NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 74.000 74.300 0.300 0.4% 72.750
High 74.475 75.350 0.875 1.2% 74.000
Low 73.650 73.550 -0.100 -0.1% 71.600
Close 74.150 74.020 -0.130 -0.2% 73.930
Range 0.825 1.800 0.975 118.2% 2.400
ATR 1.423 1.450 0.027 1.9% 0.000
Volume 11,364 11,035 -329 -2.9% 64,255
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.707 78.663 75.010
R3 77.907 76.863 74.515
R2 76.107 76.107 74.350
R1 75.063 75.063 74.185 74.685
PP 74.307 74.307 74.307 74.118
S1 73.263 73.263 73.855 72.885
S2 72.507 72.507 73.690
S3 70.707 71.463 73.525
S4 68.907 69.663 73.030
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 80.377 79.553 75.250
R3 77.977 77.153 74.590
R2 75.577 75.577 74.370
R1 74.753 74.753 74.150 75.165
PP 73.177 73.177 73.177 73.383
S1 72.353 72.353 73.710 72.765
S2 70.777 70.777 73.490
S3 68.377 69.953 73.270
S4 65.977 67.553 72.610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.350 71.925 3.425 4.6% 1.430 1.9% 61% True False 12,758
10 75.350 70.700 4.650 6.3% 1.353 1.8% 71% True False 12,794
20 75.350 67.075 8.275 11.2% 1.509 2.0% 84% True False 14,358
40 75.350 63.500 11.850 16.0% 1.459 2.0% 89% True False 7,630
60 75.350 63.500 11.850 16.0% 1.268 1.7% 89% True False 5,090
80 75.350 63.500 11.850 16.0% 1.011 1.4% 89% True False 3,820
100 75.350 61.900 13.450 18.2% 0.853 1.2% 90% True False 3,056
120 75.350 57.180 18.170 24.5% 0.710 1.0% 93% True False 2,547
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.398
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.000
2.618 80.062
1.618 78.262
1.000 77.150
0.618 76.462
HIGH 75.350
0.618 74.662
0.500 74.450
0.382 74.238
LOW 73.550
0.618 72.438
1.000 71.750
1.618 70.638
2.618 68.838
4.250 65.900
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 74.450 73.955
PP 74.307 73.890
S1 74.163 73.825

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

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