NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 69.425 70.050 0.625 0.9% 71.575
High 70.100 71.325 1.225 1.7% 71.650
Low 69.025 69.500 0.475 0.7% 68.650
Close 69.830 71.090 1.260 1.8% 71.090
Range 1.075 1.825 0.750 69.8% 3.000
ATR 1.728 1.735 0.007 0.4% 0.000
Volume 17,139 8,539 -8,600 -50.2% 54,158
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.113 75.427 72.094
R3 74.288 73.602 71.592
R2 72.463 72.463 71.425
R1 71.777 71.777 71.257 72.120
PP 70.638 70.638 70.638 70.810
S1 69.952 69.952 70.923 70.295
S2 68.813 68.813 70.755
S3 66.988 68.127 70.588
S4 65.163 66.302 70.086
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.463 78.277 72.740
R3 76.463 75.277 71.915
R2 73.463 73.463 71.640
R1 72.277 72.277 71.365 71.370
PP 70.463 70.463 70.463 70.010
S1 69.277 69.277 70.815 68.370
S2 67.463 67.463 70.540
S3 64.463 66.277 70.265
S4 61.463 63.277 69.440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.650 68.650 3.000 4.2% 1.790 2.5% 81% False False 10,831
10 73.975 68.650 5.325 7.5% 1.878 2.6% 46% False False 6,235
20 78.125 68.650 9.475 13.3% 1.851 2.6% 26% False False 3,447
40 78.125 68.650 9.475 13.3% 1.433 2.0% 26% False False 1,799
60 78.125 66.500 11.625 16.4% 1.048 1.5% 39% False False 1,202
80 78.125 65.920 12.205 17.2% 0.786 1.1% 42% False False 903
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 0.413
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.081
2.618 76.103
1.618 74.278
1.000 73.150
0.618 72.453
HIGH 71.325
0.618 70.628
0.500 70.413
0.382 70.197
LOW 69.500
0.618 68.372
1.000 67.675
1.618 66.547
2.618 64.722
4.250 61.744
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 70.864 70.723
PP 70.638 70.355
S1 70.413 69.988

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

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