NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 67.500 68.075 0.575 0.9% 66.000
High 67.675 69.050 1.375 2.0% 66.500
Low 67.500 68.075 0.575 0.9% 64.550
Close 67.880 68.570 0.690 1.0% 66.990
Range 0.175 0.975 0.800 457.1% 1.950
ATR 0.773 0.801 0.028 3.7% 0.000
Volume 3 3 0 0.0% 112
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.490 71.005 69.106
R3 70.515 70.030 68.838
R2 69.540 69.540 68.749
R1 69.055 69.055 68.659 69.298
PP 68.565 68.565 68.565 68.686
S1 68.080 68.080 68.481 68.323
S2 67.590 67.590 68.391
S3 66.615 67.105 68.302
S4 65.640 66.130 68.034
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.863 71.377 68.063
R3 69.913 69.427 67.526
R2 67.963 67.963 67.348
R1 67.477 67.477 67.169 67.720
PP 66.013 66.013 66.013 66.135
S1 65.527 65.527 66.811 65.770
S2 64.063 64.063 66.633
S3 62.113 63.577 66.454
S4 60.163 61.627 65.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.050 65.600 3.450 5.0% 0.765 1.1% 86% True False 23
10 69.050 64.550 4.500 6.6% 0.720 1.1% 89% True False 17
20 69.050 64.550 4.500 6.6% 0.476 0.7% 89% True False 10
40 69.340 64.550 4.790 7.0% 0.281 0.4% 84% False False 6
60 69.575 62.840 6.735 9.8% 0.204 0.3% 85% False False 6
80 69.575 61.190 8.385 12.2% 0.155 0.2% 88% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.065
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.194
2.618 71.603
1.618 70.628
1.000 70.025
0.618 69.653
HIGH 69.050
0.618 68.678
0.500 68.563
0.382 68.447
LOW 68.075
0.618 67.472
1.000 67.100
1.618 66.497
2.618 65.522
4.250 63.931
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 68.568 68.472
PP 68.565 68.373
S1 68.563 68.275

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

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