NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 68.300 69.475 1.175 1.7% 69.375
High 69.650 70.600 0.950 1.4% 70.575
Low 67.600 69.275 1.675 2.5% 68.450
Close 69.280 69.860 0.580 0.8% 69.800
Range 2.050 1.325 -0.725 -35.4% 2.125
ATR 1.211 1.219 0.008 0.7% 0.000
Volume 909 737 -172 -18.9% 1,437
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.887 73.198 70.589
R3 72.562 71.873 70.224
R2 71.237 71.237 70.103
R1 70.548 70.548 69.981 70.893
PP 69.912 69.912 69.912 70.084
S1 69.223 69.223 69.739 69.568
S2 68.587 68.587 69.617
S3 67.262 67.898 69.496
S4 65.937 66.573 69.131
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 70.600 67.600 3.000 4.3% 1.585 2.3% 75% True False 674
10 70.600 67.600 3.000 4.3% 1.440 2.1% 75% True False 442
20 70.600 65.600 5.000 7.2% 1.129 1.6% 85% True False 230
40 70.600 64.550 6.050 8.7% 0.707 1.0% 88% True False 117
60 70.600 64.550 6.050 8.7% 0.500 0.7% 88% True False 80
80 70.600 62.840 7.760 11.1% 0.388 0.6% 90% True False 61
100 70.600 60.960 9.640 13.8% 0.312 0.4% 92% True False 49
Crabel Price Patterns
NR True
NR4 True
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 0.365
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.231
2.618 74.069
1.618 72.744
1.000 71.925
0.618 71.419
HIGH 70.600
0.618 70.094
0.500 69.938
0.382 69.781
LOW 69.275
0.618 68.456
1.000 67.950
1.618 67.131
2.618 65.806
4.250 63.644
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 69.938 69.607
PP 69.912 69.353
S1 69.886 69.100

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

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