NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 11-May-2007
Day Change Summary
Previous Current
10-May-2007 11-May-2007 Change Change % Previous Week
Open 63.150 63.475 0.325 0.5% 63.825
High 63.950 64.200 0.250 0.4% 64.300
Low 62.950 63.400 0.450 0.7% 62.400
Close 63.430 64.120 0.690 1.1% 64.120
Range 1.000 0.800 -0.200 -20.0% 1.900
ATR 1.378 1.337 -0.041 -3.0% 0.000
Volume 712 1,000 288 40.4% 4,610
Daily Pivots for day following 11-May-2007
Classic Woodie Camarilla DeMark
R4 66.307 66.013 64.560
R3 65.507 65.213 64.340
R2 64.707 64.707 64.267
R1 64.413 64.413 64.193 64.560
PP 63.907 63.907 63.907 63.980
S1 63.613 63.613 64.047 63.760
S2 63.107 63.107 63.973
S3 62.307 62.813 63.900
S4 61.507 62.013 63.680
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 69.307 68.613 65.165
R3 67.407 66.713 64.643
R2 65.507 65.507 64.468
R1 64.813 64.813 64.294 65.160
PP 63.607 63.607 63.607 63.780
S1 62.913 62.913 63.946 63.260
S2 61.707 61.707 63.772
S3 59.807 61.013 63.598
S4 57.907 59.113 63.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.300 62.400 1.900 3.0% 1.215 1.9% 91% False False 922
10 68.075 62.400 5.675 8.9% 1.360 2.1% 30% False False 848
20 68.075 62.400 5.675 8.9% 1.474 2.3% 30% False False 536
40 68.750 61.700 7.050 11.0% 1.181 1.8% 34% False False 302
60 68.750 60.250 8.500 13.3% 0.843 1.3% 46% False False 202
80 68.750 55.650 13.100 20.4% 0.633 1.0% 65% False False 151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.253
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 67.600
2.618 66.294
1.618 65.494
1.000 65.000
0.618 64.694
HIGH 64.200
0.618 63.894
0.500 63.800
0.382 63.706
LOW 63.400
0.618 62.906
1.000 62.600
1.618 62.106
2.618 61.306
4.250 60.000
Fisher Pivots for day following 11-May-2007
Pivot 1 day 3 day
R1 64.013 63.855
PP 63.907 63.590
S1 63.800 63.325

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

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