NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 71.200 71.150 -0.050 -0.1% 68.800
High 71.450 72.350 0.900 1.3% 71.075
Low 70.700 70.800 0.100 0.1% 67.075
Close 71.410 71.810 0.400 0.6% 70.680
Range 0.750 1.550 0.800 106.7% 4.000
ATR 1.472 1.478 0.006 0.4% 0.000
Volume 15,086 7,814 -7,272 -48.2% 85,035
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.303 75.607 72.663
R3 74.753 74.057 72.236
R2 73.203 73.203 72.094
R1 72.507 72.507 71.952 72.855
PP 71.653 71.653 71.653 71.828
S1 70.957 70.957 71.668 71.305
S2 70.103 70.103 71.526
S3 68.553 69.407 71.384
S4 67.003 67.857 70.958
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 72.350 68.925 3.425 4.8% 1.455 2.0% 84% True False 15,722
10 72.350 67.075 5.275 7.3% 1.595 2.2% 90% True False 16,279
20 72.350 65.225 7.125 9.9% 1.574 2.2% 92% True False 9,716
40 72.350 63.500 8.850 12.3% 1.333 1.9% 94% True False 5,007
60 72.350 63.500 8.850 12.3% 1.106 1.5% 94% True False 3,340
80 72.350 61.900 10.450 14.6% 0.925 1.3% 95% True False 2,507
100 72.350 60.650 11.700 16.3% 0.740 1.0% 95% True False 2,006
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 0.395
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.938
2.618 76.408
1.618 74.858
1.000 73.900
0.618 73.308
HIGH 72.350
0.618 71.758
0.500 71.575
0.382 71.392
LOW 70.800
0.618 69.842
1.000 69.250
1.618 68.292
2.618 66.742
4.250 64.213
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 71.732 71.523
PP 71.653 71.237
S1 71.575 70.950

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

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