NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 83.850 86.450 2.600 3.1% 80.925
High 86.675 88.150 1.475 1.7% 83.975
Low 83.500 86.125 2.625 3.1% 78.350
Close 86.130 87.425 1.295 1.5% 83.690
Range 3.175 2.025 -1.150 -36.2% 5.625
ATR 1.981 1.984 0.003 0.2% 0.000
Volume 13,566 16,152 2,586 19.1% 83,275
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 93.308 92.392 88.539
R3 91.283 90.367 87.982
R2 89.258 89.258 87.796
R1 88.342 88.342 87.611 88.800
PP 87.233 87.233 87.233 87.463
S1 86.317 86.317 87.239 86.775
S2 85.208 85.208 87.054
S3 83.183 84.292 86.868
S4 81.158 82.267 86.311
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 88.150 79.700 8.450 9.7% 2.110 2.4% 91% True False 16,186
10 88.150 78.350 9.800 11.2% 2.153 2.5% 93% True False 16,594
20 88.150 78.350 9.800 11.2% 2.028 2.3% 93% True False 16,492
40 88.150 68.525 19.625 22.4% 1.748 2.0% 96% True False 8,510
60 88.150 68.525 19.625 22.4% 1.535 1.8% 96% True False 5,679
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 0.425
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.756
2.618 93.451
1.618 91.426
1.000 90.175
0.618 89.401
HIGH 88.150
0.618 87.376
0.500 87.138
0.382 86.899
LOW 86.125
0.618 84.874
1.000 84.100
1.618 82.849
2.618 80.824
4.250 77.519
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 87.329 86.758
PP 87.233 86.092
S1 87.138 85.425

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

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