NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 70.650 71.200 0.550 0.8% 68.800
High 71.325 71.450 0.125 0.2% 71.075
Low 69.550 70.700 1.150 1.7% 67.075
Close 71.090 71.410 0.320 0.5% 70.680
Range 1.775 0.750 -1.025 -57.7% 4.000
ATR 1.528 1.472 -0.056 -3.6% 0.000
Volume 16,333 15,086 -1,247 -7.6% 85,035
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 73.437 73.173 71.823
R3 72.687 72.423 71.616
R2 71.937 71.937 71.548
R1 71.673 71.673 71.479 71.805
PP 71.187 71.187 71.187 71.253
S1 70.923 70.923 71.341 71.055
S2 70.437 70.437 71.273
S3 69.687 70.173 71.204
S4 68.937 69.423 70.998
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 81.610 80.145 72.880
R3 77.610 76.145 71.780
R2 73.610 73.610 71.413
R1 72.145 72.145 71.047 72.878
PP 69.610 69.610 69.610 69.976
S1 68.145 68.145 70.313 68.878
S2 65.610 65.610 69.947
S3 61.610 64.145 69.580
S4 57.610 60.145 68.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.450 67.075 4.375 6.1% 1.600 2.2% 99% True False 17,033
10 71.450 67.075 4.375 6.1% 1.635 2.3% 99% True False 16,699
20 71.450 65.225 6.225 8.7% 1.545 2.2% 99% True False 9,352
40 71.450 63.500 7.950 11.1% 1.314 1.8% 99% True False 4,812
60 71.450 63.500 7.950 11.1% 1.080 1.5% 99% True False 3,209
80 71.450 61.900 9.550 13.4% 0.906 1.3% 100% True False 2,410
100 71.450 60.650 10.800 15.1% 0.725 1.0% 100% True False 1,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.378
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 74.638
2.618 73.414
1.618 72.664
1.000 72.200
0.618 71.914
HIGH 71.450
0.618 71.164
0.500 71.075
0.382 70.987
LOW 70.700
0.618 70.237
1.000 69.950
1.618 69.487
2.618 68.737
4.250 67.513
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 71.298 71.094
PP 71.187 70.778
S1 71.075 70.463

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

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