NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 71.575 70.950 -0.625 -0.9% 71.300
High 71.650 71.550 -0.100 -0.1% 73.975
Low 69.925 68.925 -1.000 -1.4% 69.950
Close 70.960 69.570 -1.390 -2.0% 71.820
Range 1.725 2.625 0.900 52.2% 4.025
ATR 1.719 1.784 0.065 3.8% 0.000
Volume 2,578 10,527 7,949 308.3% 8,199
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.890 76.355 71.014
R3 75.265 73.730 70.292
R2 72.640 72.640 70.051
R1 71.105 71.105 69.811 70.560
PP 70.015 70.015 70.015 69.743
S1 68.480 68.480 69.329 67.935
S2 67.390 67.390 69.089
S3 64.765 65.855 68.848
S4 62.140 63.230 68.126
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 68.925 5.050 7.3% 2.165 3.1% 13% False True 3,885
10 73.975 68.925 5.050 7.3% 1.865 2.7% 13% False True 2,358
20 78.125 68.925 9.200 13.2% 1.994 2.9% 7% False True 1,483
40 78.125 68.725 9.400 13.5% 1.363 2.0% 9% False False 774
60 78.125 65.950 12.175 17.5% 0.971 1.4% 30% False False 519
80 78.125 65.920 12.205 17.5% 0.730 1.0% 30% False False 390
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 0.328
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.706
2.618 78.422
1.618 75.797
1.000 74.175
0.618 73.172
HIGH 71.550
0.618 70.547
0.500 70.238
0.382 69.928
LOW 68.925
0.618 67.303
1.000 66.300
1.618 64.678
2.618 62.053
4.250 57.769
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 70.238 70.650
PP 70.015 70.290
S1 69.793 69.930

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

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