NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 11-May-2007
Day Change Summary
Previous Current
10-May-2007 11-May-2007 Change Change % Previous Week
Open 61.525 61.900 0.375 0.6% 61.675
High 62.500 62.525 0.025 0.0% 62.575
Low 61.375 61.675 0.300 0.5% 60.700
Close 61.810 62.370 0.560 0.9% 62.370
Range 1.125 0.850 -0.275 -24.4% 1.875
ATR 1.553 1.503 -0.050 -3.2% 0.000
Volume 20,091 16,192 -3,899 -19.4% 94,205
Daily Pivots for day following 11-May-2007
Classic Woodie Camarilla DeMark
R4 64.740 64.405 62.838
R3 63.890 63.555 62.604
R2 63.040 63.040 62.526
R1 62.705 62.705 62.448 62.873
PP 62.190 62.190 62.190 62.274
S1 61.855 61.855 62.292 62.023
S2 61.340 61.340 62.214
S3 60.490 61.005 62.136
S4 59.640 60.155 61.903
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 67.507 66.813 63.401
R3 65.632 64.938 62.886
R2 63.757 63.757 62.714
R1 63.063 63.063 62.542 63.410
PP 61.882 61.882 61.882 62.055
S1 61.188 61.188 62.198 61.535
S2 60.007 60.007 62.026
S3 58.132 59.313 61.854
S4 56.257 57.438 61.339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.575 60.700 1.875 3.0% 1.260 2.0% 89% False False 18,841
10 66.625 60.700 5.925 9.5% 1.415 2.3% 28% False False 18,937
20 67.050 60.700 6.350 10.2% 1.594 2.6% 26% False False 15,902
40 68.200 60.250 7.950 12.7% 1.528 2.4% 27% False False 8,384
60 68.200 59.500 8.700 13.9% 1.388 2.2% 33% False False 5,601
80 68.200 53.500 14.700 23.6% 1.202 1.9% 60% False False 4,202
100 68.200 53.100 15.100 24.2% 1.046 1.7% 61% False False 3,362
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.315
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 66.138
2.618 64.750
1.618 63.900
1.000 63.375
0.618 63.050
HIGH 62.525
0.618 62.200
0.500 62.100
0.382 62.000
LOW 61.675
0.618 61.150
1.000 60.825
1.618 60.300
2.618 59.450
4.250 58.063
Fisher Pivots for day following 11-May-2007
Pivot 1 day 3 day
R1 62.280 62.118
PP 62.190 61.865
S1 62.100 61.613

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

View Archives - Comment on this page... - Back to Index of Symbols