NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 63.950 65.850 1.900 3.0% 64.200
High 66.000 66.450 0.450 0.7% 66.450
Low 63.925 65.600 1.675 2.6% 63.225
Close 65.920 65.980 0.060 0.1% 65.980
Range 2.075 0.850 -1.225 -59.0% 3.225
ATR 1.382 1.344 -0.038 -2.7% 0.000
Volume 2,130 4,058 1,928 90.5% 9,658
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 68.560 68.120 66.448
R3 67.710 67.270 66.214
R2 66.860 66.860 66.136
R1 66.420 66.420 66.058 66.640
PP 66.010 66.010 66.010 66.120
S1 65.570 65.570 65.902 65.790
S2 65.160 65.160 65.824
S3 64.310 64.720 65.746
S4 63.460 63.870 65.513
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 74.893 73.662 67.754
R3 71.668 70.437 66.867
R2 68.443 68.443 66.571
R1 67.212 67.212 66.276 67.828
PP 65.218 65.218 65.218 65.526
S1 63.987 63.987 65.684 64.603
S2 61.993 61.993 65.389
S3 58.768 60.762 65.093
S4 55.543 57.537 64.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.450 63.225 3.225 4.9% 1.355 2.1% 85% True False 1,931
10 66.450 62.400 4.050 6.1% 1.285 1.9% 88% True False 1,426
20 68.075 62.400 5.675 8.6% 1.448 2.2% 63% False False 992
40 68.750 62.400 6.350 9.6% 1.309 2.0% 56% False False 538
60 68.750 61.700 7.050 10.7% 0.956 1.4% 61% False False 362
80 68.750 56.680 12.070 18.3% 0.717 1.1% 77% False False 272
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.248
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.063
2.618 68.675
1.618 67.825
1.000 67.300
0.618 66.975
HIGH 66.450
0.618 66.125
0.500 66.025
0.382 65.925
LOW 65.600
0.618 65.075
1.000 64.750
1.618 64.225
2.618 63.375
4.250 61.988
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 66.025 65.599
PP 66.010 65.218
S1 65.995 64.838

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

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