NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 71.900 72.500 0.600 0.8% 70.675
High 72.625 73.000 0.375 0.5% 72.625
Low 71.900 72.500 0.600 0.8% 69.800
Close 72.460 72.750 0.290 0.4% 72.460
Range 0.725 0.500 -0.225 -31.0% 2.825
ATR 1.150 1.106 -0.044 -3.8% 0.000
Volume 9 9 0 0.0% 74
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 74.250 74.000 73.025
R3 73.750 73.500 72.888
R2 73.250 73.250 72.842
R1 73.000 73.000 72.796 73.125
PP 72.750 72.750 72.750 72.813
S1 72.500 72.500 72.704 72.625
S2 72.250 72.250 72.658
S3 71.750 72.000 72.613
S4 71.250 71.500 72.475
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 80.103 79.107 74.014
R3 77.278 76.282 73.237
R2 74.453 74.453 72.978
R1 73.457 73.457 72.719 73.955
PP 71.628 71.628 71.628 71.878
S1 70.632 70.632 72.201 71.130
S2 68.803 68.803 71.942
S3 65.978 67.807 71.683
S4 63.153 64.982 70.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.000 70.100 2.900 4.0% 1.010 1.4% 91% True False 14
10 73.000 68.425 4.575 6.3% 1.025 1.4% 95% True False 14
20 73.000 68.425 4.575 6.3% 1.035 1.4% 95% True False 14
40 75.900 68.425 7.475 10.3% 0.760 1.0% 58% False False 9
60 75.900 68.425 7.475 10.3% 0.550 0.8% 58% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.183
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 75.125
2.618 74.309
1.618 73.809
1.000 73.500
0.618 73.309
HIGH 73.000
0.618 72.809
0.500 72.750
0.382 72.691
LOW 72.500
0.618 72.191
1.000 72.000
1.618 71.691
2.618 71.191
4.250 70.375
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 72.750 72.550
PP 72.750 72.350
S1 72.750 72.150

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

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