NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 71.475 71.575 0.100 0.1% 71.300
High 72.375 71.650 -0.725 -1.0% 73.975
Low 70.825 69.925 -0.900 -1.3% 69.950
Close 71.820 70.960 -0.860 -1.2% 71.820
Range 1.550 1.725 0.175 11.3% 4.025
ATR 1.706 1.719 0.014 0.8% 0.000
Volume 3,421 2,578 -843 -24.6% 8,199
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.020 75.215 71.909
R3 74.295 73.490 71.434
R2 72.570 72.570 71.276
R1 71.765 71.765 71.118 71.305
PP 70.845 70.845 70.845 70.615
S1 70.040 70.040 70.802 69.580
S2 69.120 69.120 70.644
S3 67.395 68.315 70.486
S4 65.670 66.590 70.011
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.990 81.930 74.034
R3 79.965 77.905 72.927
R2 75.940 75.940 72.558
R1 73.880 73.880 72.189 74.910
PP 71.915 71.915 71.915 72.430
S1 69.855 69.855 71.451 70.885
S2 67.890 67.890 71.082
S3 63.865 65.830 70.713
S4 59.840 61.805 69.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.975 69.925 4.050 5.7% 1.910 2.7% 26% False True 1,988
10 73.975 69.875 4.100 5.8% 1.740 2.5% 26% False False 1,375
20 78.125 69.875 8.250 11.6% 1.953 2.8% 13% False False 981
40 78.125 68.725 9.400 13.2% 1.336 1.9% 24% False False 511
60 78.125 65.950 12.175 17.2% 0.928 1.3% 41% False False 343
80 78.125 65.920 12.205 17.2% 0.697 1.0% 41% False False 258
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 0.320
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.981
2.618 76.166
1.618 74.441
1.000 73.375
0.618 72.716
HIGH 71.650
0.618 70.991
0.500 70.788
0.382 70.584
LOW 69.925
0.618 68.859
1.000 68.200
1.618 67.134
2.618 65.409
4.250 62.594
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 70.903 71.413
PP 70.845 71.262
S1 70.788 71.111

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

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