NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 65.900 66.825 0.925 1.4% 64.200
High 67.100 66.975 -0.125 -0.2% 66.450
Low 65.275 65.425 0.150 0.2% 63.225
Close 66.870 65.510 -1.360 -2.0% 65.980
Range 1.825 1.550 -0.275 -15.1% 3.225
ATR 1.378 1.391 0.012 0.9% 0.000
Volume 6,134 12,933 6,799 110.8% 9,658
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 70.620 69.615 66.363
R3 69.070 68.065 65.936
R2 67.520 67.520 65.794
R1 66.515 66.515 65.652 66.243
PP 65.970 65.970 65.970 65.834
S1 64.965 64.965 65.368 64.693
S2 64.420 64.420 65.226
S3 62.870 63.415 65.084
S4 61.320 61.865 64.658
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 67.100 63.225 3.875 5.9% 1.570 2.4% 59% False False 5,369
10 67.100 62.400 4.700 7.2% 1.380 2.1% 66% False False 3,131
20 68.075 62.400 5.675 8.7% 1.421 2.2% 55% False False 1,925
40 68.750 62.400 6.350 9.7% 1.353 2.1% 49% False False 1,011
60 68.750 61.700 7.050 10.8% 1.013 1.5% 54% False False 680
80 68.750 59.450 9.300 14.2% 0.759 1.2% 65% False False 510
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.263
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.563
2.618 71.033
1.618 69.483
1.000 68.525
0.618 67.933
HIGH 66.975
0.618 66.383
0.500 66.200
0.382 66.017
LOW 65.425
0.618 64.467
1.000 63.875
1.618 62.917
2.618 61.367
4.250 58.838
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 66.200 66.188
PP 65.970 65.962
S1 65.740 65.736

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

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