NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 71.075 72.025 0.950 1.3% 71.575
High 72.150 72.275 0.125 0.2% 71.650
Low 70.200 71.200 1.000 1.4% 68.650
Close 71.970 71.730 -0.240 -0.3% 71.090
Range 1.950 1.075 -0.875 -44.9% 3.000
ATR 1.750 1.702 -0.048 -2.8% 0.000
Volume 9,379 9,751 372 4.0% 54,158
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 74.960 74.420 72.321
R3 73.885 73.345 72.026
R2 72.810 72.810 71.927
R1 72.270 72.270 71.829 72.003
PP 71.735 71.735 71.735 71.601
S1 71.195 71.195 71.631 70.928
S2 70.660 70.660 71.533
S3 69.585 70.120 71.434
S4 68.510 69.045 71.139
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.463 78.277 72.740
R3 76.463 75.277 71.915
R2 73.463 73.463 71.640
R1 72.277 72.277 71.365 71.370
PP 70.463 70.463 70.463 70.010
S1 69.277 69.277 70.815 68.370
S2 67.463 67.463 70.540
S3 64.463 66.277 70.265
S4 61.463 63.277 69.440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.275 68.650 3.625 5.1% 1.525 2.1% 85% True False 12,036
10 73.975 68.650 5.325 7.4% 1.845 2.6% 58% False False 7,961
20 78.125 68.650 9.475 13.2% 1.870 2.6% 33% False False 4,343
40 78.125 68.650 9.475 13.2% 1.502 2.1% 33% False False 2,277
60 78.125 66.500 11.625 16.2% 1.098 1.5% 45% False False 1,519
80 78.125 65.920 12.205 17.0% 0.824 1.1% 48% False False 1,142
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 0.455
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.844
2.618 75.089
1.618 74.014
1.000 73.350
0.618 72.939
HIGH 72.275
0.618 71.864
0.500 71.738
0.382 71.611
LOW 71.200
0.618 70.536
1.000 70.125
1.618 69.461
2.618 68.386
4.250 66.631
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 71.738 71.449
PP 71.735 71.168
S1 71.733 70.888

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

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