NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 70.950 69.600 -1.350 -1.9% 71.300
High 71.550 70.350 -1.200 -1.7% 73.975
Low 68.925 68.650 -0.275 -0.4% 69.950
Close 69.570 69.260 -0.310 -0.4% 71.820
Range 2.625 1.700 -0.925 -35.2% 4.025
ATR 1.784 1.778 -0.006 -0.3% 0.000
Volume 10,527 15,375 4,848 46.1% 8,199
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 74.520 73.590 70.195
R3 72.820 71.890 69.728
R2 71.120 71.120 69.572
R1 70.190 70.190 69.416 69.805
PP 69.420 69.420 69.420 69.228
S1 68.490 68.490 69.104 68.105
S2 67.720 67.720 68.948
S3 66.020 66.790 68.793
S4 64.320 65.090 68.325
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 72.900 68.650 4.250 6.1% 2.110 3.0% 14% False True 6,715
10 73.975 68.650 5.325 7.7% 1.920 2.8% 11% False True 3,851
20 78.125 68.650 9.475 13.7% 1.936 2.8% 6% False True 2,221
40 78.125 68.650 9.475 13.7% 1.396 2.0% 6% False True 1,158
60 78.125 65.950 12.175 17.6% 1.000 1.4% 27% False False 775
80 78.125 65.920 12.205 17.6% 0.751 1.1% 27% False False 582
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 False
Stretch 0.350
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.575
2.618 74.801
1.618 73.101
1.000 72.050
0.618 71.401
HIGH 70.350
0.618 69.701
0.500 69.500
0.382 69.299
LOW 68.650
0.618 67.599
1.000 66.950
1.618 65.899
2.618 64.199
4.250 61.425
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 69.500 70.150
PP 69.420 69.853
S1 69.340 69.557

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

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