NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 65.600 66.425 0.825 1.3% 66.000
High 66.500 68.200 1.700 2.6% 66.500
Low 65.600 66.425 0.825 1.3% 64.550
Close 66.990 68.160 1.170 1.7% 66.990
Range 0.900 1.775 0.875 97.2% 1.950
ATR 0.783 0.854 0.071 9.0% 0.000
Volume 80 13 -67 -83.8% 112
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.920 72.315 69.136
R3 71.145 70.540 68.648
R2 69.370 69.370 68.485
R1 68.765 68.765 68.323 69.068
PP 67.595 67.595 67.595 67.746
S1 66.990 66.990 67.997 67.293
S2 65.820 65.820 67.835
S3 64.045 65.215 67.672
S4 62.270 63.440 67.184
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 68.200 64.550 3.650 5.4% 0.865 1.3% 99% True False 25
10 68.200 64.550 3.650 5.4% 0.653 1.0% 99% True False 15
20 68.200 64.550 3.650 5.4% 0.419 0.6% 99% True False 9
40 69.340 64.550 4.790 7.0% 0.253 0.4% 75% False False 6
60 69.575 62.840 6.735 9.9% 0.185 0.3% 79% False False 6
80 69.575 61.190 8.385 12.3% 0.141 0.2% 83% False False 5
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 0.068
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 75.744
2.618 72.847
1.618 71.072
1.000 69.975
0.618 69.297
HIGH 68.200
0.618 67.522
0.500 67.313
0.382 67.103
LOW 66.425
0.618 65.328
1.000 64.650
1.618 63.553
2.618 61.778
4.250 58.881
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 67.878 67.565
PP 67.595 66.970
S1 67.313 66.375

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

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