NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 66.525 65.900 -0.625 -0.9% 65.800
High 66.775 67.150 0.375 0.6% 68.300
Low 65.600 65.600 0.000 0.0% 65.250
Close 66.060 66.930 0.870 1.3% 65.450
Range 1.175 1.550 0.375 31.9% 3.050
ATR 1.288 1.306 0.019 1.5% 0.000
Volume 676 991 315 46.6% 4,236
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.210 70.620 67.783
R3 69.660 69.070 67.356
R2 68.110 68.110 67.214
R1 67.520 67.520 67.072 67.815
PP 66.560 66.560 66.560 66.708
S1 65.970 65.970 66.788 66.265
S2 65.010 65.010 66.646
S3 63.460 64.420 66.504
S4 61.910 62.870 66.078
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% 1.585 2.4% 55% False False 1,128
10 68.300 63.500 4.800 7.2% 1.440 2.2% 71% False False 875
20 68.300 63.500 4.800 7.2% 1.368 2.0% 71% False False 577
40 68.900 63.500 5.400 8.1% 1.034 1.5% 64% False False 292
60 69.275 62.500 6.775 10.1% 0.768 1.1% 65% False False 198
80 69.275 61.240 8.035 12.0% 0.631 0.9% 71% False False 149
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 0.240
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.738
2.618 71.208
1.618 69.658
1.000 68.700
0.618 68.108
HIGH 67.150
0.618 66.558
0.500 66.375
0.382 66.192
LOW 65.600
0.618 64.642
1.000 64.050
1.618 63.092
2.618 61.542
4.250 59.013
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 66.745 66.683
PP 66.560 66.435
S1 66.375 66.188

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

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