NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 81.625 80.425 -1.200 -1.5% 80.275
High 82.425 80.800 -1.625 -2.0% 82.425
Low 80.225 78.550 -1.675 -2.1% 77.350
Close 80.480 79.280 -1.200 -1.5% 80.480
Range 2.200 2.250 0.050 2.3% 5.075
ATR 1.468 1.524 0.056 3.8% 0.000
Volume 711 842 131 18.4% 2,904
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.293 85.037 80.518
R3 84.043 82.787 79.899
R2 81.793 81.793 79.693
R1 80.537 80.537 79.486 80.040
PP 79.543 79.543 79.543 79.295
S1 78.287 78.287 79.074 77.790
S2 77.293 77.293 78.868
S3 75.043 76.037 78.661
S4 72.793 73.787 78.043
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 95.310 92.970 83.271
R3 90.235 87.895 81.876
R2 85.160 85.160 81.410
R1 82.820 82.820 80.945 83.990
PP 80.085 80.085 80.085 80.670
S1 77.745 77.745 80.015 78.915
S2 75.010 75.010 79.550
S3 69.935 72.670 79.084
S4 64.860 67.595 77.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.425 77.350 5.075 6.4% 2.160 2.7% 38% False False 653
10 82.425 77.350 5.075 6.4% 1.790 2.3% 38% False False 447
20 82.425 72.225 10.200 12.9% 1.409 1.8% 69% False False 243
40 82.425 68.425 14.000 17.7% 1.222 1.5% 78% False False 128
60 82.425 68.425 14.000 17.7% 0.976 1.2% 78% False False 87
80 82.425 68.425 14.000 17.7% 0.765 1.0% 78% False False 66
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 0.423
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.363
2.618 86.691
1.618 84.441
1.000 83.050
0.618 82.191
HIGH 80.800
0.618 79.941
0.500 79.675
0.382 79.410
LOW 78.550
0.618 77.160
1.000 76.300
1.618 74.910
2.618 72.660
4.250 68.988
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 79.675 80.488
PP 79.543 80.085
S1 79.412 79.683

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

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