NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary
Previous Current
11-Jul-2007 12-Jul-2007 Change Change % Previous Week
Open 73.050 72.900 -0.150 -0.2% 70.950
High 73.350 74.150 0.800 1.1% 73.175
Low 72.475 72.275 -0.200 -0.3% 70.050
Close 72.940 72.870 -0.070 -0.1% 73.150
Range 0.875 1.875 1.000 114.3% 3.125
ATR 1.184 1.234 0.049 4.2% 0.000
Volume 1,116 1,588 472 42.3% 5,309
Daily Pivots for day following 12-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.723 77.672 73.901
R3 76.848 75.797 73.386
R2 74.973 74.973 73.214
R1 73.922 73.922 73.042 73.510
PP 73.098 73.098 73.098 72.893
S1 72.047 72.047 72.698 71.635
S2 71.223 71.223 72.526
S3 69.348 70.172 72.354
S4 67.473 68.297 71.839
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 74.150 71.850 2.300 3.2% 1.295 1.8% 44% True False 1,455
10 74.150 69.850 4.300 5.9% 1.233 1.7% 70% True False 1,116
20 74.150 67.600 6.550 9.0% 1.336 1.8% 80% True False 779
40 74.150 64.550 9.600 13.2% 1.013 1.4% 87% True False 395
60 74.150 64.550 9.600 13.2% 0.705 1.0% 87% True False 264
80 74.150 63.390 10.760 14.8% 0.541 0.7% 88% True False 200
100 74.150 62.840 11.310 15.5% 0.435 0.6% 89% True False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.360
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.119
2.618 79.059
1.618 77.184
1.000 76.025
0.618 75.309
HIGH 74.150
0.618 73.434
0.500 73.213
0.382 72.991
LOW 72.275
0.618 71.116
1.000 70.400
1.618 69.241
2.618 67.366
4.250 64.306
Fisher Pivots for day following 12-Jul-2007
Pivot 1 day 3 day
R1 73.213 73.088
PP 73.098 73.015
S1 72.984 72.943

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

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