NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 72.275 73.150 0.875 1.2% 70.950
High 73.175 73.375 0.200 0.3% 73.175
Low 71.850 72.300 0.450 0.6% 70.050
Close 73.150 72.610 -0.540 -0.7% 73.150
Range 1.325 1.075 -0.250 -18.9% 3.125
ATR 1.208 1.199 -0.010 -0.8% 0.000
Volume 2,376 1,052 -1,324 -55.7% 5,309
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.987 75.373 73.201
R3 74.912 74.298 72.906
R2 73.837 73.837 72.807
R1 73.223 73.223 72.709 72.993
PP 72.762 72.762 72.762 72.646
S1 72.148 72.148 72.511 71.918
S2 71.687 71.687 72.413
S3 70.612 71.073 72.314
S4 69.537 69.998 72.019
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 73.375 71.100 2.275 3.1% 1.030 1.4% 66% True False 1,071
10 73.375 67.600 5.775 8.0% 1.315 1.8% 87% True False 993
20 73.375 66.550 6.825 9.4% 1.289 1.8% 89% True False 588
40 73.375 64.550 8.825 12.2% 0.913 1.3% 91% True False 300
60 73.375 64.550 8.825 12.2% 0.638 0.9% 91% True False 200
80 73.375 62.840 10.535 14.5% 0.490 0.7% 93% True False 152
100 73.375 61.200 12.175 16.8% 0.394 0.5% 94% True False 122
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 0.310
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.944
2.618 76.189
1.618 75.114
1.000 74.450
0.618 74.039
HIGH 73.375
0.618 72.964
0.500 72.838
0.382 72.711
LOW 72.300
0.618 71.636
1.000 71.225
1.618 70.561
2.618 69.486
4.250 67.731
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 72.838 72.486
PP 72.762 72.362
S1 72.686 72.238

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

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