NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 63.150 62.575 -0.575 -0.9% 61.675
High 63.275 65.100 1.825 2.9% 62.575
Low 61.900 62.500 0.600 1.0% 60.700
Close 62.550 64.860 2.310 3.7% 62.370
Range 1.375 2.600 1.225 89.1% 1.875
ATR 1.440 1.522 0.083 5.8% 0.000
Volume 13,723 13,745 22 0.2% 94,205
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 71.953 71.007 66.290
R3 69.353 68.407 65.575
R2 66.753 66.753 65.337
R1 65.807 65.807 65.098 66.280
PP 64.153 64.153 64.153 64.390
S1 63.207 63.207 64.622 63.680
S2 61.553 61.553 64.383
S3 58.953 60.607 64.145
S4 56.353 58.007 63.430
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 65.100 61.675 3.425 5.3% 1.395 2.2% 93% True False 13,193
10 65.100 60.700 4.400 6.8% 1.428 2.2% 95% True False 16,356
20 66.650 60.700 5.950 9.2% 1.574 2.4% 70% False False 17,351
40 68.200 60.700 7.500 11.6% 1.563 2.4% 55% False False 9,615
60 68.200 59.925 8.275 12.8% 1.464 2.3% 60% False False 6,431
80 68.200 56.300 11.900 18.3% 1.215 1.9% 72% False False 4,824
100 68.200 53.100 15.100 23.3% 1.107 1.7% 78% False False 3,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.263
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 76.150
2.618 71.907
1.618 69.307
1.000 67.700
0.618 66.707
HIGH 65.100
0.618 64.107
0.500 63.800
0.382 63.493
LOW 62.500
0.618 60.893
1.000 59.900
1.618 58.293
2.618 55.693
4.250 51.450
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 64.507 64.407
PP 64.153 63.953
S1 63.800 63.500

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

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