NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 72.400 72.900 0.500 0.7% 74.850
High 73.975 72.900 -1.075 -1.5% 74.900
Low 72.000 69.950 -2.050 -2.8% 69.875
Close 73.210 70.870 -2.340 -3.2% 71.250
Range 1.975 2.950 0.975 49.4% 5.025
ATR 1.599 1.717 0.119 7.4% 0.000
Volume 1,227 1,674 447 36.4% 3,418
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 80.090 78.430 72.493
R3 77.140 75.480 71.681
R2 74.190 74.190 71.411
R1 72.530 72.530 71.140 71.885
PP 71.240 71.240 71.240 70.918
S1 69.580 69.580 70.600 68.935
S2 68.290 68.290 70.329
S3 65.340 66.630 70.059
S4 62.390 63.680 69.248
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.083 84.192 74.014
R3 82.058 79.167 72.632
R2 77.033 77.033 72.171
R1 74.142 74.142 71.711 73.075
PP 72.008 72.008 72.008 71.475
S1 69.117 69.117 70.789 68.050
S2 66.983 66.983 70.329
S3 61.958 64.092 69.868
S4 56.933 59.067 68.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.975 69.875 4.100 5.8% 1.970 2.8% 24% False False 1,091
10 76.975 69.875 7.100 10.0% 1.945 2.7% 14% False False 867
20 78.125 69.875 8.250 11.6% 1.888 2.7% 12% False False 700
40 78.125 68.725 9.400 13.3% 1.269 1.8% 23% False False 361
60 78.125 65.950 12.175 17.2% 0.873 1.2% 40% False False 243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.298
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.438
2.618 80.623
1.618 77.673
1.000 75.850
0.618 74.723
HIGH 72.900
0.618 71.773
0.500 71.425
0.382 71.077
LOW 69.950
0.618 68.127
1.000 67.000
1.618 65.177
2.618 62.227
4.250 57.413
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 71.425 71.963
PP 71.240 71.598
S1 71.055 71.234

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

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