NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 67.050 67.300 0.250 0.4% 65.350
High 67.250 68.150 0.900 1.3% 67.275
Low 66.000 66.550 0.550 0.8% 64.750
Close 67.050 67.960 0.910 1.4% 67.050
Range 1.250 1.600 0.350 28.0% 2.525
ATR 0.952 0.998 0.046 4.9% 0.000
Volume 43 28 -15 -34.9% 103
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 72.353 71.757 68.840
R3 70.753 70.157 68.400
R2 69.153 69.153 68.253
R1 68.557 68.557 68.107 68.855
PP 67.553 67.553 67.553 67.703
S1 66.957 66.957 67.813 67.255
S2 65.953 65.953 67.667
S3 64.353 65.357 67.520
S4 62.753 63.757 67.080
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 73.933 73.017 68.439
R3 71.408 70.492 67.744
R2 68.883 68.883 67.513
R1 67.967 67.967 67.281 68.425
PP 66.358 66.358 66.358 66.588
S1 65.442 65.442 66.819 65.900
S2 63.833 63.833 66.587
S3 61.308 62.917 66.356
S4 58.783 60.392 65.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.150 64.750 3.400 5.0% 1.250 1.8% 94% True False 25
10 68.150 63.700 4.450 6.5% 0.855 1.3% 96% True False 16
20 68.900 63.700 5.200 7.7% 0.894 1.3% 82% False False 13
40 69.275 63.700 5.575 8.2% 0.587 0.9% 76% False False 12
60 69.275 61.900 7.375 10.9% 0.475 0.7% 82% False False 8
80 69.275 57.180 12.095 17.8% 0.356 0.5% 89% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.153
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.950
2.618 72.339
1.618 70.739
1.000 69.750
0.618 69.139
HIGH 68.150
0.618 67.539
0.500 67.350
0.382 67.161
LOW 66.550
0.618 65.561
1.000 64.950
1.618 63.961
2.618 62.361
4.250 59.750
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 67.757 67.557
PP 67.553 67.153
S1 67.350 66.750

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

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