NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 69.300 69.625 0.325 0.5% 69.375
High 70.000 69.675 -0.325 -0.5% 70.575
Low 68.300 68.150 -0.150 -0.2% 68.450
Close 69.770 68.250 -1.520 -2.2% 69.800
Range 1.700 1.525 -0.175 -10.3% 2.125
ATR 1.110 1.146 0.036 3.3% 0.000
Volume 358 975 617 172.3% 1,437
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.267 72.283 69.089
R3 71.742 70.758 68.669
R2 70.217 70.217 68.530
R1 69.233 69.233 68.390 68.963
PP 68.692 68.692 68.692 68.556
S1 67.708 67.708 68.110 67.438
S2 67.167 67.167 67.970
S3 65.642 66.183 67.831
S4 64.117 64.658 67.411
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.983 75.017 70.969
R3 73.858 72.892 70.384
R2 71.733 71.733 70.190
R1 70.767 70.767 69.995 71.250
PP 69.608 69.608 69.608 69.850
S1 68.642 68.642 69.605 69.125
S2 67.483 67.483 69.410
S3 65.358 66.517 69.216
S4 63.233 64.392 68.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.525 68.150 2.375 3.5% 1.570 2.3% 4% False True 506
10 70.575 66.725 3.850 5.6% 1.360 2.0% 40% False False 280
20 70.575 64.550 6.025 8.8% 1.029 1.5% 61% False False 149
40 70.575 64.550 6.025 8.8% 0.634 0.9% 61% False False 76
60 70.575 64.550 6.025 8.8% 0.444 0.7% 61% False False 53
80 70.575 62.840 7.735 11.3% 0.345 0.5% 70% False False 40
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 0.293
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.156
2.618 73.667
1.618 72.142
1.000 71.200
0.618 70.617
HIGH 69.675
0.618 69.092
0.500 68.913
0.382 68.733
LOW 68.150
0.618 67.208
1.000 66.625
1.618 65.683
2.618 64.158
4.250 61.669
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 68.913 69.113
PP 68.692 68.825
S1 68.471 68.538

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

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