NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 74.050 73.850 -0.200 -0.3% 72.750
High 74.900 75.050 0.150 0.2% 74.000
Low 73.500 73.700 0.200 0.3% 72.425
Close 73.800 75.040 1.240 1.7% 74.000
Range 1.400 1.350 -0.050 -3.6% 1.575
ATR 0.743 0.786 0.043 5.8% 0.000
Volume 24 120 96 400.0% 104
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.647 78.193 75.783
R3 77.297 76.843 75.411
R2 75.947 75.947 75.288
R1 75.493 75.493 75.164 75.720
PP 74.597 74.597 74.597 74.710
S1 74.143 74.143 74.916 74.370
S2 73.247 73.247 74.793
S3 71.897 72.793 74.669
S4 70.547 71.443 74.298
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.200 77.675 74.866
R3 76.625 76.100 74.433
R2 75.050 75.050 74.289
R1 74.525 74.525 74.144 74.788
PP 73.475 73.475 73.475 73.606
S1 72.950 72.950 73.856 73.213
S2 71.900 71.900 73.711
S3 70.325 71.375 73.567
S4 68.750 69.800 73.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.050 72.425 2.625 3.5% 1.145 1.5% 100% True False 50
10 75.050 71.725 3.325 4.4% 0.780 1.0% 100% True False 28
20 75.050 68.725 6.325 8.4% 0.600 0.8% 100% True False 17
40 75.050 65.950 9.100 12.1% 0.341 0.5% 100% True False 13
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 0.185
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.788
2.618 78.584
1.618 77.234
1.000 76.400
0.618 75.884
HIGH 75.050
0.618 74.534
0.500 74.375
0.382 74.216
LOW 73.700
0.618 72.866
1.000 72.350
1.618 71.516
2.618 70.166
4.250 67.963
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 74.818 74.785
PP 74.597 74.530
S1 74.375 74.275

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

View Archives - Comment on this page... - Back to Index of Symbols