NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 67.800 67.500 -0.300 -0.4% 66.000
High 67.800 67.675 -0.125 -0.2% 66.500
Low 67.800 67.500 -0.300 -0.4% 64.550
Close 67.680 67.880 0.200 0.3% 66.990
Range 0.000 0.175 0.175 1.950
ATR 0.819 0.773 -0.046 -5.6% 0.000
Volume 16 3 -13 -81.3% 112
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 68.210 68.220 67.976
R3 68.035 68.045 67.928
R2 67.860 67.860 67.912
R1 67.870 67.870 67.896 67.865
PP 67.685 67.685 67.685 67.683
S1 67.695 67.695 67.864 67.690
S2 67.510 67.510 67.848
S3 67.335 67.520 67.832
S4 67.160 67.345 67.784
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% 0.805 1.2% 91% False False 25
10 68.200 64.550 3.650 5.4% 0.668 1.0% 91% False False 17
20 68.200 64.550 3.650 5.4% 0.428 0.6% 91% False False 10
40 69.340 64.550 4.790 7.1% 0.257 0.4% 70% False False 6
60 69.575 62.840 6.735 9.9% 0.188 0.3% 75% False False 6
80 69.575 61.190 8.385 12.4% 0.143 0.2% 80% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.419
2.618 68.133
1.618 67.958
1.000 67.850
0.618 67.783
HIGH 67.675
0.618 67.608
0.500 67.588
0.382 67.567
LOW 67.500
0.618 67.392
1.000 67.325
1.618 67.217
2.618 67.042
4.250 66.756
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 67.783 67.691
PP 67.685 67.502
S1 67.588 67.313

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

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