NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 72.050 72.650 0.600 0.8% 70.650
High 73.075 73.050 -0.025 0.0% 72.950
Low 71.600 72.075 0.475 0.7% 69.550
Close 72.810 72.560 -0.250 -0.3% 72.810
Range 1.475 0.975 -0.500 -33.9% 3.400
ATR 1.454 1.420 -0.034 -2.4% 0.000
Volume 11,662 12,948 1,286 11.0% 57,626
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.487 74.998 73.096
R3 74.512 74.023 72.828
R2 73.537 73.537 72.739
R1 73.048 73.048 72.649 72.805
PP 72.562 72.562 72.562 72.440
S1 72.073 72.073 72.471 71.830
S2 71.587 71.587 72.381
S3 70.612 71.098 72.292
S4 69.637 70.123 72.024
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 81.970 80.790 74.680
R3 78.570 77.390 73.745
R2 75.170 75.170 73.433
R1 73.990 73.990 73.122 74.580
PP 71.770 71.770 71.770 72.065
S1 70.590 70.590 72.498 71.180
S2 68.370 68.370 72.187
S3 64.970 67.190 71.875
S4 61.570 63.790 70.940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.075 70.800 2.275 3.1% 1.320 1.8% 77% False False 12,403
10 73.075 67.075 6.000 8.3% 1.460 2.0% 91% False False 14,718
20 73.075 65.600 7.475 10.3% 1.508 2.1% 93% False False 12,194
40 73.075 63.500 9.575 13.2% 1.421 2.0% 95% False False 6,361
60 73.075 63.500 9.575 13.2% 1.166 1.6% 95% False False 4,243
80 73.075 62.500 10.575 14.6% 0.933 1.3% 95% False False 3,185
100 73.075 61.240 11.835 16.3% 0.791 1.1% 96% False False 2,548
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.370
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.194
2.618 75.603
1.618 74.628
1.000 74.025
0.618 73.653
HIGH 73.050
0.618 72.678
0.500 72.563
0.382 72.447
LOW 72.075
0.618 71.472
1.000 71.100
1.618 70.497
2.618 69.522
4.250 67.931
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 72.563 72.486
PP 72.562 72.412
S1 72.561 72.338

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.