NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary
Previous Current
25-May-2007 29-May-2007 Change Change % Previous Week
Open 64.450 65.050 0.600 0.9% 65.900
High 65.225 65.225 0.000 0.0% 67.100
Low 64.225 62.550 -1.675 -2.6% 63.825
Close 65.200 63.150 -2.050 -3.1% 65.200
Range 1.000 2.675 1.675 167.5% 3.275
ATR 1.410 1.500 0.090 6.4% 0.000
Volume 14,760 8,012 -6,748 -45.7% 64,360
Daily Pivots for day following 29-May-2007
Classic Woodie Camarilla DeMark
R4 71.667 70.083 64.621
R3 68.992 67.408 63.886
R2 66.317 66.317 63.640
R1 64.733 64.733 63.395 64.188
PP 63.642 63.642 63.642 63.369
S1 62.058 62.058 62.905 61.513
S2 60.967 60.967 62.660
S3 58.292 59.383 62.414
S4 55.617 56.708 61.679
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 75.200 73.475 67.001
R3 71.925 70.200 66.101
R2 68.650 68.650 65.800
R1 66.925 66.925 65.500 66.150
PP 65.375 65.375 65.375 64.988
S1 63.650 63.650 64.900 62.875
S2 62.100 62.100 64.600
S3 58.825 60.375 64.299
S4 55.550 57.100 63.399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.975 62.550 4.425 7.0% 1.730 2.7% 14% False True 13,247
10 67.100 62.550 4.550 7.2% 1.615 2.6% 13% False True 8,136
20 67.700 62.400 5.300 8.4% 1.489 2.4% 14% False False 4,491
40 68.750 62.400 6.350 10.1% 1.397 2.2% 12% False False 2,338
60 68.750 61.700 7.050 11.2% 1.075 1.7% 21% False False 1,568
80 68.750 60.090 8.660 13.7% 0.848 1.3% 35% False False 1,177
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 0.303
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 76.594
2.618 72.228
1.618 69.553
1.000 67.900
0.618 66.878
HIGH 65.225
0.618 64.203
0.500 63.888
0.382 63.572
LOW 62.550
0.618 60.897
1.000 59.875
1.618 58.222
2.618 55.547
4.250 51.181
Fisher Pivots for day following 29-May-2007
Pivot 1 day 3 day
R1 63.888 64.338
PP 63.642 63.942
S1 63.396 63.546

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

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