NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 68.800 69.075 0.275 0.4% 68.600
High 69.450 69.175 -0.275 -0.4% 69.950
Low 67.550 67.600 0.050 0.1% 67.650
Close 69.180 67.770 -1.410 -2.0% 69.140
Range 1.900 1.575 -0.325 -17.1% 2.300
ATR 1.423 1.434 0.011 0.8% 0.000
Volume 12,847 18,441 5,594 43.5% 60,204
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.907 71.913 68.636
R3 71.332 70.338 68.203
R2 69.757 69.757 68.059
R1 68.763 68.763 67.914 68.473
PP 68.182 68.182 68.182 68.036
S1 67.188 67.188 67.626 66.898
S2 66.607 66.607 67.481
S3 65.032 65.613 67.337
S4 63.457 64.038 66.904
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 69.875 67.550 2.325 3.4% 1.670 2.5% 9% False False 16,365
10 69.950 65.600 4.350 6.4% 1.555 2.3% 50% False False 9,670
20 69.950 63.500 6.450 9.5% 1.456 2.1% 66% False False 5,245
40 69.950 63.500 6.450 9.5% 1.254 1.9% 66% False False 2,684
60 69.950 63.500 6.450 9.5% 0.959 1.4% 66% False False 1,792
80 69.950 61.900 8.050 11.9% 0.806 1.2% 73% False False 1,345
100 69.950 60.550 9.400 13.9% 0.645 1.0% 77% False False 1,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.378
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.869
2.618 73.298
1.618 71.723
1.000 70.750
0.618 70.148
HIGH 69.175
0.618 68.573
0.500 68.388
0.382 68.202
LOW 67.600
0.618 66.627
1.000 66.025
1.618 65.052
2.618 63.477
4.250 60.906
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 68.388 68.525
PP 68.182 68.273
S1 67.976 68.022

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

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