NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 79.575 79.925 0.350 0.4% 76.725
High 80.225 80.350 0.125 0.2% 80.350
Low 79.175 78.750 -0.425 -0.5% 75.525
Close 80.090 79.100 -0.990 -1.2% 79.100
Range 1.050 1.600 0.550 52.4% 4.825
ATR 1.702 1.695 -0.007 -0.4% 0.000
Volume 15,845 11,131 -4,714 -29.8% 66,831
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.200 83.250 79.980
R3 82.600 81.650 79.540
R2 81.000 81.000 79.393
R1 80.050 80.050 79.247 79.725
PP 79.400 79.400 79.400 79.238
S1 78.450 78.450 78.953 78.125
S2 77.800 77.800 78.807
S3 76.200 76.850 78.660
S4 74.600 75.250 78.220
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 92.800 90.775 81.754
R3 87.975 85.950 80.427
R2 83.150 83.150 79.985
R1 81.125 81.125 79.542 82.138
PP 78.325 78.325 78.325 78.831
S1 76.300 76.300 78.658 77.313
S2 73.500 73.500 78.215
S3 68.675 71.475 77.773
S4 63.850 66.650 76.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.350 75.525 4.825 6.1% 1.840 2.3% 74% True False 13,366
10 80.350 73.425 6.925 8.8% 1.670 2.1% 82% True False 13,069
20 80.350 68.650 11.700 14.8% 1.685 2.1% 89% True False 11,482
40 80.350 68.650 11.700 14.8% 1.786 2.3% 89% True False 6,091
60 80.350 68.650 11.700 14.8% 1.408 1.8% 89% True False 4,068
80 80.350 65.950 14.400 18.2% 1.076 1.4% 91% True False 3,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.498
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.150
2.618 84.539
1.618 82.939
1.000 81.950
0.618 81.339
HIGH 80.350
0.618 79.739
0.500 79.550
0.382 79.361
LOW 78.750
0.618 77.761
1.000 77.150
1.618 76.161
2.618 74.561
4.250 71.950
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 79.550 79.188
PP 79.400 79.158
S1 79.250 79.129

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

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