NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 69.850 70.950 1.100 1.6% 69.300
High 71.300 71.700 0.400 0.6% 71.300
Low 69.850 70.050 0.200 0.3% 67.600
Close 70.980 71.560 0.580 0.8% 70.980
Range 1.450 1.650 0.200 13.8% 3.700
ATR 1.235 1.265 0.030 2.4% 0.000
Volume 953 1,002 49 5.1% 3,932
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.053 75.457 72.468
R3 74.403 73.807 72.014
R2 72.753 72.753 71.863
R1 72.157 72.157 71.711 72.455
PP 71.103 71.103 71.103 71.253
S1 70.507 70.507 71.409 70.805
S2 69.453 69.453 71.258
S3 67.803 68.857 71.106
S4 66.153 67.207 70.653
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 71.700 67.600 4.100 5.7% 1.600 2.2% 97% True False 915
10 71.700 67.600 4.100 5.7% 1.530 2.1% 97% True False 616
20 71.700 66.300 5.400 7.5% 1.150 1.6% 97% True False 323
40 71.700 64.550 7.150 10.0% 0.784 1.1% 98% True False 166
60 71.700 64.550 7.150 10.0% 0.552 0.8% 98% True False 112
80 71.700 62.840 8.860 12.4% 0.426 0.6% 98% True False 85
100 71.700 61.190 10.510 14.7% 0.343 0.5% 99% True False 69
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 0.378
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.713
2.618 76.020
1.618 74.370
1.000 73.350
0.618 72.720
HIGH 71.700
0.618 71.070
0.500 70.875
0.382 70.680
LOW 70.050
0.618 69.030
1.000 68.400
1.618 67.380
2.618 65.730
4.250 63.038
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 71.332 71.203
PP 71.103 70.845
S1 70.875 70.488

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

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