NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 67.475 66.425 -1.050 -1.6% 66.425
High 67.525 66.425 -1.100 -1.6% 69.050
Low 66.300 66.425 0.125 0.2% 66.300
Close 66.300 67.510 1.210 1.8% 66.300
Range 1.225 0.000 -1.225 -100.0% 2.750
ATR 0.906 0.850 -0.056 -6.2% 0.000
Volume 14 18 4 28.6% 49
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 66.787 67.148 67.510
R3 66.787 67.148 67.510
R2 66.787 66.787 67.510
R1 67.148 67.148 67.510 66.968
PP 66.787 66.787 66.787 66.696
S1 67.148 67.148 67.510 66.968
S2 66.787 66.787 67.510
S3 66.787 67.148 67.510
S4 66.787 67.148 67.510
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.467 73.633 67.813
R3 72.717 70.883 67.056
R2 69.967 69.967 66.804
R1 68.133 68.133 66.552 67.675
PP 67.217 67.217 67.217 66.988
S1 65.383 65.383 66.048 64.925
S2 64.467 64.467 65.796
S3 61.717 62.633 65.544
S4 58.967 59.883 64.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.050 66.300 2.750 4.1% 0.475 0.7% 44% False False 10
10 69.050 64.550 4.500 6.7% 0.670 1.0% 66% False False 17
20 69.050 64.550 4.500 6.7% 0.538 0.8% 66% False False 11
40 69.340 64.550 4.790 7.1% 0.312 0.5% 62% False False 6
60 69.575 62.840 6.735 10.0% 0.224 0.3% 69% False False 7
80 69.575 61.200 8.375 12.4% 0.170 0.3% 75% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.053
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.425
2.618 66.425
1.618 66.425
1.000 66.425
0.618 66.425
HIGH 66.425
0.618 66.425
0.500 66.425
0.382 66.425
LOW 66.425
0.618 66.425
1.000 66.425
1.618 66.425
2.618 66.425
4.250 66.425
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 67.148 67.675
PP 66.787 67.620
S1 66.425 67.565

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

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