NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 65.350 65.600 0.250 0.4% 66.000
High 65.725 66.500 0.775 1.2% 66.500
Low 64.550 65.600 1.050 1.6% 64.550
Close 65.830 66.990 1.160 1.8% 66.990
Range 1.175 0.900 -0.275 -23.4% 1.950
ATR 0.774 0.783 0.009 1.2% 0.000
Volume 14 80 66 471.4% 112
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.063 68.927 67.485
R3 68.163 68.027 67.238
R2 67.263 67.263 67.155
R1 67.127 67.127 67.073 67.195
PP 66.363 66.363 66.363 66.398
S1 66.227 66.227 66.908 66.295
S2 65.463 65.463 66.825
S3 64.563 65.327 66.743
S4 63.663 64.427 66.495
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.863 71.377 68.063
R3 69.913 69.427 67.526
R2 67.963 67.963 67.348
R1 67.477 67.477 67.169 67.720
PP 66.013 66.013 66.013 66.135
S1 65.527 65.527 66.811 65.770
S2 64.063 64.063 66.633
S3 62.113 63.577 66.454
S4 60.163 61.627 65.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.475 64.550 2.925 4.4% 0.565 0.8% 83% False False 25
10 68.000 64.550 3.450 5.2% 0.540 0.8% 71% False False 15
20 68.050 64.550 3.500 5.2% 0.330 0.5% 70% False False 9
40 69.340 64.550 4.790 7.2% 0.208 0.3% 51% False False 7
60 69.575 62.840 6.735 10.1% 0.155 0.2% 62% False False 6
80 69.575 60.960 8.615 12.9% 0.118 0.2% 70% False False 5
Crabel Price Patterns
NR True
NR4 False
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 0.068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.325
2.618 68.856
1.618 67.956
1.000 67.400
0.618 67.056
HIGH 66.500
0.618 66.156
0.500 66.050
0.382 65.944
LOW 65.600
0.618 65.044
1.000 64.700
1.618 64.144
2.618 63.244
4.250 61.775
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 66.677 66.502
PP 66.363 66.013
S1 66.050 65.525

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

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