NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 66.750 66.900 0.150 0.2% 66.025
High 67.275 68.300 1.025 1.5% 66.225
Low 66.300 66.875 0.575 0.9% 63.500
Close 66.990 67.740 0.750 1.1% 66.120
Range 0.975 1.425 0.450 46.2% 2.725
ATR 1.174 1.192 0.018 1.5% 0.000
Volume 529 1,033 504 95.3% 2,005
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.913 71.252 68.524
R3 70.488 69.827 68.132
R2 69.063 69.063 68.001
R1 68.402 68.402 67.871 68.733
PP 67.638 67.638 67.638 67.804
S1 66.977 66.977 67.609 67.308
S2 66.213 66.213 67.479
S3 64.788 65.552 67.348
S4 63.363 64.127 66.956
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 68.300 64.750 3.550 5.2% 1.295 1.9% 84% True False 695
10 68.300 63.500 4.800 7.1% 1.305 1.9% 88% True False 596
20 68.300 63.500 4.800 7.1% 1.141 1.7% 88% True False 348
40 69.000 63.500 5.500 8.1% 0.908 1.3% 77% False False 177
60 69.275 61.900 7.375 10.9% 0.696 1.0% 79% False False 122
80 69.275 60.650 8.625 12.7% 0.550 0.8% 82% False False 92
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 0.210
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.356
2.618 72.031
1.618 70.606
1.000 69.725
0.618 69.181
HIGH 68.300
0.618 67.756
0.500 67.588
0.382 67.419
LOW 66.875
0.618 65.994
1.000 65.450
1.618 64.569
2.618 63.144
4.250 60.819
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 67.689 67.593
PP 67.638 67.447
S1 67.588 67.300

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

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