NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 69.475 69.850 0.375 0.5% 69.300
High 70.600 71.300 0.700 1.0% 71.300
Low 69.275 69.850 0.575 0.8% 67.600
Close 69.860 70.980 1.120 1.6% 70.980
Range 1.325 1.450 0.125 9.4% 3.700
ATR 1.219 1.235 0.017 1.4% 0.000
Volume 737 953 216 29.3% 3,932
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.060 74.470 71.778
R3 73.610 73.020 71.379
R2 72.160 72.160 71.246
R1 71.570 71.570 71.113 71.865
PP 70.710 70.710 70.710 70.858
S1 70.120 70.120 70.847 70.415
S2 69.260 69.260 70.714
S3 67.810 68.670 70.581
S4 66.360 67.220 70.183
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 81.060 79.720 73.015
R3 77.360 76.020 71.998
R2 73.660 73.660 71.658
R1 72.320 72.320 71.319 72.990
PP 69.960 69.960 69.960 70.295
S1 68.620 68.620 70.641 69.290
S2 66.260 66.260 70.302
S3 62.560 64.920 69.963
S4 58.860 61.220 68.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.300 67.600 3.700 5.2% 1.610 2.3% 91% True False 786
10 71.300 67.600 3.700 5.2% 1.503 2.1% 91% True False 536
20 71.300 66.300 5.000 7.0% 1.156 1.6% 94% True False 273
40 71.300 64.550 6.750 9.5% 0.743 1.0% 95% True False 141
60 71.300 64.550 6.750 9.5% 0.524 0.7% 95% True False 96
80 71.300 62.840 8.460 11.9% 0.406 0.6% 96% True False 73
100 71.300 60.960 10.340 14.6% 0.326 0.5% 97% True False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.345
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.463
2.618 75.096
1.618 73.646
1.000 72.750
0.618 72.196
HIGH 71.300
0.618 70.746
0.500 70.575
0.382 70.404
LOW 69.850
0.618 68.954
1.000 68.400
1.618 67.504
2.618 66.054
4.250 63.688
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 70.845 70.470
PP 70.710 69.960
S1 70.575 69.450

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

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