NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 67.975 66.625 -1.350 -2.0% 65.350
High 68.000 67.325 -0.675 -1.0% 67.275
Low 66.550 66.325 -0.225 -0.3% 64.750
Close 66.600 67.020 0.420 0.6% 67.050
Range 1.450 1.000 -0.450 -31.0% 2.525
ATR 1.030 1.028 -0.002 -0.2% 0.000
Volume 467 396 -71 -15.2% 103
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 69.890 69.455 67.570
R3 68.890 68.455 67.295
R2 67.890 67.890 67.203
R1 67.455 67.455 67.112 67.673
PP 66.890 66.890 66.890 66.999
S1 66.455 66.455 66.928 66.673
S2 65.890 65.890 66.837
S3 64.890 65.455 66.745
S4 63.890 64.455 66.470
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 73.933 73.017 68.439
R3 71.408 70.492 67.744
R2 68.883 68.883 67.513
R1 67.967 67.967 67.281 68.425
PP 66.358 66.358 66.358 66.588
S1 65.442 65.442 66.819 65.900
S2 63.833 63.833 66.587
S3 61.308 62.917 66.356
S4 58.783 60.392 65.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.150 65.350 2.800 4.2% 1.445 2.2% 60% False False 190
10 68.150 64.275 3.875 5.8% 0.978 1.5% 71% False False 101
20 68.900 63.700 5.200 7.8% 0.944 1.4% 64% False False 55
40 69.275 63.700 5.575 8.3% 0.648 1.0% 60% False False 32
60 69.275 61.900 7.375 11.0% 0.515 0.8% 69% False False 22
80 69.275 60.410 8.865 13.2% 0.387 0.6% 75% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.183
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.575
2.618 69.943
1.618 68.943
1.000 68.325
0.618 67.943
HIGH 67.325
0.618 66.943
0.500 66.825
0.382 66.707
LOW 66.325
0.618 65.707
1.000 65.325
1.618 64.707
2.618 63.707
4.250 62.075
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 66.955 67.238
PP 66.890 67.165
S1 66.825 67.093

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

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