NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 72.300 71.925 -0.375 -0.5% 76.050
High 72.925 72.150 -0.775 -1.1% 78.125
Low 71.775 70.400 -1.375 -1.9% 74.950
Close 71.940 71.400 -0.540 -0.8% 75.370
Range 1.150 1.750 0.600 52.2% 3.175
ATR 1.538 1.553 0.015 1.0% 0.000
Volume 450 1,153 703 156.2% 3,174
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.567 75.733 72.363
R3 74.817 73.983 71.881
R2 73.067 73.067 71.721
R1 72.233 72.233 71.560 71.775
PP 71.317 71.317 71.317 71.088
S1 70.483 70.483 71.240 70.025
S2 69.567 69.567 71.079
S3 67.817 68.733 70.919
S4 66.067 66.983 70.438
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 85.673 83.697 77.116
R3 82.498 80.522 76.243
R2 79.323 79.323 75.952
R1 77.347 77.347 75.661 76.748
PP 76.148 76.148 76.148 75.849
S1 74.172 74.172 75.079 73.573
S2 72.973 72.973 74.788
S3 69.798 70.997 74.497
S4 66.623 67.822 73.624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.975 70.400 6.575 9.2% 1.920 2.7% 15% False True 643
10 78.125 70.400 7.725 10.8% 1.883 2.6% 13% False True 659
20 78.125 70.400 7.725 10.8% 1.664 2.3% 13% False True 444
40 78.125 68.725 9.400 13.2% 1.038 1.5% 28% False False 225
60 78.125 65.950 12.175 17.1% 0.709 1.0% 45% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.393
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.588
2.618 76.732
1.618 74.982
1.000 73.900
0.618 73.232
HIGH 72.150
0.618 71.482
0.500 71.275
0.382 71.069
LOW 70.400
0.618 69.319
1.000 68.650
1.618 67.569
2.618 65.819
4.250 62.963
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 71.358 71.663
PP 71.317 71.575
S1 71.275 71.488

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

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