NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 73.300 74.350 1.050 1.4% 70.475
High 74.350 74.775 0.425 0.6% 73.575
Low 72.850 73.900 1.050 1.4% 69.875
Close 74.260 74.670 0.410 0.6% 73.320
Range 1.500 0.875 -0.625 -41.7% 3.700
ATR 1.280 1.251 -0.029 -2.3% 0.000
Volume 178 355 177 99.4% 914
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 77.073 76.747 75.151
R3 76.198 75.872 74.911
R2 75.323 75.323 74.830
R1 74.997 74.997 74.750 75.160
PP 74.448 74.448 74.448 74.530
S1 74.122 74.122 74.590 74.285
S2 73.573 73.573 74.510
S3 72.698 73.247 74.429
S4 71.823 72.372 74.189
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.357 82.038 75.355
R3 79.657 78.338 74.338
R2 75.957 75.957 73.998
R1 74.638 74.638 73.659 75.298
PP 72.257 72.257 72.257 72.586
S1 70.938 70.938 72.981 71.598
S2 68.557 68.557 72.642
S3 64.857 67.238 72.303
S4 61.157 63.538 71.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.775 72.025 2.750 3.7% 0.995 1.3% 96% True False 229
10 74.775 68.750 6.025 8.1% 1.198 1.6% 98% True False 228
20 74.775 68.525 6.250 8.4% 1.263 1.7% 98% True False 137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.245
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.494
2.618 77.066
1.618 76.191
1.000 75.650
0.618 75.316
HIGH 74.775
0.618 74.441
0.500 74.338
0.382 74.234
LOW 73.900
0.618 73.359
1.000 73.025
1.618 72.484
2.618 71.609
4.250 70.181
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 74.559 74.384
PP 74.448 74.098
S1 74.338 73.813

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

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