NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 68.625 68.800 0.175 0.3% 68.600
High 69.500 69.450 -0.050 -0.1% 69.950
Low 68.175 67.550 -0.625 -0.9% 67.650
Close 69.140 69.180 0.040 0.1% 69.140
Range 1.325 1.900 0.575 43.4% 2.300
ATR 1.386 1.423 0.037 2.6% 0.000
Volume 17,718 12,847 -4,871 -27.5% 60,204
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.427 73.703 70.225
R3 72.527 71.803 69.703
R2 70.627 70.627 69.528
R1 69.903 69.903 69.354 70.265
PP 68.727 68.727 68.727 68.908
S1 68.003 68.003 69.006 68.365
S2 66.827 66.827 68.832
S3 64.927 66.103 68.658
S4 63.027 64.203 68.135
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.813 74.777 70.405
R3 73.513 72.477 69.773
R2 71.213 71.213 69.562
R1 70.177 70.177 69.351 70.695
PP 68.913 68.913 68.913 69.173
S1 67.877 67.877 68.929 68.395
S2 66.613 66.613 68.718
S3 64.313 65.577 68.508
S4 62.013 63.277 67.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.950 67.550 2.400 3.5% 1.565 2.3% 68% False True 14,140
10 69.950 65.600 4.350 6.3% 1.515 2.2% 82% False False 7,893
20 69.950 63.500 6.450 9.3% 1.465 2.1% 88% False False 4,331
40 69.950 63.500 6.450 9.3% 1.231 1.8% 88% False False 2,223
60 69.950 63.500 6.450 9.3% 0.950 1.4% 88% False False 1,485
80 69.950 61.900 8.050 11.6% 0.786 1.1% 90% False False 1,115
100 69.950 60.550 9.400 13.6% 0.629 0.9% 92% False False 892
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 0.393
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.525
2.618 74.424
1.618 72.524
1.000 71.350
0.618 70.624
HIGH 69.450
0.618 68.724
0.500 68.500
0.382 68.276
LOW 67.550
0.618 66.376
1.000 65.650
1.618 64.476
2.618 62.576
4.250 59.475
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 68.953 69.024
PP 68.727 68.868
S1 68.500 68.713

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

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