NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 70.800 71.100 0.300 0.4% 73.700
High 70.800 73.000 2.200 3.1% 73.700
Low 70.800 71.100 0.300 0.4% 69.700
Close 71.040 72.310 1.270 1.8% 70.740
Range 0.000 1.900 1.900 4.000
ATR 0.909 0.984 0.075 8.3% 0.000
Volume 34 7 -27 -79.4% 33
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.837 76.973 73.355
R3 75.937 75.073 72.833
R2 74.037 74.037 72.658
R1 73.173 73.173 72.484 73.605
PP 72.137 72.137 72.137 72.353
S1 71.273 71.273 72.136 71.705
S2 70.237 70.237 71.962
S3 68.337 69.373 71.788
S4 66.437 67.473 71.265
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.380 81.060 72.940
R3 79.380 77.060 71.840
R2 75.380 75.380 71.473
R1 73.060 73.060 71.107 72.220
PP 71.380 71.380 71.380 70.960
S1 69.060 69.060 70.373 68.220
S2 67.380 67.380 70.007
S3 63.380 65.060 69.640
S4 59.380 61.060 68.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.000 69.700 3.300 4.6% 0.955 1.3% 79% True False 13
10 75.825 69.700 6.125 8.5% 0.820 1.1% 43% False False 9
20 75.900 69.700 6.200 8.6% 0.756 1.0% 42% False False 7
40 75.900 69.400 6.500 9.0% 0.429 0.6% 45% False False 5
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 0.093
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 81.075
2.618 77.974
1.618 76.074
1.000 74.900
0.618 74.174
HIGH 73.000
0.618 72.274
0.500 72.050
0.382 71.826
LOW 71.100
0.618 69.926
1.000 69.200
1.618 68.026
2.618 66.126
4.250 63.025
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 72.223 72.173
PP 72.137 72.037
S1 72.050 71.900

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

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