NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 73.100 75.900 2.800 3.8% 74.250
High 75.850 76.675 0.825 1.1% 76.075
Low 73.000 74.225 1.225 1.7% 73.500
Close 75.460 74.470 -0.990 -1.3% 75.550
Range 2.850 2.450 -0.400 -14.0% 2.575
ATR 1.048 1.148 0.100 9.6% 0.000
Volume 606 475 -131 -21.6% 356
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 82.473 80.922 75.818
R3 80.023 78.472 75.144
R2 77.573 77.573 74.919
R1 76.022 76.022 74.695 75.573
PP 75.123 75.123 75.123 74.899
S1 73.572 73.572 74.245 73.123
S2 72.673 72.673 74.021
S3 70.223 71.122 73.796
S4 67.773 68.672 73.123
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 82.767 81.733 76.966
R3 80.192 79.158 76.258
R2 77.617 77.617 76.022
R1 76.583 76.583 75.786 77.100
PP 75.042 75.042 75.042 75.300
S1 74.008 74.008 75.314 74.525
S2 72.467 72.467 75.078
S3 69.892 71.433 74.842
S4 67.317 68.858 74.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.675 72.925 3.750 5.0% 1.815 2.4% 41% True False 390
10 76.675 72.900 3.775 5.1% 1.445 1.9% 42% True False 228
20 76.675 70.050 6.625 8.9% 0.955 1.3% 67% True False 118
40 76.675 66.500 10.175 13.7% 0.593 0.8% 78% True False 64
60 76.675 65.920 10.755 14.4% 0.395 0.5% 79% True False 43
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 0.243
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.088
2.618 83.089
1.618 80.639
1.000 79.125
0.618 78.189
HIGH 76.675
0.618 75.739
0.500 75.450
0.382 75.161
LOW 74.225
0.618 72.711
1.000 71.775
1.618 70.261
2.618 67.811
4.250 63.813
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 75.450 74.800
PP 75.123 74.690
S1 74.797 74.580

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

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