NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 73.150 71.625 -1.525 -2.1% 71.575
High 73.150 72.525 -0.625 -0.9% 74.225
Low 70.100 71.000 0.900 1.3% 70.100
Close 71.000 71.980 0.980 1.4% 71.980
Range 3.050 1.525 -1.525 -50.0% 4.125
ATR 1.905 1.878 -0.027 -1.4% 0.000
Volume 16,540 20,903 4,363 26.4% 81,089
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.410 75.720 72.819
R3 74.885 74.195 72.399
R2 73.360 73.360 72.260
R1 72.670 72.670 72.120 73.015
PP 71.835 71.835 71.835 72.008
S1 71.145 71.145 71.840 71.490
S2 70.310 70.310 71.700
S3 68.785 69.620 71.561
S4 67.260 68.095 71.141
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 84.477 82.353 74.249
R3 80.352 78.228 73.114
R2 76.227 76.227 72.736
R1 74.103 74.103 72.358 75.165
PP 72.102 72.102 72.102 72.633
S1 69.978 69.978 71.602 71.040
S2 67.977 67.977 71.224
S3 63.852 65.853 70.846
S4 59.727 61.728 69.711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.225 70.100 4.125 5.7% 2.005 2.8% 46% False False 16,217
10 75.075 70.075 5.000 6.9% 1.973 2.7% 38% False False 16,848
20 78.775 70.075 8.700 12.1% 2.060 2.9% 22% False False 16,515
40 78.775 67.600 11.175 15.5% 1.698 2.4% 39% False False 9,577
60 78.775 64.550 14.225 19.8% 1.430 2.0% 52% False False 6,412
80 78.775 64.550 14.225 19.8% 1.126 1.6% 52% False False 4,810
100 78.775 64.550 14.225 19.8% 0.923 1.3% 52% False False 3,849
120 78.775 62.840 15.935 22.1% 0.769 1.1% 57% False False 3,208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.315
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.006
2.618 76.517
1.618 74.992
1.000 74.050
0.618 73.467
HIGH 72.525
0.618 71.942
0.500 71.763
0.382 71.583
LOW 71.000
0.618 70.058
1.000 69.475
1.618 68.533
2.618 67.008
4.250 64.519
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 71.908 72.163
PP 71.835 72.102
S1 71.763 72.041

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

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