NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 68.600 69.425 0.825 1.2% 65.500
High 69.700 69.950 0.250 0.4% 68.875
Low 67.975 68.900 0.925 1.4% 65.225
Close 69.620 69.540 -0.080 -0.1% 68.540
Range 1.725 1.050 -0.675 -39.1% 3.650
ATR 1.352 1.330 -0.022 -1.6% 0.000
Volume 2,347 7,316 4,969 211.7% 7,337
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.613 72.127 70.118
R3 71.563 71.077 69.829
R2 70.513 70.513 69.733
R1 70.027 70.027 69.636 70.270
PP 69.463 69.463 69.463 69.585
S1 68.977 68.977 69.444 69.220
S2 68.413 68.413 69.348
S3 67.363 67.927 69.251
S4 66.313 66.877 68.963
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 69.950 65.600 4.350 6.3% 1.440 2.1% 91% True False 2,974
10 69.950 65.225 4.725 6.8% 1.455 2.1% 91% True False 2,005
20 69.950 63.500 6.450 9.3% 1.383 2.0% 94% True False 1,266
40 69.950 63.500 6.450 9.3% 1.138 1.6% 94% True False 639
60 69.950 63.500 6.450 9.3% 0.852 1.2% 94% True False 430
80 69.950 61.900 8.050 11.6% 0.702 1.0% 95% True False 322
100 69.950 57.180 12.770 18.4% 0.561 0.8% 97% True False 258
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 0.305
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 74.413
2.618 72.699
1.618 71.649
1.000 71.000
0.618 70.599
HIGH 69.950
0.618 69.549
0.500 69.425
0.382 69.301
LOW 68.900
0.618 68.251
1.000 67.850
1.618 67.201
2.618 66.151
4.250 64.438
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 69.502 69.306
PP 69.463 69.072
S1 69.425 68.838

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

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