NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 80.300 80.325 0.025 0.0% 81.375
High 80.400 80.875 0.475 0.6% 83.750
Low 78.875 79.550 0.675 0.9% 78.450
Close 80.050 79.940 -0.110 -0.1% 81.660
Range 1.525 1.325 -0.200 -13.1% 5.300
ATR 1.775 1.743 -0.032 -1.8% 0.000
Volume 17,872 14,787 -3,085 -17.3% 91,016
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 84.097 83.343 80.669
R3 82.772 82.018 80.304
R2 81.447 81.447 80.183
R1 80.693 80.693 80.061 80.408
PP 80.122 80.122 80.122 79.979
S1 79.368 79.368 79.819 79.083
S2 78.797 78.797 79.697
S3 77.472 78.043 79.576
S4 76.147 76.718 79.211
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 97.187 94.723 84.575
R3 91.887 89.423 83.118
R2 86.587 86.587 82.632
R1 84.123 84.123 82.146 85.355
PP 81.287 81.287 81.287 81.903
S1 78.823 78.823 81.174 80.055
S2 75.987 75.987 80.688
S3 70.687 73.523 80.203
S4 65.387 68.223 78.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.750 78.875 4.875 6.1% 2.060 2.6% 22% False False 20,402
10 83.750 78.450 5.300 6.6% 1.895 2.4% 28% False False 17,373
20 83.750 74.350 9.400 11.8% 1.811 2.3% 59% False False 9,338
40 83.750 68.525 15.225 19.0% 1.537 1.9% 75% False False 4,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.398
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.506
2.618 84.344
1.618 83.019
1.000 82.200
0.618 81.694
HIGH 80.875
0.618 80.369
0.500 80.213
0.382 80.056
LOW 79.550
0.618 78.731
1.000 78.225
1.618 77.406
2.618 76.081
4.250 73.919
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 80.213 80.438
PP 80.122 80.272
S1 80.031 80.106

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

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