NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 68.150 68.600 0.450 0.7% 65.500
High 68.875 69.700 0.825 1.2% 68.875
Low 67.725 67.975 0.250 0.4% 65.225
Close 68.540 69.620 1.080 1.6% 68.540
Range 1.150 1.725 0.575 50.0% 3.650
ATR 1.323 1.352 0.029 2.2% 0.000
Volume 2,541 2,347 -194 -7.6% 7,337
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.273 73.672 70.569
R3 72.548 71.947 70.094
R2 70.823 70.823 69.936
R1 70.222 70.222 69.778 70.523
PP 69.098 69.098 69.098 69.249
S1 68.497 68.497 69.462 68.798
S2 67.373 67.373 69.304
S3 65.648 66.772 69.146
S4 63.923 65.047 68.671
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 69.700 65.600 4.100 5.9% 1.465 2.1% 98% True False 1,646
10 69.700 65.225 4.475 6.4% 1.430 2.1% 98% True False 1,324
20 69.700 63.500 6.200 8.9% 1.410 2.0% 99% True False 901
40 69.700 63.500 6.200 8.9% 1.148 1.6% 99% True False 456
60 69.700 63.500 6.200 8.9% 0.845 1.2% 99% True False 308
80 69.700 61.900 7.800 11.2% 0.688 1.0% 99% True False 231
100 69.700 57.180 12.520 18.0% 0.551 0.8% 99% True False 185
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 0.255
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.031
2.618 74.216
1.618 72.491
1.000 71.425
0.618 70.766
HIGH 69.700
0.618 69.041
0.500 68.838
0.382 68.634
LOW 67.975
0.618 66.909
1.000 66.250
1.618 65.184
2.618 63.459
4.250 60.644
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 69.359 69.143
PP 69.098 68.665
S1 68.838 68.188

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

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