NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 68.875 69.375 0.500 0.7% 66.425
High 69.500 70.325 0.825 1.2% 69.500
Low 68.675 68.950 0.275 0.4% 66.425
Close 69.360 70.320 0.960 1.4% 69.360
Range 0.825 1.375 0.550 66.7% 3.075
ATR 0.910 0.944 0.033 3.6% 0.000
Volume 11 205 194 1,763.6% 58
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.990 73.530 71.076
R3 72.615 72.155 70.698
R2 71.240 71.240 70.572
R1 70.780 70.780 70.446 71.010
PP 69.865 69.865 69.865 69.980
S1 69.405 69.405 70.194 69.635
S2 68.490 68.490 70.068
S3 67.115 68.030 69.942
S4 65.740 66.655 69.564
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 70.325 66.550 3.775 5.4% 1.065 1.5% 100% True False 49
10 70.325 66.300 4.025 5.7% 0.770 1.1% 100% True False 29
20 70.325 64.550 5.775 8.2% 0.711 1.0% 100% True False 22
40 70.325 64.550 5.775 8.2% 0.445 0.6% 100% True False 12
60 70.325 64.550 5.775 8.2% 0.313 0.4% 100% True False 11
80 70.325 62.840 7.485 10.6% 0.237 0.3% 100% True False 8
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 0.085
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 76.169
2.618 73.925
1.618 72.550
1.000 71.700
0.618 71.175
HIGH 70.325
0.618 69.800
0.500 69.638
0.382 69.475
LOW 68.950
0.618 68.100
1.000 67.575
1.618 66.725
2.618 65.350
4.250 63.106
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 70.093 69.872
PP 69.865 69.423
S1 69.638 68.975

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

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