NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 65.175 65.800 0.625 1.0% 66.025
High 66.225 67.450 1.225 1.8% 66.225
Low 64.750 65.650 0.900 1.4% 63.500
Close 66.120 67.290 1.170 1.8% 66.120
Range 1.475 1.800 0.325 22.0% 2.725
ATR 1.167 1.212 0.045 3.9% 0.000
Volume 736 673 -63 -8.6% 2,005
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.197 71.543 68.280
R3 70.397 69.743 67.785
R2 68.597 68.597 67.620
R1 67.943 67.943 67.455 68.270
PP 66.797 66.797 66.797 66.960
S1 66.143 66.143 67.125 66.470
S2 64.997 64.997 66.960
S3 63.197 64.343 66.795
S4 61.397 62.543 66.300
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 67.450 63.500 3.950 5.9% 1.435 2.1% 96% True False 535
10 68.150 63.500 4.650 6.9% 1.390 2.1% 82% False False 478
20 68.150 63.500 4.650 6.9% 1.073 1.6% 82% False False 246
40 69.000 63.500 5.500 8.2% 0.838 1.2% 69% False False 126
60 69.275 61.900 7.375 11.0% 0.680 1.0% 73% False False 87
80 69.275 60.650 8.625 12.8% 0.510 0.8% 77% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.268
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 75.100
2.618 72.162
1.618 70.362
1.000 69.250
0.618 68.562
HIGH 67.450
0.618 66.762
0.500 66.550
0.382 66.338
LOW 65.650
0.618 64.538
1.000 63.850
1.618 62.738
2.618 60.938
4.250 58.000
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 67.043 66.685
PP 66.797 66.080
S1 66.550 65.475

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

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