NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 66.900 67.625 0.725 1.1% 66.425
High 68.075 68.850 0.775 1.1% 69.050
Low 66.725 67.625 0.900 1.3% 66.300
Close 67.830 68.910 1.080 1.6% 66.300
Range 1.350 1.225 -0.125 -9.3% 2.750
ATR 0.893 0.917 0.024 2.7% 0.000
Volume 13 13 0 0.0% 49
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.137 71.748 69.584
R3 70.912 70.523 69.247
R2 69.687 69.687 69.135
R1 69.298 69.298 69.022 69.493
PP 68.462 68.462 68.462 68.559
S1 68.073 68.073 68.798 68.268
S2 67.237 67.237 68.685
S3 66.012 66.848 68.573
S4 64.787 65.623 68.236
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 68.850 66.300 2.550 3.7% 0.870 1.3% 102% True False 12
10 69.050 65.600 3.450 5.0% 0.818 1.2% 96% False False 17
20 69.050 64.550 4.500 6.5% 0.689 1.0% 97% False False 12
40 69.340 64.550 4.790 7.0% 0.390 0.6% 91% False False 7
60 69.575 63.390 6.185 9.0% 0.276 0.4% 89% False False 7
80 69.575 62.840 6.735 9.8% 0.209 0.3% 90% False False 6
Crabel Price Patterns
NR True
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.056
2.618 72.057
1.618 70.832
1.000 70.075
0.618 69.607
HIGH 68.850
0.618 68.382
0.500 68.238
0.382 68.093
LOW 67.625
0.618 66.868
1.000 66.400
1.618 65.643
2.618 64.418
4.250 62.419
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 68.686 68.507
PP 68.462 68.103
S1 68.238 67.700

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

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