NYMEX miNY Light Sweet Crude Oil Future August 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 64.575 64.500 -0.075 -0.1% 67.300
High 64.900 64.925 0.025 0.0% 68.150
Low 64.175 63.500 -0.675 -1.1% 65.350
Close 64.650 64.990 0.340 0.5% 66.520
Range 0.725 1.425 0.700 96.6% 2.800
ATR 1.122 1.143 0.022 1.9% 0.000
Volume 446 667 221 49.6% 2,107
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 68.747 68.293 65.774
R3 67.322 66.868 65.382
R2 65.897 65.897 65.251
R1 65.443 65.443 65.121 65.670
PP 64.472 64.472 64.472 64.585
S1 64.018 64.018 64.859 64.245
S2 63.047 63.047 64.729
S3 61.622 62.593 64.598
S4 60.197 61.168 64.206
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 67.150 63.500 3.650 5.6% 1.315 2.0% 41% False True 497
10 68.150 63.500 4.650 7.2% 1.380 2.1% 32% False True 343
20 68.150 63.500 4.650 7.2% 1.021 1.6% 32% False True 177
40 69.000 63.500 5.500 8.5% 0.756 1.2% 27% False True 91
60 69.275 61.900 7.375 11.3% 0.625 1.0% 42% False False 64
80 69.275 60.550 8.725 13.4% 0.469 0.7% 51% False False 48
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 0.230
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.981
2.618 68.656
1.618 67.231
1.000 66.350
0.618 65.806
HIGH 64.925
0.618 64.381
0.500 64.213
0.382 64.044
LOW 63.500
0.618 62.619
1.000 62.075
1.618 61.194
2.618 59.769
4.250 57.444
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 64.731 64.918
PP 64.472 64.847
S1 64.213 64.775

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

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