NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 71.440 72.000 0.560 0.8% 71.220
High 71.440 72.000 0.560 0.8% 71.440
Low 71.440 72.000 0.560 0.8% 69.400
Close 71.440 72.170 0.730 1.0% 71.440
Range
ATR 0.730 0.718 -0.012 -1.7% 0.000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 72.057 72.113 72.170
R3 72.057 72.113 72.170
R2 72.057 72.057 72.170
R1 72.113 72.113 72.170 72.085
PP 72.057 72.057 72.057 72.043
S1 72.113 72.113 72.170 72.085
S2 72.057 72.057 72.170
S3 72.057 72.113 72.170
S4 72.057 72.113 72.170
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 76.880 76.200 72.562
R3 74.840 74.160 72.001
R2 72.800 72.800 71.814
R1 72.120 72.120 71.627 72.460
PP 70.760 70.760 70.760 70.930
S1 70.080 70.080 71.253 70.420
S2 68.720 68.720 71.066
S3 66.680 68.040 70.879
S4 64.640 66.000 70.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.000 69.400 2.600 3.6% 0.300 0.4% 107% True False 3
10 72.000 69.400 2.600 3.6% 0.225 0.3% 107% True False 4
20 72.000 67.980 4.020 5.6% 0.130 0.2% 104% True False 2
Crabel Price Patterns
NR False
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 0.000
Fibonacci Retracements and Extensions
4.250 72.000
2.618 72.000
1.618 72.000
1.000 72.000
0.618 72.000
HIGH 72.000
0.618 72.000
0.500 72.000
0.382 72.000
LOW 72.000
0.618 72.000
1.000 72.000
1.618 72.000
2.618 72.000
4.250 72.000
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 72.113 71.863
PP 72.057 71.557
S1 72.000 71.250

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

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