NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 76.825 75.075 -1.750 -2.3% 76.900
High 77.350 75.075 -2.275 -2.9% 78.775
Low 75.050 71.625 -3.425 -4.6% 75.050
Close 75.480 72.060 -3.420 -4.5% 75.480
Range 2.300 3.450 1.150 50.0% 3.725
ATR 1.728 1.880 0.152 8.8% 0.000
Volume 14,674 12,650 -2,024 -13.8% 87,196
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.270 81.115 73.958
R3 79.820 77.665 73.009
R2 76.370 76.370 72.693
R1 74.215 74.215 72.376 73.568
PP 72.920 72.920 72.920 72.596
S1 70.765 70.765 71.744 70.118
S2 69.470 69.470 71.428
S3 66.020 67.315 71.111
S4 62.570 63.865 70.163
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.610 85.270 77.529
R3 83.885 81.545 76.504
R2 80.160 80.160 76.163
R1 77.820 77.820 75.821 77.128
PP 76.435 76.435 76.435 76.089
S1 74.095 74.095 75.139 73.403
S2 72.710 72.710 74.797
S3 68.985 70.370 74.456
S4 65.260 66.645 73.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.775 71.625 7.150 9.9% 2.410 3.3% 6% False True 16,803
10 78.775 71.625 7.150 9.9% 2.368 3.3% 6% False True 16,401
20 78.775 71.625 7.150 9.9% 1.839 2.6% 6% False True 10,847
40 78.775 66.550 12.225 17.0% 1.564 2.2% 45% False False 5,718
60 78.775 64.550 14.225 19.7% 1.222 1.7% 53% False False 3,816
80 78.775 64.550 14.225 19.7% 0.938 1.3% 53% False False 2,862
100 78.775 62.840 15.935 22.1% 0.760 1.1% 58% False False 2,291
120 78.775 61.200 17.575 24.4% 0.635 0.9% 62% False False 1,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.413
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 89.738
2.618 84.107
1.618 80.657
1.000 78.525
0.618 77.207
HIGH 75.075
0.618 73.757
0.500 73.350
0.382 72.943
LOW 71.625
0.618 69.493
1.000 68.175
1.618 66.043
2.618 62.593
4.250 56.963
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 73.350 74.538
PP 72.920 73.712
S1 72.490 72.886

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

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