NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 69.650 70.650 1.000 1.4% 68.800
High 71.075 71.325 0.250 0.4% 71.075
Low 69.475 69.550 0.075 0.1% 67.075
Close 70.680 71.090 0.410 0.6% 70.680
Range 1.600 1.775 0.175 10.9% 4.000
ATR 1.509 1.528 0.019 1.3% 0.000
Volume 17,010 16,333 -677 -4.0% 85,035
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.980 75.310 72.066
R3 74.205 73.535 71.578
R2 72.430 72.430 71.415
R1 71.760 71.760 71.253 72.095
PP 70.655 70.655 70.655 70.823
S1 69.985 69.985 70.927 70.320
S2 68.880 68.880 70.765
S3 67.105 68.210 70.602
S4 65.330 66.435 70.114
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 71.325 67.075 4.250 6.0% 1.765 2.5% 94% True False 17,704
10 71.325 67.075 4.250 6.0% 1.665 2.3% 94% True False 15,922
20 71.325 65.225 6.100 8.6% 1.548 2.2% 96% True False 8,623
40 71.325 63.500 7.825 11.0% 1.310 1.8% 97% True False 4,435
60 71.325 63.500 7.825 11.0% 1.074 1.5% 97% True False 2,958
80 71.325 61.900 9.425 13.3% 0.897 1.3% 98% True False 2,221
100 71.325 60.650 10.675 15.0% 0.717 1.0% 98% True False 1,777
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 0.405
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.869
2.618 75.972
1.618 74.197
1.000 73.100
0.618 72.422
HIGH 71.325
0.618 70.647
0.500 70.438
0.382 70.228
LOW 69.550
0.618 68.453
1.000 67.775
1.618 66.678
2.618 64.903
4.250 62.006
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 70.873 70.768
PP 70.655 70.447
S1 70.438 70.125

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

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