NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 74.225 74.275 0.050 0.1% 73.150
High 74.600 75.350 0.750 1.0% 74.175
Low 73.825 73.675 -0.150 -0.2% 72.025
Close 74.230 74.110 -0.120 -0.2% 74.130
Range 0.775 1.675 0.900 116.1% 2.150
ATR 1.222 1.254 0.032 2.6% 0.000
Volume 1,672 3,641 1,969 117.8% 7,115
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.403 78.432 75.031
R3 77.728 76.757 74.571
R2 76.053 76.053 74.417
R1 75.082 75.082 74.264 74.730
PP 74.378 74.378 74.378 74.203
S1 73.407 73.407 73.956 73.055
S2 72.703 72.703 73.803
S3 71.028 71.732 73.649
S4 69.353 70.057 73.189
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 75.350 72.275 3.075 4.1% 1.350 1.8% 60% True False 2,046
10 75.350 71.100 4.250 5.7% 1.250 1.7% 71% True False 1,603
20 75.350 67.600 7.750 10.5% 1.378 1.9% 84% True False 1,143
40 75.350 64.550 10.800 14.6% 1.069 1.4% 89% True False 583
60 75.350 64.550 10.800 14.6% 0.751 1.0% 89% True False 390
80 75.350 64.550 10.800 14.6% 0.591 0.8% 89% True False 294
100 75.350 62.840 12.510 16.9% 0.475 0.6% 90% True False 236
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 0.408
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.469
2.618 79.735
1.618 78.060
1.000 77.025
0.618 76.385
HIGH 75.350
0.618 74.710
0.500 74.513
0.382 74.315
LOW 73.675
0.618 72.640
1.000 72.000
1.618 70.965
2.618 69.290
4.250 66.556
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 74.513 74.069
PP 74.378 74.028
S1 74.244 73.988

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

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