NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 72.750 72.050 -0.700 -1.0% 70.650
High 73.000 73.075 0.075 0.1% 72.950
Low 71.800 71.600 -0.200 -0.3% 69.550
Close 72.190 72.810 0.620 0.9% 72.810
Range 1.200 1.475 0.275 22.9% 3.400
ATR 1.453 1.454 0.002 0.1% 0.000
Volume 11,200 11,662 462 4.1% 57,626
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.920 76.340 73.621
R3 75.445 74.865 73.216
R2 73.970 73.970 73.080
R1 73.390 73.390 72.945 73.680
PP 72.495 72.495 72.495 72.640
S1 71.915 71.915 72.675 72.205
S2 71.020 71.020 72.540
S3 69.545 70.440 72.404
S4 68.070 68.965 71.999
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 73.075 70.700 2.375 3.3% 1.275 1.8% 89% True False 12,831
10 73.075 67.075 6.000 8.2% 1.520 2.1% 96% True False 15,267
20 73.075 65.600 7.475 10.3% 1.518 2.1% 96% True False 11,580
40 73.075 63.500 9.575 13.2% 1.413 1.9% 97% True False 6,037
60 73.075 63.500 9.575 13.2% 1.174 1.6% 97% True False 4,027
80 73.075 62.200 10.875 14.9% 0.921 1.3% 98% True False 3,023
100 73.075 61.240 11.835 16.3% 0.781 1.1% 98% True False 2,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.340
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.344
2.618 76.937
1.618 75.462
1.000 74.550
0.618 73.987
HIGH 73.075
0.618 72.512
0.500 72.338
0.382 72.163
LOW 71.600
0.618 70.688
1.000 70.125
1.618 69.213
2.618 67.738
4.250 65.331
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 72.653 72.644
PP 72.495 72.478
S1 72.338 72.313

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

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