NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 65.200 65.350 0.150 0.2% 65.150
High 65.325 67.275 1.950 3.0% 65.250
Low 64.750 65.350 0.600 0.9% 63.700
Close 65.200 67.050 1.850 2.8% 65.270
Range 0.575 1.925 1.350 234.8% 1.550
ATR 0.841 0.929 0.088 10.5% 0.000
Volume 26 19 -7 -26.9% 50
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 72.333 71.617 68.109
R3 70.408 69.692 67.579
R2 68.483 68.483 67.403
R1 67.767 67.767 67.226 68.125
PP 66.558 66.558 66.558 66.738
S1 65.842 65.842 66.874 66.200
S2 64.633 64.633 66.697
S3 62.708 63.917 66.521
S4 60.783 61.992 65.991
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 69.390 68.880 66.123
R3 67.840 67.330 65.696
R2 66.290 66.290 65.554
R1 65.780 65.780 65.412 66.035
PP 64.740 64.740 64.740 64.868
S1 64.230 64.230 65.128 64.485
S2 63.190 63.190 64.986
S3 61.640 62.680 64.844
S4 60.090 61.130 64.418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.275 64.750 2.525 3.8% 0.810 1.2% 91% True False 14
10 67.275 63.700 3.575 5.3% 0.775 1.2% 94% True False 11
20 68.900 63.700 5.200 7.8% 0.824 1.2% 64% False False 10
40 69.275 63.700 5.575 8.3% 0.531 0.8% 60% False False 10
60 69.275 61.900 7.375 11.0% 0.427 0.6% 70% False False 7
80 69.275 57.180 12.095 18.0% 0.320 0.5% 82% False False 6
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 0.065
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 75.456
2.618 72.315
1.618 70.390
1.000 69.200
0.618 68.465
HIGH 67.275
0.618 66.540
0.500 66.313
0.382 66.085
LOW 65.350
0.618 64.160
1.000 63.425
1.618 62.235
2.618 60.310
4.250 57.169
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 66.804 66.704
PP 66.558 66.358
S1 66.313 66.013

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

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