NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 69.600 69.425 -0.175 -0.3% 71.300
High 70.350 70.100 -0.250 -0.4% 73.975
Low 68.650 69.025 0.375 0.5% 69.950
Close 69.260 69.830 0.570 0.8% 71.820
Range 1.700 1.075 -0.625 -36.8% 4.025
ATR 1.778 1.728 -0.050 -2.8% 0.000
Volume 15,375 17,139 1,764 11.5% 8,199
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 72.877 72.428 70.421
R3 71.802 71.353 70.126
R2 70.727 70.727 70.027
R1 70.278 70.278 69.929 70.503
PP 69.652 69.652 69.652 69.764
S1 69.203 69.203 69.731 69.428
S2 68.577 68.577 69.633
S3 67.502 68.128 69.534
S4 66.427 67.053 69.239
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 72.375 68.650 3.725 5.3% 1.735 2.5% 32% False False 9,808
10 73.975 68.650 5.325 7.6% 1.853 2.7% 22% False False 5,449
20 78.125 68.650 9.475 13.6% 1.868 2.7% 12% False False 3,054
40 78.125 68.650 9.475 13.6% 1.411 2.0% 12% False False 1,586
60 78.125 66.500 11.625 16.6% 1.018 1.5% 29% False False 1,061
80 78.125 65.920 12.205 17.5% 0.763 1.1% 32% False False 796
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.368
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 74.669
2.618 72.914
1.618 71.839
1.000 71.175
0.618 70.764
HIGH 70.100
0.618 69.689
0.500 69.563
0.382 69.436
LOW 69.025
0.618 68.361
1.000 67.950
1.618 67.286
2.618 66.211
4.250 64.456
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 69.741 70.100
PP 69.652 70.010
S1 69.563 69.920

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

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