NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 66.050 67.700 1.650 2.5% 64.725
High 67.900 68.300 0.400 0.6% 68.300
Low 65.950 67.250 1.300 2.0% 64.550
Close 67.650 68.000 0.350 0.5% 68.000
Range 1.950 1.050 -0.900 -46.2% 3.750
ATR 1.542 1.507 -0.035 -2.3% 0.000
Volume 13,587 13,653 66 0.5% 59,960
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.000 70.550 68.578
R3 69.950 69.500 68.289
R2 68.900 68.900 68.193
R1 68.450 68.450 68.096 68.675
PP 67.850 67.850 67.850 67.963
S1 67.400 67.400 67.904 67.625
S2 66.800 66.800 67.808
S3 65.750 66.350 67.711
S4 64.700 65.300 67.423
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 78.200 76.850 70.063
R3 74.450 73.100 69.031
R2 70.700 70.700 68.688
R1 69.350 69.350 68.344 70.025
PP 66.950 66.950 66.950 67.288
S1 65.600 65.600 67.656 66.275
S2 63.200 63.200 67.313
S3 59.450 61.850 66.969
S4 55.700 58.100 65.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.300 64.550 3.750 5.5% 1.460 2.1% 92% True False 11,992
10 68.300 64.525 3.775 5.6% 1.525 2.2% 92% True False 12,515
20 68.300 62.450 5.850 8.6% 1.540 2.3% 95% True False 12,481
40 68.300 62.400 5.900 8.7% 1.509 2.2% 95% True False 6,639
60 68.750 62.400 6.350 9.3% 1.388 2.0% 88% False False 4,455
80 68.750 61.700 7.050 10.4% 1.092 1.6% 89% False False 3,341
100 68.750 56.680 12.070 17.8% 0.873 1.3% 94% False False 2,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.215
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 72.763
2.618 71.049
1.618 69.999
1.000 69.350
0.618 68.949
HIGH 68.300
0.618 67.899
0.500 67.775
0.382 67.651
LOW 67.250
0.618 66.601
1.000 66.200
1.618 65.551
2.618 64.501
4.250 62.788
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 67.925 67.538
PP 67.850 67.075
S1 67.775 66.613

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

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