NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 75.075 72.050 -3.025 -4.0% 76.900
High 75.075 72.625 -2.450 -3.3% 78.775
Low 71.625 71.150 -0.475 -0.7% 75.050
Close 72.060 72.420 0.360 0.5% 75.480
Range 3.450 1.475 -1.975 -57.2% 3.725
ATR 1.880 1.851 -0.029 -1.5% 0.000
Volume 12,650 19,764 7,114 56.2% 87,196
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.490 75.930 73.231
R3 75.015 74.455 72.826
R2 73.540 73.540 72.690
R1 72.980 72.980 72.555 73.260
PP 72.065 72.065 72.065 72.205
S1 71.505 71.505 72.285 71.785
S2 70.590 70.590 72.150
S3 69.115 70.030 72.014
S4 67.640 68.555 71.609
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 71.150 7.625 10.5% 2.370 3.3% 17% False True 17,920
10 78.775 71.150 7.625 10.5% 2.313 3.2% 17% False True 17,342
20 78.775 71.150 7.625 10.5% 1.846 2.5% 17% False True 11,778
40 78.775 66.725 12.050 16.6% 1.587 2.2% 47% False False 6,212
60 78.775 64.550 14.225 19.6% 1.245 1.7% 55% False False 4,145
80 78.775 64.550 14.225 19.6% 0.956 1.3% 55% False False 3,109
100 78.775 62.840 15.935 22.0% 0.775 1.1% 60% False False 2,489
120 78.775 61.640 17.135 23.7% 0.647 0.9% 63% False False 2,074
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.468
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.894
2.618 76.487
1.618 75.012
1.000 74.100
0.618 73.537
HIGH 72.625
0.618 72.062
0.500 71.888
0.382 71.713
LOW 71.150
0.618 70.238
1.000 69.675
1.618 68.763
2.618 67.288
4.250 64.881
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 72.243 74.250
PP 72.065 73.640
S1 71.888 73.030

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

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