NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 08-May-2007
Day Change Summary
Previous Current
07-May-2007 08-May-2007 Change Change % Previous Week
Open 61.675 61.650 -0.025 0.0% 66.425
High 62.050 62.575 0.525 0.8% 66.625
Low 60.850 61.200 0.350 0.6% 61.575
Close 61.470 62.260 0.790 1.3% 61.930
Range 1.200 1.375 0.175 14.6% 5.050
ATR 1.588 1.573 -0.015 -1.0% 0.000
Volume 19,785 17,370 -2,415 -12.2% 95,173
Daily Pivots for day following 08-May-2007
Classic Woodie Camarilla DeMark
R4 66.137 65.573 63.016
R3 64.762 64.198 62.638
R2 63.387 63.387 62.512
R1 62.823 62.823 62.386 63.105
PP 62.012 62.012 62.012 62.153
S1 61.448 61.448 62.134 61.730
S2 60.637 60.637 62.008
S3 59.262 60.073 61.882
S4 57.887 58.698 61.504
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 78.527 75.278 64.708
R3 73.477 70.228 63.319
R2 68.427 68.427 62.856
R1 65.178 65.178 62.393 64.278
PP 63.377 63.377 63.377 62.926
S1 60.128 60.128 61.467 59.228
S2 58.327 58.327 61.004
S3 53.277 55.078 60.541
S4 48.227 50.028 59.153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.675 60.850 3.825 6.1% 1.480 2.4% 37% False False 19,845
10 66.650 60.850 5.800 9.3% 1.555 2.5% 24% False False 19,506
20 67.050 60.850 6.200 10.0% 1.589 2.6% 23% False False 13,306
40 68.200 60.250 7.950 12.8% 1.507 2.4% 25% False False 6,961
60 68.200 59.500 8.700 14.0% 1.379 2.2% 32% False False 4,651
80 68.200 53.100 15.100 24.3% 1.206 1.9% 61% False False 3,489
100 68.200 53.100 15.100 24.3% 1.009 1.6% 61% False False 2,792
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 0.418
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.419
2.618 66.175
1.618 64.800
1.000 63.950
0.618 63.425
HIGH 62.575
0.618 62.050
0.500 61.888
0.382 61.725
LOW 61.200
0.618 60.350
1.000 59.825
1.618 58.975
2.618 57.600
4.250 55.356
Fisher Pivots for day following 08-May-2007
Pivot 1 day 3 day
R1 62.136 62.219
PP 62.012 62.178
S1 61.888 62.138

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

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