NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 63.375 63.425 0.050 0.1% 65.900
High 63.875 64.275 0.400 0.6% 67.100
Low 62.900 62.450 -0.450 -0.7% 63.825
Close 63.490 64.010 0.520 0.8% 65.200
Range 0.975 1.825 0.850 87.2% 3.275
ATR 1.463 1.489 0.026 1.8% 0.000
Volume 17,344 11,839 -5,505 -31.7% 64,360
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 69.053 68.357 65.014
R3 67.228 66.532 64.512
R2 65.403 65.403 64.345
R1 64.707 64.707 64.177 65.055
PP 63.578 63.578 63.578 63.753
S1 62.882 62.882 63.843 63.230
S2 61.753 61.753 63.675
S3 59.928 61.057 63.508
S4 58.103 59.232 63.006
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 66.125 62.450 3.675 5.7% 1.755 2.7% 42% False True 13,892
10 67.100 62.450 4.650 7.3% 1.620 2.5% 34% False True 10,774
20 67.100 62.400 4.700 7.3% 1.459 2.3% 34% False False 5,888
40 68.450 62.400 6.050 9.5% 1.406 2.2% 27% False False 3,064
60 68.750 61.700 7.050 11.0% 1.122 1.8% 33% False False 2,055
80 68.750 60.090 8.660 13.5% 0.883 1.4% 45% False False 1,541
100 68.750 54.000 14.750 23.0% 0.707 1.1% 68% False False 1,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.375
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.031
2.618 69.053
1.618 67.228
1.000 66.100
0.618 65.403
HIGH 64.275
0.618 63.578
0.500 63.363
0.382 63.147
LOW 62.450
0.618 61.322
1.000 60.625
1.618 59.497
2.618 57.672
4.250 54.694
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 63.794 63.953
PP 63.578 63.895
S1 63.363 63.838

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

View Archives - Comment on this page... - Back to Index of Symbols