NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 72.675 73.150 0.475 0.7% 75.075
High 74.225 73.150 -1.075 -1.4% 75.075
Low 72.325 70.100 -2.225 -3.1% 70.075
Close 73.330 71.000 -2.330 -3.2% 71.470
Range 1.900 3.050 1.150 60.5% 5.000
ATR 1.803 1.905 0.102 5.7% 0.000
Volume 14,044 16,540 2,496 17.8% 87,393
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 80.567 78.833 72.678
R3 77.517 75.783 71.839
R2 74.467 74.467 71.559
R1 72.733 72.733 71.280 72.075
PP 71.417 71.417 71.417 71.088
S1 69.683 69.683 70.720 69.025
S2 68.367 68.367 70.441
S3 65.317 66.633 70.161
S4 62.267 63.583 69.323
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 74.225 70.075 4.150 5.8% 2.020 2.8% 22% False False 16,263
10 77.350 70.075 7.275 10.2% 2.050 2.9% 13% False False 16,225
20 78.775 70.075 8.700 12.3% 2.034 2.9% 11% False False 16,120
40 78.775 67.600 11.175 15.7% 1.693 2.4% 30% False False 9,064
60 78.775 64.550 14.225 20.0% 1.429 2.0% 45% False False 6,064
80 78.775 64.550 14.225 20.0% 1.107 1.6% 45% False False 4,548
100 78.775 64.550 14.225 20.0% 0.908 1.3% 45% False False 3,640
120 78.775 62.840 15.935 22.4% 0.756 1.1% 51% False False 3,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.305
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.113
2.618 81.135
1.618 78.085
1.000 76.200
0.618 75.035
HIGH 73.150
0.618 71.985
0.500 71.625
0.382 71.265
LOW 70.100
0.618 68.215
1.000 67.050
1.618 65.165
2.618 62.115
4.250 57.138
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 71.625 72.163
PP 71.417 71.775
S1 71.208 71.388

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

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