NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 73.475 73.700 0.225 0.3% 72.500
High 74.275 74.625 0.350 0.5% 74.625
Low 73.475 73.700 0.225 0.3% 72.225
Close 74.170 74.540 0.370 0.5% 74.540
Range 0.800 0.925 0.125 15.6% 2.400
ATR 1.049 1.040 -0.009 -0.8% 0.000
Volume 39 90 51 130.8% 176
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 77.063 76.727 75.049
R3 76.138 75.802 74.794
R2 75.213 75.213 74.710
R1 74.877 74.877 74.625 75.045
PP 74.288 74.288 74.288 74.373
S1 73.952 73.952 74.455 74.120
S2 73.363 73.363 74.370
S3 72.438 73.027 74.286
S4 71.513 72.102 74.031
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.997 80.168 75.860
R3 78.597 77.768 75.200
R2 76.197 76.197 74.980
R1 75.368 75.368 74.760 75.783
PP 73.797 73.797 73.797 74.004
S1 72.968 72.968 74.320 73.383
S2 71.397 71.397 74.100
S3 68.997 70.568 73.880
S4 66.597 68.168 73.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.625 72.225 2.400 3.2% 0.780 1.0% 96% True False 35
10 74.625 69.800 4.825 6.5% 0.933 1.3% 98% True False 25
20 74.625 68.425 6.200 8.3% 1.044 1.4% 99% True False 21
40 75.900 68.425 7.475 10.0% 0.845 1.1% 82% False False 13
60 75.900 68.425 7.475 10.0% 0.601 0.8% 82% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.098
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.556
2.618 77.047
1.618 76.122
1.000 75.550
0.618 75.197
HIGH 74.625
0.618 74.272
0.500 74.163
0.382 74.053
LOW 73.700
0.618 73.128
1.000 72.775
1.618 72.203
2.618 71.278
4.250 69.769
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 74.414 74.264
PP 74.288 73.988
S1 74.163 73.713

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

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