NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 79.750 78.675 -1.075 -1.3% 76.850
High 79.750 79.475 -0.275 -0.3% 81.175
Low 78.200 77.350 -0.850 -1.1% 76.500
Close 78.610 78.860 0.250 0.3% 80.640
Range 1.550 2.125 0.575 37.1% 4.675
ATR 1.241 1.304 0.063 5.1% 0.000
Volume 319 577 258 80.9% 813
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.937 84.023 80.029
R3 82.812 81.898 79.444
R2 80.687 80.687 79.250
R1 79.773 79.773 79.055 80.230
PP 78.562 78.562 78.562 78.790
S1 77.648 77.648 78.665 78.105
S2 76.437 76.437 78.470
S3 74.312 75.523 78.276
S4 72.187 73.398 77.691
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 77.350 3.825 4.9% 1.530 1.9% 39% False True 382
10 81.175 76.500 4.675 5.9% 1.400 1.8% 50% False False 224
20 81.175 71.300 9.875 12.5% 1.170 1.5% 77% False False 125
40 81.175 68.425 12.750 16.2% 1.100 1.4% 82% False False 69
60 81.175 68.425 12.750 16.2% 0.858 1.1% 82% False False 48
80 81.175 67.980 13.195 16.7% 0.676 0.9% 82% False False 36
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 0.363
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 88.506
2.618 85.038
1.618 82.913
1.000 81.600
0.618 80.788
HIGH 79.475
0.618 78.663
0.500 78.413
0.382 78.162
LOW 77.350
0.618 76.037
1.000 75.225
1.618 73.912
2.618 71.787
4.250 68.319
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 78.711 79.013
PP 78.562 78.962
S1 78.413 78.911

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

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