NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 70.950 71.250 0.300 0.4% 69.300
High 71.700 71.875 0.175 0.2% 71.300
Low 70.050 71.150 1.100 1.6% 67.600
Close 71.560 71.870 0.310 0.4% 70.980
Range 1.650 0.725 -0.925 -56.1% 3.700
ATR 1.265 1.227 -0.039 -3.0% 0.000
Volume 1,002 704 -298 -29.7% 3,932
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 73.807 73.563 72.269
R3 73.082 72.838 72.069
R2 72.357 72.357 72.003
R1 72.113 72.113 71.936 72.235
PP 71.632 71.632 71.632 71.693
S1 71.388 71.388 71.804 71.510
S2 70.907 70.907 71.737
S3 70.182 70.663 71.671
S4 69.457 69.938 71.471
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 71.875 67.600 4.275 5.9% 1.440 2.0% 100% True False 861
10 71.875 67.600 4.275 5.9% 1.505 2.1% 100% True False 683
20 71.875 66.300 5.575 7.8% 1.186 1.7% 100% True False 357
40 71.875 64.550 7.325 10.2% 0.803 1.1% 100% True False 183
60 71.875 64.550 7.325 10.2% 0.564 0.8% 100% True False 123
80 71.875 62.840 9.035 12.6% 0.435 0.6% 100% True False 94
100 71.875 61.190 10.685 14.9% 0.350 0.5% 100% True False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.360
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 74.956
2.618 73.773
1.618 73.048
1.000 72.600
0.618 72.323
HIGH 71.875
0.618 71.598
0.500 71.513
0.382 71.427
LOW 71.150
0.618 70.702
1.000 70.425
1.618 69.977
2.618 69.252
4.250 68.069
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 71.751 71.534
PP 71.632 71.198
S1 71.513 70.863

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

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