NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 66.775 68.150 1.375 2.1% 65.500
High 68.400 68.875 0.475 0.7% 68.875
Low 66.675 67.725 1.050 1.6% 65.225
Close 68.140 68.540 0.400 0.6% 68.540
Range 1.725 1.150 -0.575 -33.3% 3.650
ATR 1.336 1.323 -0.013 -1.0% 0.000
Volume 1,679 2,541 862 51.3% 7,337
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.830 71.335 69.173
R3 70.680 70.185 68.856
R2 69.530 69.530 68.751
R1 69.035 69.035 68.645 69.283
PP 68.380 68.380 68.380 68.504
S1 67.885 67.885 68.435 68.133
S2 67.230 67.230 68.329
S3 66.080 66.735 68.224
S4 64.930 65.585 67.908
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 78.497 77.168 70.548
R3 74.847 73.518 69.544
R2 71.197 71.197 69.209
R1 69.868 69.868 68.875 70.533
PP 67.547 67.547 67.547 67.879
S1 66.218 66.218 68.205 66.883
S2 63.897 63.897 67.871
S3 60.247 62.568 67.536
S4 56.597 58.918 66.533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.875 65.225 3.650 5.3% 1.410 2.1% 91% True False 1,467
10 68.875 65.225 3.650 5.3% 1.438 2.1% 91% True False 1,157
20 68.875 63.500 5.375 7.8% 1.386 2.0% 94% True False 786
40 68.900 63.500 5.400 7.9% 1.105 1.6% 93% False False 398
60 69.275 63.500 5.775 8.4% 0.816 1.2% 87% False False 269
80 69.275 61.900 7.375 10.8% 0.667 1.0% 90% False False 202
100 69.275 57.180 12.095 17.6% 0.534 0.8% 94% False False 162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.208
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.763
2.618 71.886
1.618 70.736
1.000 70.025
0.618 69.586
HIGH 68.875
0.618 68.436
0.500 68.300
0.382 68.164
LOW 67.725
0.618 67.014
1.000 66.575
1.618 65.864
2.618 64.714
4.250 62.838
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 68.460 68.106
PP 68.380 67.672
S1 68.300 67.238

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

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