NYMEX miNY Light Sweet Crude Oil Future December 2007

Trading Metrics calculated at close of trading on 26-Jul-2007

Day Change Summary
	Previous	Current
	25-Jul-2007	26-Jul-2007	Change	Change %	Previous Week
Open	73.075	75.250	2.175	3.0%	73.550
High	74.750	75.900	1.150	1.5%	75.000
Low	73.000	74.000	1.000	1.4%	72.975
Close	74.770	73.670	-1.100	-1.5%	74.940
Range	1.750	1.900	0.150	8.6%	2.025
ATR	0.627	0.718	0.091	14.5%	0.000
Volume	6	7	1	16.7%	22

Daily Pivots for day following 26-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	80.223	78.847	74.715
R3	78.323	76.947	74.193
R2	76.423	76.423	74.018
R1	75.047	75.047	73.844	74.785
PP	74.523	74.523	74.523	74.393
S1	73.147	73.147	73.496	72.885
S2	72.623	72.623	73.322
S3	70.723	71.247	73.148
S4	68.823	69.347	72.625

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	80.380	79.685	76.054
R3	78.355	77.660	75.497
R2	76.330	76.330	75.311
R1	75.635	75.635	75.126	75.983
PP	74.305	74.305	74.305	74.479
S1	73.610	73.610	74.754	73.958
S2	72.280	72.280	74.569
S3	70.255	71.585	74.383
S4	68.230	69.560	73.826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.900	73.000	2.900	3.9%	0.985	1.3%	23%	True	False	3
10	75.900	72.975	2.925	4.0%	0.580	0.8%	24%	True	False	4
20	75.900	71.440	4.460	6.1%	0.290	0.4%	50%	True	False	3
40	75.900	67.980	7.920	10.8%	0.210	0.3%	72%	True	False	3

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	0.073
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	83.975
2.618	80.874
1.618	78.974
1.000	77.800
0.618	77.074
HIGH	75.900
0.618	75.174
0.500	74.950
0.382	74.726
LOW	74.000
0.618	72.826
1.000	72.100
1.618	70.926
2.618	69.026
4.250	65.925

Fisher Pivots for day following 26-Jul-2007
Pivot	1 day	3 day
R1	74.950	74.450
PP	74.523	74.190
S1	74.097	73.930

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