NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 66.250 65.300 -0.950 -1.4% 65.350
High 66.350 65.700 -0.650 -1.0% 67.925
Low 64.700 64.550 -0.150 -0.2% 65.275
Close 65.350 64.950 -0.400 -0.6% 67.840
Range 1.650 1.150 -0.500 -30.3% 2.650
ATR 1.377 1.361 -0.016 -1.2% 0.000
Volume 544 825 281 51.7% 1,697
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 68.517 67.883 65.583
R3 67.367 66.733 65.266
R2 66.217 66.217 65.161
R1 65.583 65.583 65.055 65.325
PP 65.067 65.067 65.067 64.938
S1 64.433 64.433 64.845 64.175
S2 63.917 63.917 64.739
S3 62.767 63.283 64.634
S4 61.617 62.133 64.318
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.963 74.052 69.298
R3 72.313 71.402 68.569
R2 69.663 69.663 68.326
R1 68.752 68.752 68.083 69.208
PP 67.013 67.013 67.013 67.241
S1 66.102 66.102 67.597 66.558
S2 64.363 64.363 67.354
S3 61.713 63.452 67.111
S4 59.063 60.802 66.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.075 64.550 3.525 5.4% 1.520 2.3% 11% False True 634
10 68.075 64.075 4.000 6.2% 1.568 2.4% 22% False False 462
20 68.450 64.075 4.375 6.7% 1.379 2.1% 20% False False 279
40 68.750 61.700 7.050 10.9% 0.982 1.5% 46% False False 159
60 68.750 60.220 8.530 13.1% 0.710 1.1% 55% False False 106
80 68.750 54.000 14.750 22.7% 0.533 0.8% 74% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.303
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.588
2.618 68.711
1.618 67.561
1.000 66.850
0.618 66.411
HIGH 65.700
0.618 65.261
0.500 65.125
0.382 64.989
LOW 64.550
0.618 63.839
1.000 63.400
1.618 62.689
2.618 61.539
4.250 59.663
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 65.125 66.125
PP 65.067 65.733
S1 65.008 65.342

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

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