NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 71.575 72.275 0.700 1.0% 70.950
High 72.600 73.175 0.575 0.8% 73.175
Low 71.100 71.850 0.750 1.1% 70.050
Close 72.150 73.150 1.000 1.4% 73.150
Range 1.500 1.325 -0.175 -11.7% 3.125
ATR 1.200 1.208 0.009 0.7% 0.000
Volume 523 2,376 1,853 354.3% 5,309
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.700 76.250 73.879
R3 75.375 74.925 73.514
R2 74.050 74.050 73.393
R1 73.600 73.600 73.271 73.825
PP 72.725 72.725 72.725 72.838
S1 72.275 72.275 73.029 72.500
S2 71.400 71.400 72.907
S3 70.075 70.950 72.786
S4 68.750 69.625 72.421
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 81.500 80.450 74.869
R3 78.375 77.325 74.009
R2 75.250 75.250 73.723
R1 74.200 74.200 73.436 74.725
PP 72.125 72.125 72.125 72.388
S1 71.075 71.075 72.864 71.600
S2 69.000 69.000 72.577
S3 65.875 67.950 72.291
S4 62.750 64.825 71.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.175 70.050 3.125 4.3% 1.145 1.6% 99% True False 1,061
10 73.175 67.600 5.575 7.6% 1.378 1.9% 100% True False 924
20 73.175 66.425 6.750 9.2% 1.235 1.7% 100% True False 536
40 73.175 64.550 8.625 11.8% 0.886 1.2% 100% True False 273
60 73.175 64.550 8.625 11.8% 0.620 0.8% 100% True False 183
80 73.175 62.840 10.335 14.1% 0.477 0.7% 100% True False 139
100 73.175 61.190 11.985 16.4% 0.383 0.5% 100% True False 111
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.358
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.806
2.618 76.644
1.618 75.319
1.000 74.500
0.618 73.994
HIGH 73.175
0.618 72.669
0.500 72.513
0.382 72.356
LOW 71.850
0.618 71.031
1.000 70.525
1.618 69.706
2.618 68.381
4.250 66.219
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 72.938 72.813
PP 72.725 72.475
S1 72.513 72.138

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

View Archives - Comment on this page... - Back to Index of Symbols