NYMEX miNY Light Sweet Crude Oil Future August 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 64.500 65.175 0.675 1.0% 66.025
High 64.925 66.225 1.300 2.0% 66.225
Low 63.500 64.750 1.250 2.0% 63.500
Close 64.990 66.120 1.130 1.7% 66.120
Range 1.425 1.475 0.050 3.5% 2.725
ATR 1.143 1.167 0.024 2.1% 0.000
Volume 667 736 69 10.3% 2,005
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.123 69.597 66.931
R3 68.648 68.122 66.526
R2 67.173 67.173 66.390
R1 66.647 66.647 66.255 66.910
PP 65.698 65.698 65.698 65.830
S1 65.172 65.172 65.985 65.435
S2 64.223 64.223 65.850
S3 62.748 63.697 65.714
S4 61.273 62.222 65.309
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.457 72.513 67.619
R3 70.732 69.788 66.869
R2 68.007 68.007 66.620
R1 67.063 67.063 66.370 67.535
PP 65.282 65.282 65.282 65.518
S1 64.338 64.338 65.870 64.810
S2 62.557 62.557 65.620
S3 59.832 61.613 65.371
S4 57.107 58.888 64.621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.525 63.500 3.025 4.6% 1.250 1.9% 87% False False 522
10 68.150 63.500 4.650 7.0% 1.335 2.0% 56% False False 415
20 68.150 63.500 4.650 7.0% 1.055 1.6% 56% False False 213
40 69.000 63.500 5.500 8.3% 0.793 1.2% 48% False False 110
60 69.275 61.900 7.375 11.2% 0.650 1.0% 57% False False 76
80 69.275 60.650 8.625 13.0% 0.487 0.7% 63% False False 57
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.273
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.494
2.618 70.087
1.618 68.612
1.000 67.700
0.618 67.137
HIGH 66.225
0.618 65.662
0.500 65.488
0.382 65.313
LOW 64.750
0.618 63.838
1.000 63.275
1.618 62.363
2.618 60.888
4.250 58.481
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 65.909 65.701
PP 65.698 65.282
S1 65.488 64.863

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

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