NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 64.600 63.950 -0.650 -1.0% 63.825
High 64.775 66.000 1.225 1.9% 64.300
Low 63.225 63.925 0.700 1.1% 62.400
Close 63.950 65.920 1.970 3.1% 64.120
Range 1.550 2.075 0.525 33.9% 1.900
ATR 1.329 1.382 0.053 4.0% 0.000
Volume 1,591 2,130 539 33.9% 4,610
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 71.507 70.788 67.061
R3 69.432 68.713 66.491
R2 67.357 67.357 66.300
R1 66.638 66.638 66.110 66.998
PP 65.282 65.282 65.282 65.461
S1 64.563 64.563 65.730 64.923
S2 63.207 63.207 65.540
S3 61.132 62.488 65.349
S4 59.057 60.413 64.779
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 66.000 63.225 2.775 4.2% 1.345 2.0% 97% True False 1,320
10 66.000 62.400 3.600 5.5% 1.390 2.1% 98% True False 1,132
20 68.075 62.400 5.675 8.6% 1.479 2.2% 62% False False 797
40 68.750 62.400 6.350 9.6% 1.313 2.0% 55% False False 442
60 68.750 61.700 7.050 10.7% 0.942 1.4% 60% False False 295
80 68.750 56.680 12.070 18.3% 0.707 1.1% 77% False False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.253
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 74.819
2.618 71.432
1.618 69.357
1.000 68.075
0.618 67.282
HIGH 66.000
0.618 65.207
0.500 64.963
0.382 64.718
LOW 63.925
0.618 62.643
1.000 61.850
1.618 60.568
2.618 58.493
4.250 55.106
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 65.601 65.484
PP 65.282 65.048
S1 64.963 64.613

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

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