NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 66.425 67.800 1.375 2.1% 66.000
High 68.200 67.800 -0.400 -0.6% 66.500
Low 66.425 67.800 1.375 2.1% 64.550
Close 68.160 67.680 -0.480 -0.7% 66.990
Range 1.775 0.000 -1.775 -100.0% 1.950
ATR 0.854 0.819 -0.035 -4.1% 0.000
Volume 13 16 3 23.1% 112
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 67.760 67.720 67.680
R3 67.760 67.720 67.680
R2 67.760 67.760 67.680
R1 67.720 67.720 67.680 67.740
PP 67.760 67.760 67.760 67.770
S1 67.720 67.720 67.680 67.740
S2 67.760 67.760 67.680
S3 67.760 67.720 67.680
S4 67.760 67.720 67.680
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% 0.810 1.2% 86% False False 26
10 68.200 64.550 3.650 5.4% 0.653 1.0% 86% False False 16
20 68.200 64.550 3.650 5.4% 0.419 0.6% 86% False False 10
40 69.340 64.550 4.790 7.1% 0.253 0.4% 65% False False 6
60 69.575 62.840 6.735 10.0% 0.185 0.3% 72% False False 6
80 69.575 61.190 8.385 12.4% 0.141 0.2% 77% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 67.800
2.618 67.800
1.618 67.800
1.000 67.800
0.618 67.800
HIGH 67.800
0.618 67.800
0.500 67.800
0.382 67.800
LOW 67.800
0.618 67.800
1.000 67.800
1.618 67.800
2.618 67.800
4.250 67.800
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 67.800 67.420
PP 67.760 67.160
S1 67.720 66.900

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

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