NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 67.625 68.875 1.250 1.8% 66.425
High 68.850 69.500 0.650 0.9% 69.500
Low 67.625 68.675 1.050 1.6% 66.425
Close 68.910 69.360 0.450 0.7% 69.360
Range 1.225 0.825 -0.400 -32.7% 3.075
ATR 0.917 0.910 -0.007 -0.7% 0.000
Volume 13 11 -2 -15.4% 58
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.653 71.332 69.814
R3 70.828 70.507 69.587
R2 70.003 70.003 69.511
R1 69.682 69.682 69.436 69.843
PP 69.178 69.178 69.178 69.259
S1 68.857 68.857 69.284 69.018
S2 68.353 68.353 69.209
S3 67.528 68.032 69.133
S4 66.703 67.207 68.906
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 77.653 76.582 71.051
R3 74.578 73.507 70.206
R2 71.503 71.503 69.924
R1 70.432 70.432 69.642 70.968
PP 68.428 68.428 68.428 68.696
S1 67.357 67.357 69.078 67.893
S2 65.353 65.353 68.796
S3 62.278 64.282 68.514
S4 59.203 61.207 67.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.500 66.425 3.075 4.4% 0.790 1.1% 95% True False 11
10 69.500 66.300 3.200 4.6% 0.810 1.2% 96% True False 10
20 69.500 64.550 4.950 7.1% 0.675 1.0% 97% True False 12
40 69.500 64.550 4.950 7.1% 0.411 0.6% 97% True False 7
60 69.575 64.550 5.025 7.2% 0.290 0.4% 96% False False 7
80 69.575 62.840 6.735 9.7% 0.220 0.3% 97% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.006
2.618 71.660
1.618 70.835
1.000 70.325
0.618 70.010
HIGH 69.500
0.618 69.185
0.500 69.088
0.382 68.990
LOW 68.675
0.618 68.165
1.000 67.850
1.618 67.340
2.618 66.515
4.250 65.169
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 69.269 68.944
PP 69.178 68.528
S1 69.088 68.113

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

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