
20 66.650 60.700 5.950 9.0% 1.534 2.3% 94% False False 17,351
40 68.200 60.700 7.500 11.3% 1.573 2.4% 74% False False 10,350
60 68.200 60.250 7.950 12.0% 1.456 2.2% 76% False False 6,932
80 68.200 56.575 11.625 17.5% 1.243 1.9% 83% False False 5,200
100 68.200 53.100 15.100 22.8% 1.138 1.7% 87% False False 4,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.293
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.819
2.618 71.596
1.618 69.621
1.000 68.400
0.618 67.646
HIGH 66.425
0.618 65.671
0.500 65.438
0.382 65.204
LOW 64.450
0.618 63.229
1.000 62.475
1.618 61.254
2.618 59.279
4.250 56.056
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 65.993 65.668
PP 65.715 65.065
S1 65.438 64.463

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

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