NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 71.150 71.825 0.675 0.9% 70.650
High 72.350 72.950 0.600 0.8% 72.950
Low 70.800 71.550 0.750 1.1% 69.550
Close 71.810 72.810 1.000 1.4% 72.810
Range 1.550 1.400 -0.150 -9.7% 3.400
ATR 1.478 1.472 -0.006 -0.4% 0.000
Volume 7,814 18,393 10,579 135.4% 57,626
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.637 76.123 73.580
R3 75.237 74.723 73.195
R2 73.837 73.837 73.067
R1 73.323 73.323 72.938 73.580
PP 72.437 72.437 72.437 72.565
S1 71.923 71.923 72.682 72.180
S2 71.037 71.037 72.553
S3 69.637 70.523 72.425
S4 68.237 69.123 72.040
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 81.970 80.790 74.680
R3 78.570 77.390 73.745
R2 75.170 75.170 73.433
R1 73.990 73.990 73.122 74.580
PP 71.770 71.770 71.770 72.065
S1 70.590 70.590 72.498 71.180
S2 68.370 68.370 72.187
S3 64.970 67.190 71.875
S4 61.570 63.790 70.940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.950 69.475 3.475 4.8% 1.415 1.9% 96% True False 14,927
10 72.950 67.075 5.875 8.1% 1.575 2.2% 98% True False 16,037
20 72.950 65.225 7.725 10.6% 1.573 2.2% 98% True False 10,584
40 72.950 63.500 9.450 13.0% 1.357 1.9% 99% True False 5,466
60 72.950 63.500 9.450 13.0% 1.129 1.6% 99% True False 3,646
80 72.950 61.900 11.050 15.2% 0.915 1.3% 99% True False 2,737
100 72.950 60.650 12.300 16.9% 0.754 1.0% 99% True False 2,190
Crabel Price Patterns
NR True
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 0.380
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.900
2.618 76.615
1.618 75.215
1.000 74.350
0.618 73.815
HIGH 72.950
0.618 72.415
0.500 72.250
0.382 72.085
LOW 71.550
0.618 70.685
1.000 70.150
1.618 69.285
2.618 67.885
4.250 65.600
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 72.623 72.482
PP 72.437 72.153
S1 72.250 71.825

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

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