NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 63.900 64.600 0.700 1.1% 63.825
High 64.675 64.775 0.100 0.2% 64.300
Low 63.475 63.225 -0.250 -0.4% 62.400
Close 64.600 63.950 -0.650 -1.0% 64.120
Range 1.200 1.550 0.350 29.2% 1.900
ATR 1.312 1.329 0.017 1.3% 0.000
Volume 1,214 1,591 377 31.1% 4,610
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 68.633 67.842 64.803
R3 67.083 66.292 64.376
R2 65.533 65.533 64.234
R1 64.742 64.742 64.092 64.363
PP 63.983 63.983 63.983 63.794
S1 63.192 63.192 63.808 62.813
S2 62.433 62.433 63.666
S3 60.883 61.642 63.524
S4 59.333 60.092 63.098
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 64.775 62.950 1.825 2.9% 1.130 1.8% 55% True False 1,036
10 65.700 62.400 3.300 5.2% 1.298 2.0% 47% False False 1,002
20 68.075 62.400 5.675 8.9% 1.445 2.3% 27% False False 697
40 68.750 61.900 6.850 10.7% 1.265 2.0% 30% False False 388
60 68.750 61.700 7.050 11.0% 0.908 1.4% 32% False False 259
80 68.750 56.680 12.070 18.9% 0.681 1.1% 60% False False 195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.290
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.363
2.618 68.833
1.618 67.283
1.000 66.325
0.618 65.733
HIGH 64.775
0.618 64.183
0.500 64.000
0.382 63.817
LOW 63.225
0.618 62.267
1.000 61.675
1.618 60.717
2.618 59.167
4.250 56.638
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 64.000 64.000
PP 63.983 63.983
S1 63.967 63.967

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

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