NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 72.050 72.450 0.400 0.6% 76.900
High 72.625 73.175 0.550 0.8% 78.775
Low 71.150 71.875 0.725 1.0% 75.050
Close 72.420 72.150 -0.270 -0.4% 75.480
Range 1.475 1.300 -0.175 -11.9% 3.725
ATR 1.851 1.812 -0.039 -2.1% 0.000
Volume 19,764 17,738 -2,026 -10.3% 87,196
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.300 75.525 72.865
R3 75.000 74.225 72.508
R2 73.700 73.700 72.388
R1 72.925 72.925 72.269 72.663
PP 72.400 72.400 72.400 72.269
S1 71.625 71.625 72.031 71.363
S2 71.100 71.100 71.912
S3 69.800 70.325 71.793
S4 68.500 69.025 71.435
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.610 85.270 77.529
R3 83.885 81.545 76.504
R2 80.160 80.160 76.163
R1 77.820 77.820 75.821 77.128
PP 76.435 76.435 76.435 76.089
S1 74.095 74.095 75.139 73.403
S2 72.710 72.710 74.797
S3 68.985 70.370 74.456
S4 65.260 66.645 73.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.450 71.150 6.300 8.7% 2.095 2.9% 16% False False 17,735
10 78.775 71.150 7.625 10.6% 2.118 2.9% 13% False False 17,577
20 78.775 71.150 7.625 10.6% 1.868 2.6% 13% False False 12,610
40 78.775 67.600 11.175 15.5% 1.586 2.2% 41% False False 6,655
60 78.775 64.550 14.225 19.7% 1.266 1.8% 53% False False 4,440
80 78.775 64.550 14.225 19.7% 0.973 1.3% 53% False False 3,331
100 78.775 62.840 15.935 22.1% 0.788 1.1% 58% False False 2,666
120 78.775 61.640 17.135 23.7% 0.658 0.9% 61% False False 2,222
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 0.500
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 78.700
2.618 76.578
1.618 75.278
1.000 74.475
0.618 73.978
HIGH 73.175
0.618 72.678
0.500 72.525
0.382 72.372
LOW 71.875
0.618 71.072
1.000 70.575
1.618 69.772
2.618 68.472
4.250 66.350
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 72.525 73.113
PP 72.400 72.792
S1 72.275 72.471

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

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