NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 82.950 83.850 0.900 1.1% 80.925
High 83.975 86.675 2.700 3.2% 83.975
Low 82.700 83.500 0.800 1.0% 78.350
Close 83.690 86.130 2.440 2.9% 83.690
Range 1.275 3.175 1.900 149.0% 5.625
ATR 1.889 1.981 0.092 4.9% 0.000
Volume 18,591 13,566 -5,025 -27.0% 83,275
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 94.960 93.720 87.876
R3 91.785 90.545 87.003
R2 88.610 88.610 86.712
R1 87.370 87.370 86.421 87.990
PP 85.435 85.435 85.435 85.745
S1 84.195 84.195 85.839 84.815
S2 82.260 82.260 85.548
S3 79.085 81.020 85.257
S4 75.910 77.845 84.384
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 98.880 96.910 86.784
R3 93.255 91.285 85.237
R2 87.630 87.630 84.721
R1 85.660 85.660 84.206 86.645
PP 82.005 82.005 82.005 82.498
S1 80.035 80.035 83.174 81.020
S2 76.380 76.380 82.659
S3 70.755 74.410 82.143
S4 65.130 68.785 80.596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.675 78.400 8.275 9.6% 2.240 2.6% 93% True False 16,725
10 86.675 78.350 8.325 9.7% 2.103 2.4% 93% True False 16,766
20 86.675 78.350 8.325 9.7% 2.034 2.4% 93% True False 15,813
40 86.675 68.525 18.150 21.1% 1.759 2.0% 97% True False 8,110
60 86.675 68.525 18.150 21.1% 1.527 1.8% 97% True False 5,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.403
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 100.169
2.618 94.987
1.618 91.812
1.000 89.850
0.618 88.637
HIGH 86.675
0.618 85.462
0.500 85.088
0.382 84.713
LOW 83.500
0.618 81.538
1.000 80.325
1.618 78.363
2.618 75.188
4.250 70.006
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 85.783 85.408
PP 85.435 84.685
S1 85.088 83.963

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

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