NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 66.625 67.150 0.525 0.8% 65.350
High 67.325 67.150 -0.175 -0.3% 67.275
Low 66.325 65.350 -0.975 -1.5% 64.750
Close 67.020 65.630 -1.390 -2.1% 67.050
Range 1.000 1.800 0.800 80.0% 2.525
ATR 1.028 1.083 0.055 5.4% 0.000
Volume 396 607 211 53.3% 103
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 71.443 70.337 66.620
R3 69.643 68.537 66.125
R2 67.843 67.843 65.960
R1 66.737 66.737 65.795 66.390
PP 66.043 66.043 66.043 65.870
S1 64.937 64.937 65.465 64.590
S2 64.243 64.243 65.300
S3 62.443 63.137 65.135
S4 60.643 61.337 64.640
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 65.350 2.800 4.3% 1.420 2.2% 10% False True 308
10 68.150 64.750 3.400 5.2% 1.115 1.7% 26% False False 161
20 68.900 63.700 5.200 7.9% 1.004 1.5% 37% False False 85
40 69.275 63.700 5.575 8.5% 0.693 1.1% 35% False False 47
60 69.275 61.900 7.375 11.2% 0.545 0.8% 51% False False 33
80 69.275 60.410 8.865 13.5% 0.409 0.6% 59% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.180
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.800
2.618 71.862
1.618 70.062
1.000 68.950
0.618 68.262
HIGH 67.150
0.618 66.462
0.500 66.250
0.382 66.038
LOW 65.350
0.618 64.238
1.000 63.550
1.618 62.438
2.618 60.638
4.250 57.700
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 66.250 66.675
PP 66.043 66.327
S1 65.837 65.978

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

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