NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 74.300 74.150 -0.150 -0.2% 72.750
High 75.350 75.325 -0.025 0.0% 74.000
Low 73.550 73.900 0.350 0.5% 71.600
Close 74.020 75.050 1.030 1.4% 73.930
Range 1.800 1.425 -0.375 -20.8% 2.400
ATR 1.450 1.448 -0.002 -0.1% 0.000
Volume 11,035 17,027 5,992 54.3% 64,255
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.033 78.467 75.834
R3 77.608 77.042 75.442
R2 76.183 76.183 75.311
R1 75.617 75.617 75.181 75.900
PP 74.758 74.758 74.758 74.900
S1 74.192 74.192 74.919 74.475
S2 73.333 73.333 74.789
S3 71.908 72.767 74.658
S4 70.483 71.342 74.266
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% 1.520 2.0% 91% False False 13,574
10 75.350 70.800 4.550 6.1% 1.420 1.9% 93% False False 12,988
20 75.350 67.075 8.275 11.0% 1.528 2.0% 96% False False 14,844
40 75.350 63.500 11.850 15.8% 1.455 1.9% 97% False False 8,055
60 75.350 63.500 11.850 15.8% 1.268 1.7% 97% False False 5,374
80 75.350 63.500 11.850 15.8% 1.021 1.4% 97% False False 4,033
100 75.350 61.900 13.450 17.9% 0.867 1.2% 98% False False 3,227
120 75.350 57.180 18.170 24.2% 0.722 1.0% 98% False False 2,689
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.398
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.381
2.618 79.056
1.618 77.631
1.000 76.750
0.618 76.206
HIGH 75.325
0.618 74.781
0.500 74.613
0.382 74.444
LOW 73.900
0.618 73.019
1.000 72.475
1.618 71.594
2.618 70.169
4.250 67.844
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 74.904 74.850
PP 74.758 74.650
S1 74.613 74.450

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

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