NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 65.900 66.775 0.875 1.3% 65.800
High 67.150 68.400 1.250 1.9% 68.300
Low 65.600 66.675 1.075 1.6% 65.250
Close 66.930 68.140 1.210 1.8% 65.450
Range 1.550 1.725 0.175 11.3% 3.050
ATR 1.306 1.336 0.030 2.3% 0.000
Volume 991 1,679 688 69.4% 4,236
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.913 72.252 69.089
R3 71.188 70.527 68.614
R2 69.463 69.463 68.456
R1 68.802 68.802 68.298 69.133
PP 67.738 67.738 67.738 67.904
S1 67.077 67.077 67.982 67.408
S2 66.013 66.013 67.824
S3 64.288 65.352 67.666
S4 62.563 63.627 67.191
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 68.400 65.225 3.175 4.7% 1.645 2.4% 92% True False 1,257
10 68.400 64.750 3.650 5.4% 1.470 2.2% 93% True False 976
20 68.400 63.500 4.900 7.2% 1.425 2.1% 95% True False 660
40 68.900 63.500 5.400 7.9% 1.076 1.6% 86% False False 334
60 69.275 62.830 6.445 9.5% 0.797 1.2% 82% False False 226
80 69.275 61.240 8.035 11.8% 0.653 1.0% 86% False False 170
100 69.275 57.180 12.095 17.8% 0.522 0.8% 91% False False 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.208
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.731
2.618 72.916
1.618 71.191
1.000 70.125
0.618 69.466
HIGH 68.400
0.618 67.741
0.500 67.538
0.382 67.334
LOW 66.675
0.618 65.609
1.000 64.950
1.618 63.884
2.618 62.159
4.250 59.344
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 67.939 67.760
PP 67.738 67.380
S1 67.538 67.000

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

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