NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 76.850 78.400 1.550 2.0% 74.250
High 78.250 79.700 1.450 1.9% 78.000
Low 76.500 77.750 1.250 1.6% 74.025
Close 78.160 78.950 0.790 1.0% 77.170
Range 1.750 1.950 0.200 11.4% 3.975
ATR 1.092 1.153 0.061 5.6% 0.000
Volume 87 96 9 10.3% 138
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.650 83.750 80.023
R3 82.700 81.800 79.486
R2 80.750 80.750 79.308
R1 79.850 79.850 79.129 80.300
PP 78.800 78.800 78.800 79.025
S1 77.900 77.900 78.771 78.350
S2 76.850 76.850 78.593
S3 74.900 75.950 78.414
S4 72.950 74.000 77.878
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 79.700 75.450 4.250 5.4% 1.415 1.8% 82% True False 58
10 79.700 72.800 6.900 8.7% 1.125 1.4% 89% True False 48
20 79.700 68.425 11.275 14.3% 1.056 1.3% 93% True False 31
40 79.700 68.425 11.275 14.3% 1.012 1.3% 93% True False 20
60 79.700 68.425 11.275 14.3% 0.735 0.9% 93% True False 14
80 79.700 67.175 12.525 15.9% 0.566 0.7% 94% True False 15
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 0.195
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 87.988
2.618 84.805
1.618 82.855
1.000 81.650
0.618 80.905
HIGH 79.700
0.618 78.955
0.500 78.725
0.382 78.495
LOW 77.750
0.618 76.545
1.000 75.800
1.618 74.595
2.618 72.645
4.250 69.463
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 78.875 78.667
PP 78.800 78.383
S1 78.725 78.100

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

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