NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 69.375 70.300 0.925 1.3% 66.425
High 70.325 70.575 0.250 0.4% 69.500
Low 68.950 69.600 0.650 0.9% 66.425
Close 70.320 70.230 -0.090 -0.1% 69.360
Range 1.375 0.975 -0.400 -29.1% 3.075
ATR 0.944 0.946 0.002 0.2% 0.000
Volume 205 31 -174 -84.9% 58
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.060 72.620 70.766
R3 72.085 71.645 70.498
R2 71.110 71.110 70.409
R1 70.670 70.670 70.319 70.403
PP 70.135 70.135 70.135 70.001
S1 69.695 69.695 70.141 69.428
S2 69.160 69.160 70.051
S3 68.185 68.720 69.962
S4 67.210 67.745 69.694
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 70.575 66.725 3.850 5.5% 1.150 1.6% 91% True False 54
10 70.575 66.300 4.275 6.1% 0.868 1.2% 92% True False 31
20 70.575 64.550 6.025 8.6% 0.760 1.1% 94% True False 24
40 70.575 64.550 6.025 8.6% 0.438 0.6% 94% True False 13
60 70.575 64.550 6.025 8.6% 0.329 0.5% 94% True False 11
80 70.575 62.840 7.735 11.0% 0.249 0.4% 96% True False 9
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 0.113
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.719
2.618 73.128
1.618 72.153
1.000 71.550
0.618 71.178
HIGH 70.575
0.618 70.203
0.500 70.088
0.382 69.972
LOW 69.600
0.618 68.997
1.000 68.625
1.618 68.022
2.618 67.047
4.250 65.456
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 70.183 70.028
PP 70.135 69.827
S1 70.088 69.625

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

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