NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 67.100 66.900 -0.200 -0.3% 66.425
High 67.100 68.075 0.975 1.5% 69.050
Low 66.550 66.725 0.175 0.3% 66.300
Close 66.980 67.830 0.850 1.3% 66.300
Range 0.550 1.350 0.800 145.5% 2.750
ATR 0.858 0.893 0.035 4.1% 0.000
Volume 3 13 10 333.3% 49
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.593 71.062 68.573
R3 70.243 69.712 68.201
R2 68.893 68.893 68.078
R1 68.362 68.362 67.954 68.628
PP 67.543 67.543 67.543 67.676
S1 67.012 67.012 67.706 67.278
S2 66.193 66.193 67.583
S3 64.843 65.662 67.459
S4 63.493 64.312 67.088
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% 0.820 1.2% 56% False False 10
10 69.050 64.550 4.500 6.6% 0.813 1.2% 73% False False 17
20 69.050 64.550 4.500 6.6% 0.628 0.9% 73% False False 12
40 69.340 64.550 4.790 7.1% 0.359 0.5% 68% False False 7
60 69.575 62.840 6.735 9.9% 0.256 0.4% 74% False False 7
80 69.575 61.640 7.935 11.7% 0.194 0.3% 78% False False 6
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 0.060
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.813
2.618 71.609
1.618 70.259
1.000 69.425
0.618 68.909
HIGH 68.075
0.618 67.559
0.500 67.400
0.382 67.241
LOW 66.725
0.618 65.891
1.000 65.375
1.618 64.541
2.618 63.191
4.250 60.988
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 67.687 67.637
PP 67.543 67.443
S1 67.400 67.250

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

View Archives - Comment on this page... - Back to Index of Symbols