NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 65.800 67.175 1.375 2.1% 66.025
High 67.450 67.200 -0.250 -0.4% 66.225
Low 65.650 66.400 0.750 1.1% 63.500
Close 67.290 66.740 -0.550 -0.8% 66.120
Range 1.800 0.800 -1.000 -55.6% 2.725
ATR 1.212 1.189 -0.023 -1.9% 0.000
Volume 673 508 -165 -24.5% 2,005
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.180 68.760 67.180
R3 68.380 67.960 66.960
R2 67.580 67.580 66.887
R1 67.160 67.160 66.813 66.970
PP 66.780 66.780 66.780 66.685
S1 66.360 66.360 66.667 66.170
S2 65.980 65.980 66.593
S3 65.180 65.560 66.520
S4 64.380 64.760 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% 1.245 1.9% 82% False False 606
10 68.000 63.500 4.500 6.7% 1.310 2.0% 72% False False 526
20 68.150 63.500 4.650 7.0% 1.083 1.6% 70% False False 271
40 69.000 63.500 5.500 8.2% 0.848 1.3% 59% False False 138
60 69.275 61.900 7.375 11.1% 0.693 1.0% 66% False False 96
80 69.275 60.650 8.625 12.9% 0.520 0.8% 71% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.195
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.600
2.618 69.294
1.618 68.494
1.000 68.000
0.618 67.694
HIGH 67.200
0.618 66.894
0.500 66.800
0.382 66.706
LOW 66.400
0.618 65.906
1.000 65.600
1.618 65.106
2.618 64.306
4.250 63.000
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 66.800 66.527
PP 66.780 66.313
S1 66.760 66.100

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

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