NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 30-May-2007
Day Change Summary
Previous Current
29-May-2007 30-May-2007 Change Change % Previous Week
Open 65.050 63.375 -1.675 -2.6% 65.900
High 65.225 63.875 -1.350 -2.1% 67.100
Low 62.550 62.900 0.350 0.6% 63.825
Close 63.150 63.490 0.340 0.5% 65.200
Range 2.675 0.975 -1.700 -63.6% 3.275
ATR 1.500 1.463 -0.038 -2.5% 0.000
Volume 8,012 17,344 9,332 116.5% 64,360
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 66.347 65.893 64.026
R3 65.372 64.918 63.758
R2 64.397 64.397 63.669
R1 63.943 63.943 63.579 64.170
PP 63.422 63.422 63.422 63.535
S1 62.968 62.968 63.401 63.195
S2 62.447 62.447 63.311
S3 61.472 61.993 63.222
S4 60.497 61.018 62.954
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 66.175 62.550 3.625 5.7% 1.615 2.5% 26% False False 14,129
10 67.100 62.550 4.550 7.2% 1.593 2.5% 21% False False 9,749
20 67.100 62.400 4.700 7.4% 1.450 2.3% 23% False False 5,323
40 68.450 62.400 6.050 9.5% 1.394 2.2% 18% False False 2,769
60 68.750 61.700 7.050 11.1% 1.091 1.7% 25% False False 1,857
80 68.750 60.090 8.660 13.6% 0.860 1.4% 39% False False 1,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.308
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.019
2.618 66.428
1.618 65.453
1.000 64.850
0.618 64.478
HIGH 63.875
0.618 63.503
0.500 63.388
0.382 63.272
LOW 62.900
0.618 62.297
1.000 61.925
1.618 61.322
2.618 60.347
4.250 58.756
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 63.456 63.888
PP 63.422 63.755
S1 63.388 63.623

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

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