NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 74.275 74.300 0.025 0.0% 73.150
High 75.350 75.450 0.100 0.1% 74.175
Low 73.675 73.950 0.275 0.4% 72.025
Close 74.110 75.300 1.190 1.6% 74.130
Range 1.675 1.500 -0.175 -10.4% 2.150
ATR 1.254 1.272 0.018 1.4% 0.000
Volume 3,641 8,945 5,304 145.7% 7,115
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.400 78.850 76.125
R3 77.900 77.350 75.713
R2 76.400 76.400 75.575
R1 75.850 75.850 75.438 76.125
PP 74.900 74.900 74.900 75.038
S1 74.350 74.350 75.163 74.625
S2 73.400 73.400 75.025
S3 71.900 72.850 74.888
S4 70.400 71.350 74.475
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 75.450 72.275 3.175 4.2% 1.475 2.0% 95% True False 3,612
10 75.450 71.100 4.350 5.8% 1.348 1.8% 97% True False 2,427
20 75.450 67.600 7.850 10.4% 1.365 1.8% 98% True False 1,584
40 75.450 64.550 10.900 14.5% 1.106 1.5% 99% True False 807
60 75.450 64.550 10.900 14.5% 0.776 1.0% 99% True False 539
80 75.450 64.550 10.900 14.5% 0.610 0.8% 99% True False 406
100 75.450 62.840 12.610 16.7% 0.490 0.7% 99% True False 325
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 0.425
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.825
2.618 79.377
1.618 77.877
1.000 76.950
0.618 76.377
HIGH 75.450
0.618 74.877
0.500 74.700
0.382 74.523
LOW 73.950
0.618 73.023
1.000 72.450
1.618 71.523
2.618 70.023
4.250 67.575
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 75.100 75.054
PP 74.900 74.808
S1 74.700 74.563

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

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