NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 69.075 67.875 -1.200 -1.7% 68.600
High 69.175 69.350 0.175 0.3% 69.950
Low 67.600 67.075 -0.525 -0.8% 67.650
Close 67.770 68.970 1.200 1.8% 69.140
Range 1.575 2.275 0.700 44.4% 2.300
ATR 1.434 1.494 0.060 4.2% 0.000
Volume 18,441 14,367 -4,074 -22.1% 60,204
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.290 74.405 70.221
R3 73.015 72.130 69.596
R2 70.740 70.740 69.387
R1 69.855 69.855 69.179 70.298
PP 68.465 68.465 68.465 68.686
S1 67.580 67.580 68.761 68.023
S2 66.190 66.190 68.553
S3 63.915 65.305 68.344
S4 61.640 63.030 67.719
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.813 74.777 70.405
R3 73.513 72.477 69.773
R2 71.213 71.213 69.562
R1 70.177 70.177 69.351 70.695
PP 68.913 68.913 68.913 69.173
S1 67.877 67.877 68.929 68.395
S2 66.613 66.613 68.718
S3 64.313 65.577 68.508
S4 62.013 63.277 67.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.875 67.075 2.800 4.1% 1.735 2.5% 68% False True 16,836
10 69.950 66.675 3.275 4.7% 1.628 2.4% 70% False False 11,007
20 69.950 63.500 6.450 9.4% 1.534 2.2% 85% False False 5,941
40 69.950 63.500 6.450 9.4% 1.274 1.8% 85% False False 3,043
60 69.950 63.500 6.450 9.4% 0.991 1.4% 85% False False 2,031
80 69.950 61.900 8.050 11.7% 0.834 1.2% 88% False False 1,525
100 69.950 60.550 9.400 13.6% 0.668 1.0% 90% False False 1,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.428
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 79.019
2.618 75.306
1.618 73.031
1.000 71.625
0.618 70.756
HIGH 69.350
0.618 68.481
0.500 68.213
0.382 67.944
LOW 67.075
0.618 65.669
1.000 64.800
1.618 63.394
2.618 61.119
4.250 57.406
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 68.718 68.734
PP 68.465 68.498
S1 68.213 68.263

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

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