NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 04-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 04-Jul-2007 Change Change % Previous Week
Open 71.250 71.575 0.325 0.5% 69.300
High 71.875 71.925 0.050 0.1% 71.300
Low 71.150 71.400 0.250 0.4% 67.600
Close 71.870 71.925 0.055 0.1% 70.980
Range 0.725 0.525 -0.200 -27.6% 3.700
ATR 1.227 1.176 -0.050 -4.1% 0.000
Volume 704 704 0 0.0% 3,932
Daily Pivots for day following 04-Jul-2007
Classic Woodie Camarilla DeMark
R4 73.325 73.150 72.214
R3 72.800 72.625 72.069
R2 72.275 72.275 72.021
R1 72.100 72.100 71.973 72.188
PP 71.750 71.750 71.750 71.794
S1 71.575 71.575 71.877 71.663
S2 71.225 71.225 71.829
S3 70.700 71.050 71.781
S4 70.175 70.525 71.636
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 71.925 69.275 2.650 3.7% 1.135 1.6% 100% True False 820
10 71.925 67.600 4.325 6.0% 1.383 1.9% 100% True False 741
20 71.925 66.300 5.625 7.8% 1.204 1.7% 100% True False 392
40 71.925 64.550 7.375 10.3% 0.816 1.1% 100% True False 201
60 71.925 64.550 7.375 10.3% 0.573 0.8% 100% True False 134
80 71.925 62.840 9.085 12.6% 0.442 0.6% 100% True False 103
100 71.925 61.190 10.735 14.9% 0.355 0.5% 100% True False 83
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 0.355
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 74.156
2.618 73.299
1.618 72.774
1.000 72.450
0.618 72.249
HIGH 71.925
0.618 71.724
0.500 71.663
0.382 71.601
LOW 71.400
0.618 71.076
1.000 70.875
1.618 70.551
2.618 70.026
4.250 69.169
Fisher Pivots for day following 04-Jul-2007
Pivot 1 day 3 day
R1 71.838 71.613
PP 71.750 71.300
S1 71.663 70.988

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

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