NYMEX miNY Light Sweet Crude Oil Future August 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 66.025 64.575 -1.450 -2.2% 67.300
High 66.050 64.900 -1.150 -1.7% 68.150
Low 64.300 64.175 -0.125 -0.2% 65.350
Close 64.380 64.650 0.270 0.4% 66.520
Range 1.750 0.725 -1.025 -58.6% 2.800
ATR 1.152 1.122 -0.031 -2.6% 0.000
Volume 156 446 290 185.9% 2,107
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 66.750 66.425 65.049
R3 66.025 65.700 64.849
R2 65.300 65.300 64.783
R1 64.975 64.975 64.716 65.138
PP 64.575 64.575 64.575 64.656
S1 64.250 64.250 64.584 64.413
S2 63.850 63.850 64.517
S3 63.125 63.525 64.451
S4 62.400 62.800 64.251
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 75.073 73.597 68.060
R3 72.273 70.797 67.290
R2 69.473 69.473 67.033
R1 67.997 67.997 66.777 67.335
PP 66.673 66.673 66.673 66.343
S1 65.197 65.197 66.263 64.535
S2 63.873 63.873 66.007
S3 61.073 62.397 65.750
S4 58.273 59.597 64.980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.325 64.175 3.150 4.9% 1.230 1.9% 15% False True 442
10 68.150 64.175 3.975 6.1% 1.295 2.0% 12% False True 279
20 68.150 63.700 4.450 6.9% 1.015 1.6% 21% False False 145
40 69.000 63.700 5.300 8.2% 0.720 1.1% 18% False False 75
60 69.275 61.900 7.375 11.4% 0.601 0.9% 37% False False 53
80 69.275 60.550 8.725 13.5% 0.451 0.7% 47% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.200
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 67.981
2.618 66.798
1.618 66.073
1.000 65.625
0.618 65.348
HIGH 64.900
0.618 64.623
0.500 64.538
0.382 64.452
LOW 64.175
0.618 63.727
1.000 63.450
1.618 63.002
2.618 62.277
4.250 61.094
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 64.613 65.350
PP 64.575 65.117
S1 64.538 64.883

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

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