NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 76.000 76.900 0.900 1.2% 75.250
High 76.750 77.000 0.250 0.3% 76.350
Low 75.950 76.450 0.500 0.7% 72.850
Close 76.820 75.800 -1.020 -1.3% 75.640
Range 0.800 0.550 -0.250 -31.3% 3.500
ATR
Volume 28 13 -15 -53.6% 50
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.067 77.483 76.103
R3 77.517 76.933 75.951
R2 76.967 76.967 75.901
R1 76.383 76.383 75.850 76.400
PP 76.417 76.417 76.417 76.425
S1 75.833 75.833 75.750 75.850
S2 75.867 75.867 75.699
S3 75.317 75.283 75.649
S4 74.767 74.733 75.498
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 85.447 84.043 77.565
R3 81.947 80.543 76.603
R2 78.447 78.447 76.282
R1 77.043 77.043 75.961 77.745
PP 74.947 74.947 74.947 75.298
S1 73.543 73.543 75.319 74.245
S2 71.447 71.447 74.998
S3 67.947 70.043 74.678
S4 64.447 66.543 73.715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.000 74.300 2.700 3.6% 0.780 1.0% 56% True False 13
10 77.000 72.850 4.150 5.5% 0.860 1.1% 71% True False 10
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 True
Stretch 0.098
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.338
2.618 78.440
1.618 77.890
1.000 77.550
0.618 77.340
HIGH 77.000
0.618 76.790
0.500 76.725
0.382 76.660
LOW 76.450
0.618 76.110
1.000 75.900
1.618 75.560
2.618 75.010
4.250 74.113
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 76.725 76.100
PP 76.417 76.000
S1 76.108 75.900

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

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