NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 62.525 63.150 0.625 1.0% 61.675
High 63.300 63.275 -0.025 0.0% 62.575
Low 62.075 61.900 -0.175 -0.3% 60.700
Close 63.170 62.550 -0.620 -1.0% 62.370
Range 1.225 1.375 0.150 12.2% 1.875
ATR 1.445 1.440 -0.005 -0.3% 0.000
Volume 11,850 13,723 1,873 15.8% 94,205
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 66.700 66.000 63.306
R3 65.325 64.625 62.928
R2 63.950 63.950 62.802
R1 63.250 63.250 62.676 62.913
PP 62.575 62.575 62.575 62.406
S1 61.875 61.875 62.424 61.538
S2 61.200 61.200 62.298
S3 59.825 60.500 62.172
S4 58.450 59.125 61.794
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 63.300 61.375 1.925 3.1% 1.100 1.8% 61% False False 14,462
10 64.075 60.700 3.375 5.4% 1.303 2.1% 55% False False 17,324
20 66.650 60.700 5.950 9.5% 1.533 2.5% 31% False False 17,252
40 68.200 60.650 7.550 12.1% 1.519 2.4% 25% False False 9,275
60 68.200 59.500 8.700 13.9% 1.445 2.3% 35% False False 6,202
80 68.200 55.250 12.950 20.7% 1.206 1.9% 56% False False 4,652
100 68.200 53.100 15.100 24.1% 1.081 1.7% 63% False False 3,723
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.313
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 69.119
2.618 66.875
1.618 65.500
1.000 64.650
0.618 64.125
HIGH 63.275
0.618 62.750
0.500 62.588
0.382 62.425
LOW 61.900
0.618 61.050
1.000 60.525
1.618 59.675
2.618 58.300
4.250 56.056
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 62.588 62.600
PP 62.575 62.583
S1 62.563 62.567

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

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