NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 74.700 73.700 -1.000 -1.3% 74.800
High 74.700 73.700 -1.000 -1.3% 75.825
Low 74.450 71.900 -2.550 -3.4% 74.450
Close 74.700 71.460 -3.240 -4.3% 74.700
Range 0.250 1.800 1.550 620.0% 1.375
ATR 0.775 0.919 0.145 18.7% 0.000
Volume 3 3 0 0.0% 22
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.753 76.407 72.450
R3 75.953 74.607 71.955
R2 74.153 74.153 71.790
R1 72.807 72.807 71.625 72.580
PP 72.353 72.353 72.353 72.240
S1 71.007 71.007 71.295 70.780
S2 70.553 70.553 71.130
S3 68.753 69.207 70.965
S4 66.953 67.407 70.470
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.117 78.283 75.456
R3 77.742 76.908 75.078
R2 76.367 76.367 74.952
R1 75.533 75.533 74.826 75.263
PP 74.992 74.992 74.992 74.856
S1 74.158 74.158 74.574 73.888
S2 73.617 73.617 74.448
S3 72.242 72.783 74.322
S4 70.867 71.408 73.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.825 71.900 3.925 5.5% 0.755 1.1% -11% False True 4
10 75.900 71.900 4.000 5.6% 0.858 1.2% -11% False True 5
20 75.900 71.900 4.000 5.6% 0.485 0.7% -11% False True 4
40 75.900 68.750 7.150 10.0% 0.308 0.4% 38% False 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 7 trading days
Fibonacci Retracements and Extensions
4.250 81.350
2.618 78.412
1.618 76.612
1.000 75.500
0.618 74.812
HIGH 73.700
0.618 73.012
0.500 72.800
0.382 72.588
LOW 71.900
0.618 70.788
1.000 70.100
1.618 68.988
2.618 67.188
4.250 64.250
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 72.800 73.863
PP 72.353 73.062
S1 71.907 72.261

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

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