NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 71.490 71.000 -0.490 -0.7% 69.180
High 71.490 71.000 -0.490 -0.7% 71.000
Low 71.490 70.250 -1.240 -1.7% 68.750
Close 71.490 70.800 -0.690 -1.0% 70.860
Range 0.000 0.750 0.750 2.250
ATR 0.631 0.675 0.043 6.9% 0.000
Volume 7 7 0 0.0% 6
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.933 72.617 71.213
R3 72.183 71.867 71.006
R2 71.433 71.433 70.938
R1 71.117 71.117 70.869 70.900
PP 70.683 70.683 70.683 70.575
S1 70.367 70.367 70.731 70.150
S2 69.933 69.933 70.663
S3 69.183 69.617 70.594
S4 68.433 68.867 70.388
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 76.953 76.157 72.098
R3 74.703 73.907 71.479
R2 72.453 72.453 71.273
R1 71.657 71.657 71.066 72.055
PP 70.203 70.203 70.203 70.403
S1 69.407 69.407 70.654 69.805
S2 67.953 67.953 70.448
S3 65.703 67.157 70.241
S4 63.453 64.907 69.623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.610 70.000 1.610 2.3% 0.220 0.3% 50% False False 4
10 71.610 67.980 3.630 5.1% 0.110 0.2% 78% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 74.188
2.618 72.964
1.618 72.214
1.000 71.750
0.618 71.464
HIGH 71.000
0.618 70.714
0.500 70.625
0.382 70.537
LOW 70.250
0.618 69.787
1.000 69.500
1.618 69.037
2.618 68.287
4.250 67.063
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 70.742 70.930
PP 70.683 70.887
S1 70.625 70.843

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

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