NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 67.500 65.500 -2.000 -3.0% 65.800
High 67.575 66.675 -0.900 -1.3% 68.300
Low 65.250 65.225 -0.025 0.0% 65.250
Close 65.450 66.640 1.190 1.8% 65.450
Range 2.325 1.450 -0.875 -37.6% 3.050
ATR 1.284 1.296 0.012 0.9% 0.000
Volume 1,493 1,450 -43 -2.9% 4,236
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.530 70.035 67.438
R3 69.080 68.585 67.039
R2 67.630 67.630 66.906
R1 67.135 67.135 66.773 67.383
PP 66.180 66.180 66.180 66.304
S1 65.685 65.685 66.507 65.933
S2 64.730 64.730 66.374
S3 63.280 64.235 66.241
S4 61.830 62.785 65.843
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 65.225 3.075 4.6% 1.395 2.1% 46% False True 1,002
10 68.300 63.500 4.800 7.2% 1.415 2.1% 65% False False 769
20 68.300 63.500 4.800 7.2% 1.309 2.0% 65% False False 495
40 69.000 63.500 5.500 8.3% 1.002 1.5% 57% False False 251
60 69.275 62.200 7.075 10.6% 0.723 1.1% 63% False False 171
80 69.275 61.240 8.035 12.1% 0.597 0.9% 67% False False 128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.220
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.838
2.618 70.471
1.618 69.021
1.000 68.125
0.618 67.571
HIGH 66.675
0.618 66.121
0.500 65.950
0.382 65.779
LOW 65.225
0.618 64.329
1.000 63.775
1.618 62.879
2.618 61.429
4.250 59.063
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 66.410 66.763
PP 66.180 66.722
S1 65.950 66.681

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

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