NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 68.075 67.475 -0.600 -0.9% 66.425
High 69.050 67.525 -1.525 -2.2% 69.050
Low 68.075 66.300 -1.775 -2.6% 66.300
Close 68.570 66.300 -2.270 -3.3% 66.300
Range 0.975 1.225 0.250 25.6% 2.750
ATR 0.801 0.906 0.105 13.1% 0.000
Volume 3 14 11 366.7% 49
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.383 69.567 66.974
R3 69.158 68.342 66.637
R2 67.933 67.933 66.525
R1 67.117 67.117 66.412 66.913
PP 66.708 66.708 66.708 66.606
S1 65.892 65.892 66.188 65.688
S2 65.483 65.483 66.075
S3 64.258 64.667 65.963
S4 63.033 63.442 65.626
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.467 73.633 67.813
R3 72.717 70.883 67.056
R2 69.967 69.967 66.804
R1 68.133 68.133 66.552 67.675
PP 67.217 67.217 67.217 66.988
S1 65.383 65.383 66.048 64.925
S2 64.467 64.467 65.796
S3 61.717 62.633 65.544
S4 58.967 59.883 64.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.050 66.300 2.750 4.1% 0.830 1.3% 0% False True 9
10 69.050 64.550 4.500 6.8% 0.698 1.1% 39% False False 17
20 69.050 64.550 4.500 6.8% 0.538 0.8% 39% False False 11
40 69.340 64.550 4.790 7.2% 0.312 0.5% 37% False False 6
60 69.575 62.840 6.735 10.2% 0.225 0.3% 51% False False 6
80 69.575 61.190 8.385 12.6% 0.170 0.3% 61% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 72.731
2.618 70.732
1.618 69.507
1.000 68.750
0.618 68.282
HIGH 67.525
0.618 67.057
0.500 66.913
0.382 66.768
LOW 66.300
0.618 65.543
1.000 65.075
1.618 64.318
2.618 63.093
4.250 61.094
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 66.913 67.675
PP 66.708 67.217
S1 66.504 66.758

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

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