NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 71.575 71.575 0.000 0.0% 69.300
High 71.925 72.600 0.675 0.9% 71.300
Low 71.400 71.100 -0.300 -0.4% 67.600
Close 71.925 72.150 0.225 0.3% 70.980
Range 0.525 1.500 0.975 185.7% 3.700
ATR 1.176 1.200 0.023 2.0% 0.000
Volume 704 523 -181 -25.7% 3,932
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.450 75.800 72.975
R3 74.950 74.300 72.563
R2 73.450 73.450 72.425
R1 72.800 72.800 72.288 73.125
PP 71.950 71.950 71.950 72.113
S1 71.300 71.300 72.013 71.625
S2 70.450 70.450 71.875
S3 68.950 69.800 71.738
S4 67.450 68.300 71.325
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 72.600 69.850 2.750 3.8% 1.170 1.6% 84% True False 777
10 72.600 67.600 5.000 6.9% 1.378 1.9% 91% True False 725
20 72.600 66.300 6.300 8.7% 1.230 1.7% 93% True False 418
40 72.600 64.550 8.050 11.2% 0.853 1.2% 94% True False 214
60 72.600 64.550 8.050 11.2% 0.598 0.8% 94% True False 143
80 72.600 62.840 9.760 13.5% 0.461 0.6% 95% True False 109
100 72.600 61.190 11.410 15.8% 0.370 0.5% 96% True False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.355
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.975
2.618 76.527
1.618 75.027
1.000 74.100
0.618 73.527
HIGH 72.600
0.618 72.027
0.500 71.850
0.382 71.673
LOW 71.100
0.618 70.173
1.000 69.600
1.618 68.673
2.618 67.173
4.250 64.725
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 72.050 72.050
PP 71.950 71.950
S1 71.850 71.850

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

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