NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 07-May-2007
Day Change Summary
Previous Current
04-May-2007 07-May-2007 Change Change % Previous Week
Open 65.100 63.825 -1.275 -2.0% 68.050
High 65.400 64.050 -1.350 -2.1% 68.075
Low 63.500 62.850 -0.650 -1.0% 63.500
Close 63.860 63.370 -0.490 -0.8% 63.860
Range 1.900 1.200 -0.700 -36.8% 4.575
ATR 1.399 1.385 -0.014 -1.0% 0.000
Volume 1,115 1,230 115 10.3% 3,877
Daily Pivots for day following 07-May-2007
Classic Woodie Camarilla DeMark
R4 67.023 66.397 64.030
R3 65.823 65.197 63.700
R2 64.623 64.623 63.590
R1 63.997 63.997 63.480 63.710
PP 63.423 63.423 63.423 63.280
S1 62.797 62.797 63.260 62.510
S2 62.223 62.223 63.150
S3 61.023 61.597 63.040
S4 59.823 60.397 62.710
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 78.870 75.940 66.376
R3 74.295 71.365 65.118
R2 69.720 69.720 64.699
R1 66.790 66.790 64.279 65.968
PP 65.145 65.145 65.145 64.734
S1 62.215 62.215 63.441 61.393
S2 60.570 60.570 63.021
S3 55.995 57.640 62.602
S4 51.420 53.065 61.344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.700 62.850 4.850 7.7% 1.530 2.4% 11% False True 885
10 68.075 62.850 5.225 8.2% 1.545 2.4% 10% False True 664
20 68.450 62.850 5.600 8.8% 1.414 2.2% 9% False True 373
40 68.750 61.700 7.050 11.1% 1.059 1.7% 24% False False 217
60 68.750 60.220 8.530 13.5% 0.762 1.2% 37% False False 145
80 68.750 54.000 14.750 23.3% 0.572 0.9% 64% False False 109
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 0.305
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.150
2.618 67.192
1.618 65.992
1.000 65.250
0.618 64.792
HIGH 64.050
0.618 63.592
0.500 63.450
0.382 63.308
LOW 62.850
0.618 62.108
1.000 61.650
1.618 60.908
2.618 59.708
4.250 57.750
Fisher Pivots for day following 07-May-2007
Pivot 1 day 3 day
R1 63.450 64.275
PP 63.423 63.973
S1 63.397 63.672

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

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