NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 66.075 65.600 -0.475 -0.7% 65.050
High 66.200 66.300 0.100 0.2% 65.250
Low 65.225 65.225 0.000 0.0% 62.450
Close 65.610 65.960 0.350 0.5% 65.080
Range 0.975 1.075 0.100 10.3% 2.800
ATR 1.479 1.450 -0.029 -2.0% 0.000
Volume 12,094 11,740 -354 -2.9% 56,051
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.053 68.582 66.551
R3 67.978 67.507 66.256
R2 66.903 66.903 66.157
R1 66.432 66.432 66.059 66.668
PP 65.828 65.828 65.828 65.946
S1 65.357 65.357 65.861 65.593
S2 64.753 64.753 65.763
S3 63.678 64.282 65.664
S4 62.603 63.207 65.369
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 66.500 62.450 4.050 6.1% 1.450 2.2% 87% False False 13,619
10 66.500 62.450 4.050 6.1% 1.533 2.3% 87% False False 13,874
20 67.100 62.400 4.700 7.1% 1.456 2.2% 76% False False 8,502
40 68.450 62.400 6.050 9.2% 1.448 2.2% 59% False False 4,456
60 68.750 61.700 7.050 10.7% 1.212 1.8% 60% False False 2,992
80 68.750 60.220 8.530 12.9% 0.951 1.4% 67% False False 2,244
100 68.750 54.000 14.750 22.4% 0.761 1.2% 81% False False 1,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.393
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.869
2.618 69.114
1.618 68.039
1.000 67.375
0.618 66.964
HIGH 66.300
0.618 65.889
0.500 65.763
0.382 65.636
LOW 65.225
0.618 64.561
1.000 64.150
1.618 63.486
2.618 62.411
4.250 60.656
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 65.894 65.815
PP 65.828 65.670
S1 65.763 65.525

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

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