NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 77.300 77.250 -0.050 -0.1% 74.250
High 77.375 78.000 0.625 0.8% 78.000
Low 76.875 77.025 0.150 0.2% 74.025
Close 77.630 77.170 -0.460 -0.6% 77.170
Range 0.500 0.975 0.475 95.0% 3.975
ATR 1.046 1.041 -0.005 -0.5% 0.000
Volume 39 15 -24 -61.5% 138
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.323 79.722 77.706
R3 79.348 78.747 77.438
R2 78.373 78.373 77.349
R1 77.772 77.772 77.259 77.585
PP 77.398 77.398 77.398 77.305
S1 76.797 76.797 77.081 76.610
S2 76.423 76.423 76.991
S3 75.448 75.822 76.902
S4 74.473 74.847 76.634
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 88.323 86.722 79.356
R3 84.348 82.747 78.263
R2 80.373 80.373 77.899
R1 78.772 78.772 77.534 79.573
PP 76.398 76.398 76.398 76.799
S1 74.797 74.797 76.806 75.598
S2 72.423 72.423 76.441
S3 68.448 70.822 76.077
S4 64.473 66.847 74.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.000 74.025 3.975 5.2% 1.025 1.3% 79% True False 27
10 78.000 72.225 5.775 7.5% 0.903 1.2% 86% True False 31
20 78.000 68.425 9.575 12.4% 0.984 1.3% 91% True False 22
40 78.000 68.425 9.575 12.4% 0.945 1.2% 91% True False 16
60 78.000 68.425 9.575 12.4% 0.674 0.9% 91% True False 11
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 0.123
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.144
2.618 80.553
1.618 79.578
1.000 78.975
0.618 78.603
HIGH 78.000
0.618 77.628
0.500 77.513
0.382 77.397
LOW 77.025
0.618 76.422
1.000 76.050
1.618 75.447
2.618 74.472
4.250 72.881
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 77.513 77.022
PP 77.398 76.873
S1 77.284 76.725

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

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