NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 66.900 67.500 0.600 0.9% 65.800
High 68.300 67.575 -0.725 -1.1% 68.300
Low 66.875 65.250 -1.625 -2.4% 65.250
Close 67.740 65.450 -2.290 -3.4% 65.450
Range 1.425 2.325 0.900 63.2% 3.050
ATR 1.192 1.284 0.093 7.8% 0.000
Volume 1,033 1,493 460 44.5% 4,236
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.067 71.583 66.729
R3 70.742 69.258 66.089
R2 68.417 68.417 65.876
R1 66.933 66.933 65.663 66.513
PP 66.092 66.092 66.092 65.881
S1 64.608 64.608 65.237 64.188
S2 63.767 63.767 65.024
S3 61.442 62.283 64.811
S4 59.117 59.958 64.171
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.483 73.517 67.128
R3 72.433 70.467 66.289
R2 69.383 69.383 66.009
R1 67.417 67.417 65.730 66.875
PP 66.333 66.333 66.333 66.063
S1 64.367 64.367 65.170 63.825
S2 63.283 63.283 64.891
S3 60.233 61.317 64.611
S4 57.183 58.267 63.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.300 65.250 3.050 4.7% 1.465 2.2% 7% False True 847
10 68.300 63.500 4.800 7.3% 1.358 2.1% 41% False False 685
20 68.300 63.500 4.800 7.3% 1.236 1.9% 41% False False 423
40 69.000 63.500 5.500 8.4% 0.966 1.5% 35% False False 214
60 69.275 62.200 7.075 10.8% 0.698 1.1% 46% False False 147
80 69.275 60.650 8.625 13.2% 0.579 0.9% 56% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.218
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 77.456
2.618 73.662
1.618 71.337
1.000 69.900
0.618 69.012
HIGH 67.575
0.618 66.687
0.500 66.413
0.382 66.138
LOW 65.250
0.618 63.813
1.000 62.925
1.618 61.488
2.618 59.163
4.250 55.369
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 66.413 66.775
PP 66.092 66.333
S1 65.771 65.892

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

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