NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 71.575 71.525 -0.050 -0.1% 75.075
High 73.200 72.775 -0.425 -0.6% 75.075
Low 71.075 71.350 0.275 0.4% 70.075
Close 71.620 72.380 0.760 1.1% 71.470
Range 2.125 1.425 -0.700 -32.9% 5.000
ATR 1.824 1.795 -0.028 -1.6% 0.000
Volume 15,317 14,285 -1,032 -6.7% 87,393
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.443 75.837 73.164
R3 75.018 74.412 72.772
R2 73.593 73.593 72.641
R1 72.987 72.987 72.511 73.290
PP 72.168 72.168 72.168 72.320
S1 71.562 71.562 72.249 71.865
S2 70.743 70.743 72.119
S3 69.318 70.137 71.988
S4 67.893 68.712 71.596
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.207 84.338 74.220
R3 82.207 79.338 72.845
R2 77.207 77.207 72.387
R1 74.338 74.338 71.928 73.273
PP 72.207 72.207 72.207 71.674
S1 69.338 69.338 71.012 68.273
S2 67.207 67.207 70.553
S3 62.207 64.338 70.095
S4 57.207 59.338 68.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.200 70.075 3.125 4.3% 1.665 2.3% 74% False False 16,916
10 78.775 70.075 8.700 12.0% 2.018 2.8% 26% False False 17,418
20 78.775 70.075 8.700 12.0% 1.925 2.7% 26% False False 15,496
40 78.775 67.600 11.175 15.4% 1.651 2.3% 43% False False 8,319
60 78.775 64.550 14.225 19.7% 1.354 1.9% 55% False False 5,554
80 78.775 64.550 14.225 19.7% 1.045 1.4% 55% False False 4,166
100 78.775 64.550 14.225 19.7% 0.858 1.2% 55% False False 3,334
120 78.775 62.840 15.935 22.0% 0.716 1.0% 60% False False 2,779
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.425
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.831
2.618 76.506
1.618 75.081
1.000 74.200
0.618 73.656
HIGH 72.775
0.618 72.231
0.500 72.063
0.382 71.894
LOW 71.350
0.618 70.469
1.000 69.925
1.618 69.044
2.618 67.619
4.250 65.294
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 72.274 72.133
PP 72.168 71.885
S1 72.063 71.638

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

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