NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 65.500 66.525 1.025 1.6% 65.800
High 66.675 66.775 0.100 0.1% 68.300
Low 65.225 65.600 0.375 0.6% 65.250
Close 66.640 66.060 -0.580 -0.9% 65.450
Range 1.450 1.175 -0.275 -19.0% 3.050
ATR 1.296 1.288 -0.009 -0.7% 0.000
Volume 1,450 676 -774 -53.4% 4,236
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.670 69.040 66.706
R3 68.495 67.865 66.383
R2 67.320 67.320 66.275
R1 66.690 66.690 66.168 66.418
PP 66.145 66.145 66.145 66.009
S1 65.515 65.515 65.952 65.243
S2 64.970 64.970 65.845
S3 63.795 64.340 65.737
S4 62.620 63.165 65.414
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 4.7% 1.470 2.2% 27% False False 1,036
10 68.300 63.500 4.800 7.3% 1.358 2.1% 53% False False 821
20 68.300 63.500 4.800 7.3% 1.335 2.0% 53% False False 528
40 68.900 63.500 5.400 8.2% 0.995 1.5% 47% False False 268
60 69.275 62.500 6.775 10.3% 0.742 1.1% 53% False False 182
80 69.275 61.240 8.035 12.2% 0.612 0.9% 60% False False 137
Crabel Price Patterns
NR True
NR4 True
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 0.243
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.769
2.618 69.851
1.618 68.676
1.000 67.950
0.618 67.501
HIGH 66.775
0.618 66.326
0.500 66.188
0.382 66.049
LOW 65.600
0.618 64.874
1.000 64.425
1.618 63.699
2.618 62.524
4.250 60.606
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 66.188 66.400
PP 66.145 66.287
S1 66.103 66.173

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

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