NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 70.050 71.075 1.025 1.5% 71.575
High 71.325 72.150 0.825 1.2% 71.650
Low 69.500 70.200 0.700 1.0% 68.650
Close 71.090 71.970 0.880 1.2% 71.090
Range 1.825 1.950 0.125 6.8% 3.000
ATR 1.735 1.750 0.015 0.9% 0.000
Volume 8,539 9,379 840 9.8% 54,158
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.290 76.580 73.043
R3 75.340 74.630 72.506
R2 73.390 73.390 72.328
R1 72.680 72.680 72.149 73.035
PP 71.440 71.440 71.440 71.618
S1 70.730 70.730 71.791 71.085
S2 69.490 69.490 71.613
S3 67.540 68.780 71.434
S4 65.590 66.830 70.898
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 72.150 68.650 3.500 4.9% 1.835 2.5% 95% True False 12,191
10 73.975 68.650 5.325 7.4% 1.873 2.6% 62% False False 7,090
20 78.125 68.650 9.475 13.2% 1.891 2.6% 35% False False 3,879
40 78.125 68.650 9.475 13.2% 1.482 2.1% 35% False False 2,033
60 78.125 66.500 11.625 16.2% 1.080 1.5% 47% False False 1,357
80 78.125 65.920 12.205 17.0% 0.810 1.1% 50% False False 1,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.450
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.438
2.618 77.255
1.618 75.305
1.000 74.100
0.618 73.355
HIGH 72.150
0.618 71.405
0.500 71.175
0.382 70.945
LOW 70.200
0.618 68.995
1.000 68.250
1.618 67.045
2.618 65.095
4.250 61.913
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 71.705 71.509
PP 71.440 71.048
S1 71.175 70.588

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

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