NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 69.000 69.650 0.650 0.9% 68.800
High 70.525 71.075 0.550 0.8% 71.075
Low 68.925 69.475 0.550 0.8% 67.075
Close 69.570 70.680 1.110 1.6% 70.680
Range 1.600 1.600 0.000 0.0% 4.000
ATR 1.501 1.509 0.007 0.5% 0.000
Volume 22,370 17,010 -5,360 -24.0% 85,035
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.210 74.545 71.560
R3 73.610 72.945 71.120
R2 72.010 72.010 70.973
R1 71.345 71.345 70.827 71.678
PP 70.410 70.410 70.410 70.576
S1 69.745 69.745 70.533 70.078
S2 68.810 68.810 70.387
S3 67.210 68.145 70.240
S4 65.610 66.545 69.800
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 81.610 80.145 72.880
R3 77.610 76.145 71.780
R2 73.610 73.610 71.413
R1 72.145 72.145 71.047 72.878
PP 69.610 69.610 69.610 69.976
S1 68.145 68.145 70.313 68.878
S2 65.610 65.610 69.947
S3 61.610 64.145 69.580
S4 57.610 60.145 68.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.075 67.075 4.000 5.7% 1.790 2.5% 90% True False 17,007
10 71.075 67.075 4.000 5.7% 1.660 2.3% 90% True False 14,523
20 71.075 65.225 5.850 8.3% 1.549 2.2% 93% True False 7,840
40 71.075 63.500 7.575 10.7% 1.302 1.8% 95% True False 4,027
60 71.075 63.500 7.575 10.7% 1.045 1.5% 95% True False 2,686
80 71.075 61.900 9.175 13.0% 0.874 1.2% 96% True False 2,017
100 71.075 60.650 10.425 14.7% 0.700 1.0% 96% True False 1,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.400
Fibonacci Retracements and Extensions
4.250 77.875
2.618 75.264
1.618 73.664
1.000 72.675
0.618 72.064
HIGH 71.075
0.618 70.464
0.500 70.275
0.382 70.086
LOW 69.475
0.618 68.486
1.000 67.875
1.618 66.886
2.618 65.286
4.250 62.675
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 70.545 70.145
PP 70.410 69.610
S1 70.275 69.075

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

View Archives - Comment on this page... - Back to Index of Symbols