NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 68.100 69.100 1.000 1.5% 64.725
High 69.125 69.575 0.450 0.7% 68.300
Low 67.400 68.425 1.025 1.5% 64.550
Close 69.090 69.100 0.010 0.0% 68.000
Range 1.725 1.150 -0.575 -33.3% 3.750
ATR 1.523 1.496 -0.027 -1.7% 0.000
Volume 12,077 8,191 -3,886 -32.2% 59,960
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.483 71.942 69.733
R3 71.333 70.792 69.416
R2 70.183 70.183 69.311
R1 69.642 69.642 69.205 69.675
PP 69.033 69.033 69.033 69.050
S1 68.492 68.492 68.995 68.525
S2 67.883 67.883 68.889
S3 66.733 67.342 68.784
S4 65.583 66.192 68.468
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 69.575 64.925 4.650 6.7% 1.485 2.1% 90% True False 11,158
10 69.575 64.525 5.050 7.3% 1.520 2.2% 91% True False 11,976
20 69.575 62.450 7.125 10.3% 1.550 2.2% 93% True False 12,985
40 69.575 62.400 7.175 10.4% 1.498 2.2% 93% True False 7,138
60 69.575 62.400 7.175 10.4% 1.407 2.0% 93% True False 4,787
80 69.575 61.700 7.875 11.4% 1.128 1.6% 94% True False 3,595
100 69.575 56.680 12.895 18.7% 0.902 1.3% 96% True False 2,876
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 0.288
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.463
2.618 72.586
1.618 71.436
1.000 70.725
0.618 70.286
HIGH 69.575
0.618 69.136
0.500 69.000
0.382 68.864
LOW 68.425
0.618 67.714
1.000 67.275
1.618 66.564
2.618 65.414
4.250 63.538
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 69.067 68.871
PP 69.033 68.642
S1 69.000 68.413

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

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