NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 66.825 65.575 -1.250 -1.9% 64.200
High 66.975 66.175 -0.800 -1.2% 66.450
Low 65.425 65.050 -0.375 -0.6% 63.225
Close 65.510 65.770 0.260 0.4% 65.980
Range 1.550 1.125 -0.425 -27.4% 3.225
ATR 1.391 1.372 -0.019 -1.4% 0.000
Volume 12,933 13,024 91 0.7% 9,658
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 69.040 68.530 66.389
R3 67.915 67.405 66.079
R2 66.790 66.790 65.976
R1 66.280 66.280 65.873 66.535
PP 65.665 65.665 65.665 65.793
S1 65.155 65.155 65.667 65.410
S2 64.540 64.540 65.564
S3 63.415 64.030 65.461
S4 62.290 62.905 65.151
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 63.925 3.175 4.8% 1.485 2.3% 58% False False 7,655
10 67.100 62.950 4.150 6.3% 1.308 2.0% 68% False False 4,346
20 68.075 62.400 5.675 8.6% 1.413 2.1% 59% False False 2,550
40 68.750 62.400 6.350 9.7% 1.338 2.0% 53% False False 1,336
60 68.750 61.700 7.050 10.7% 1.004 1.5% 58% False False 897
80 68.750 59.910 8.840 13.4% 0.773 1.2% 66% False False 673
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.290
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.956
2.618 69.120
1.618 67.995
1.000 67.300
0.618 66.870
HIGH 66.175
0.618 65.745
0.500 65.613
0.382 65.480
LOW 65.050
0.618 64.355
1.000 63.925
1.618 63.230
2.618 62.105
4.250 60.269
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 65.718 66.075
PP 65.665 65.973
S1 65.613 65.872

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

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