NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 08-May-2007
Day Change Summary
Previous Current
07-May-2007 08-May-2007 Change Change % Previous Week
Open 63.825 63.475 -0.350 -0.5% 68.050
High 64.050 64.300 0.250 0.4% 68.075
Low 62.850 63.075 0.225 0.4% 63.500
Close 63.370 63.990 0.620 1.0% 63.860
Range 1.200 1.225 0.025 2.1% 4.575
ATR 1.385 1.373 -0.011 -0.8% 0.000
Volume 1,230 792 -438 -35.6% 3,877
Daily Pivots for day following 08-May-2007
Classic Woodie Camarilla DeMark
R4 67.463 66.952 64.664
R3 66.238 65.727 64.327
R2 65.013 65.013 64.215
R1 64.502 64.502 64.102 64.758
PP 63.788 63.788 63.788 63.916
S1 63.277 63.277 63.878 63.533
S2 62.563 62.563 63.765
S3 61.338 62.052 63.653
S4 60.113 60.827 63.316
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 66.350 62.850 3.500 5.5% 1.425 2.2% 33% False False 901
10 68.075 62.850 5.225 8.2% 1.463 2.3% 22% False False 719
20 68.450 62.850 5.600 8.8% 1.440 2.3% 20% False False 410
40 68.750 61.700 7.050 11.0% 1.090 1.7% 32% False False 237
60 68.750 60.220 8.530 13.3% 0.783 1.2% 44% False False 159
80 68.750 54.000 14.750 23.1% 0.587 0.9% 68% False False 119
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.295
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.506
2.618 67.507
1.618 66.282
1.000 65.525
0.618 65.057
HIGH 64.300
0.618 63.832
0.500 63.688
0.382 63.543
LOW 63.075
0.618 62.318
1.000 61.850
1.618 61.093
2.618 59.868
4.250 57.869
Fisher Pivots for day following 08-May-2007
Pivot 1 day 3 day
R1 63.889 64.125
PP 63.788 64.080
S1 63.688 64.035

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

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