NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 62.575 64.900 2.325 3.7% 62.475
High 65.100 65.650 0.550 0.8% 65.650
Low 62.500 64.550 2.050 3.3% 61.900
Close 64.860 64.940 0.080 0.1% 64.940
Range 2.600 1.100 -1.500 -57.7% 3.750
ATR 1.522 1.492 -0.030 -2.0% 0.000
Volume 13,745 18,476 4,731 34.4% 68,252
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 68.347 67.743 65.545
R3 67.247 66.643 65.243
R2 66.147 66.147 65.142
R1 65.543 65.543 65.041 65.845
PP 65.047 65.047 65.047 65.198
S1 64.443 64.443 64.839 64.745
S2 63.947 63.947 64.738
S3 62.847 63.343 64.638
S4 61.747 62.243 64.335
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 75.413 73.927 67.003
R3 71.663 70.177 65.971
R2 67.913 67.913 65.628
R1 66.427 66.427 65.284 67.170
PP 64.163 64.163 64.163 64.535
S1 62.677 62.677 64.596 63.420
S2 60.413 60.413 64.253
S3 56.663 58.927 63.909
S4 52.913 55.177 62.878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.650 61.900 3.750 5.8% 1.445 2.2% 81% True False 13,650
10 65.650 60.700 4.950 7.6% 1.353 2.1% 86% True False 16,245
20 66.650 60.700 5.950 9.2% 1.548 2.4% 71% False False 17,458
40 68.200 60.700 7.500 11.5% 1.571 2.4% 57% False False 10,067
60 68.200 60.250 7.950 12.2% 1.448 2.2% 59% False False 6,738
80 68.200 56.575 11.625 17.9% 1.223 1.9% 72% False False 5,055
100 68.200 53.100 15.100 23.3% 1.118 1.7% 78% False False 4,045
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.280
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.325
2.618 68.530
1.618 67.430
1.000 66.750
0.618 66.330
HIGH 65.650
0.618 65.230
0.500 65.100
0.382 64.970
LOW 64.550
0.618 63.870
1.000 63.450
1.618 62.770
2.618 61.670
4.250 59.875
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 65.100 64.552
PP 65.047 64.163
S1 64.993 63.775

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

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