NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 72.975 74.225 1.250 1.7% 73.150
High 74.175 74.600 0.425 0.6% 74.175
Low 72.625 73.825 1.200 1.7% 72.025
Close 74.130 74.230 0.100 0.1% 74.130
Range 1.550 0.775 -0.775 -50.0% 2.150
ATR 1.256 1.222 -0.034 -2.7% 0.000
Volume 2,216 1,672 -544 -24.5% 7,115
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.543 76.162 74.656
R3 75.768 75.387 74.443
R2 74.993 74.993 74.372
R1 74.612 74.612 74.301 74.803
PP 74.218 74.218 74.218 74.314
S1 73.837 73.837 74.159 74.028
S2 73.443 73.443 74.088
S3 72.668 73.062 74.017
S4 71.893 72.287 73.804
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.893 79.162 75.313
R3 77.743 77.012 74.721
R2 75.593 75.593 74.524
R1 74.862 74.862 74.327 75.228
PP 73.443 73.443 73.443 73.626
S1 72.712 72.712 73.933 73.078
S2 71.293 71.293 73.736
S3 69.143 70.562 73.539
S4 66.993 68.412 72.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.600 72.025 2.575 3.5% 1.280 1.7% 86% True False 1,547
10 74.600 71.100 3.500 4.7% 1.155 1.6% 89% True False 1,309
20 74.600 67.600 7.000 9.4% 1.343 1.8% 95% True False 963
40 74.600 64.550 10.050 13.5% 1.027 1.4% 96% True False 492
60 74.600 64.550 10.050 13.5% 0.744 1.0% 96% True False 329
80 74.600 64.550 10.050 13.5% 0.570 0.8% 96% True False 249
100 74.600 62.840 11.760 15.8% 0.458 0.6% 97% True False 199
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 0.358
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 77.894
2.618 76.629
1.618 75.854
1.000 75.375
0.618 75.079
HIGH 74.600
0.618 74.304
0.500 74.213
0.382 74.121
LOW 73.825
0.618 73.346
1.000 73.050
1.618 72.571
2.618 71.796
4.250 70.531
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 74.224 73.966
PP 74.218 73.702
S1 74.213 73.438

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

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