NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 63.425 64.225 0.800 1.3% 65.050
High 64.275 65.250 0.975 1.5% 65.250
Low 62.450 63.825 1.375 2.2% 62.450
Close 64.010 65.080 1.070 1.7% 65.080
Range 1.825 1.425 -0.400 -21.9% 2.800
ATR 1.489 1.484 -0.005 -0.3% 0.000
Volume 11,839 18,856 7,017 59.3% 56,051
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 68.993 68.462 65.864
R3 67.568 67.037 65.472
R2 66.143 66.143 65.341
R1 65.612 65.612 65.211 65.878
PP 64.718 64.718 64.718 64.851
S1 64.187 64.187 64.949 64.453
S2 63.293 63.293 64.819
S3 61.868 62.762 64.688
S4 60.443 61.337 64.296
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.660 71.670 66.620
R3 69.860 68.870 65.850
R2 67.060 67.060 65.593
R1 66.070 66.070 65.337 66.565
PP 64.260 64.260 64.260 64.508
S1 63.270 63.270 64.823 63.765
S2 61.460 61.460 64.567
S3 58.660 60.470 64.310
S4 55.860 57.670 63.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.250 62.450 2.800 4.3% 1.580 2.4% 94% True False 14,162
10 67.100 62.450 4.650 7.1% 1.555 2.4% 57% False False 12,446
20 67.100 62.400 4.700 7.2% 1.473 2.3% 57% False False 6,789
40 68.450 62.400 6.050 9.3% 1.426 2.2% 44% False False 3,534
60 68.750 61.700 7.050 10.8% 1.145 1.8% 48% False False 2,369
80 68.750 60.220 8.530 13.1% 0.901 1.4% 57% False False 1,777
100 68.750 54.000 14.750 22.7% 0.721 1.1% 75% False False 1,422
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 0.413
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.306
2.618 68.981
1.618 67.556
1.000 66.675
0.618 66.131
HIGH 65.250
0.618 64.706
0.500 64.538
0.382 64.369
LOW 63.825
0.618 62.944
1.000 62.400
1.618 61.519
2.618 60.094
4.250 57.769
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 64.899 64.670
PP 64.718 64.260
S1 64.538 63.850

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

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