NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 80.275 79.750 -0.525 -0.7% 76.850
High 80.675 79.750 -0.925 -1.1% 81.175
Low 79.650 78.200 -1.450 -1.8% 76.500
Close 80.150 78.610 -1.540 -1.9% 80.640
Range 1.025 1.550 0.525 51.2% 4.675
ATR 1.186 1.241 0.055 4.6% 0.000
Volume 478 319 -159 -33.3% 813
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 83.503 82.607 79.463
R3 81.953 81.057 79.036
R2 80.403 80.403 78.894
R1 79.507 79.507 78.752 79.180
PP 78.853 78.853 78.853 78.690
S1 77.957 77.957 78.468 77.630
S2 77.303 77.303 78.326
S3 75.753 76.407 78.184
S4 74.203 74.857 77.758
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 93.463 91.727 83.211
R3 88.788 87.052 81.926
R2 84.113 84.113 81.497
R1 82.377 82.377 81.069 83.245
PP 79.438 79.438 79.438 79.873
S1 77.702 77.702 80.211 78.570
S2 74.763 74.763 79.783
S3 70.088 73.027 79.354
S4 65.413 68.352 78.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.175 78.200 2.975 3.8% 1.340 1.7% 14% False True 285
10 81.175 75.450 5.725 7.3% 1.378 1.8% 55% False False 171
20 81.175 70.250 10.925 13.9% 1.151 1.5% 77% False False 98
40 81.175 68.425 12.750 16.2% 1.073 1.4% 80% False False 55
60 81.175 68.425 12.750 16.2% 0.822 1.0% 80% False False 38
80 81.175 67.980 13.195 16.8% 0.649 0.8% 81% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.285
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.338
2.618 83.808
1.618 82.258
1.000 81.300
0.618 80.708
HIGH 79.750
0.618 79.158
0.500 78.975
0.382 78.792
LOW 78.200
0.618 77.242
1.000 76.650
1.618 75.692
2.618 74.142
4.250 71.613
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 78.975 79.688
PP 78.853 79.328
S1 78.732 78.969

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

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