NYMEX miNY Light Sweet Crude Oil Future November 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	69.350	69.500	0.150	0.2%	70.725
High	69.700	70.875	1.175	1.7%	71.275
Low	68.750	69.250	0.500	0.7%	68.525
Close	69.560	70.690	1.130	1.6%	70.690
Range	0.950	1.625	0.675	71.1%	2.750
ATR	1.304	1.327	0.023	1.8%	0.000
Volume	429	228	-201	-46.9%	1,016

Daily Pivots for day following 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	75.147	74.543	71.584
R3	73.522	72.918	71.137
R2	71.897	71.897	70.988
R1	71.293	71.293	70.839	71.595
PP	70.272	70.272	70.272	70.423
S1	69.668	69.668	70.541	69.970
S2	68.647	68.647	70.392
S3	67.022	68.043	70.243
S4	65.397	66.418	69.796

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.413	77.302	72.203
R3	75.663	74.552	71.446
R2	72.913	72.913	71.194
R1	71.802	71.802	70.942	70.983
PP	70.163	70.163	70.163	69.754
S1	69.052	69.052	70.438	68.233
S2	67.413	67.413	70.186
S3	64.663	66.302	69.934
S4	61.913	63.552	69.178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.275	68.525	2.750	3.9%	1.505	2.1%	79%	False	False	203
10	73.100	68.525	4.575	6.5%	1.355	1.9%	47%	False	False	109
20	77.000	68.525	8.475	12.0%	1.094	1.5%	26%	False	False	60

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	0.215
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	77.781
2.618	75.129
1.618	73.504
1.000	72.500
0.618	71.879
HIGH	70.875
0.618	70.254
0.500	70.063
0.382	69.871
LOW	69.250
0.618	68.246
1.000	67.625
1.618	66.621
2.618	64.996
4.250	62.344

Fisher Pivots for day following 24-Aug-2007
Pivot	1 day	3 day
R1	70.481	70.360
PP	70.272	70.030
S1	70.063	69.700

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols