NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 80.425 79.325 -1.100 -1.4% 80.275
High 80.800 79.400 -1.400 -1.7% 82.425
Low 78.550 77.950 -0.600 -0.8% 77.350
Close 79.280 79.040 -0.240 -0.3% 80.480
Range 2.250 1.450 -0.800 -35.6% 5.075
ATR 1.524 1.519 -0.005 -0.3% 0.000
Volume 842 336 -506 -60.1% 2,904
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.147 82.543 79.838
R3 81.697 81.093 79.439
R2 80.247 80.247 79.306
R1 79.643 79.643 79.173 79.220
PP 78.797 78.797 78.797 78.585
S1 78.193 78.193 78.907 77.770
S2 77.347 77.347 78.774
S3 75.897 76.743 78.641
S4 74.447 75.293 78.243
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% 2.140 2.7% 33% False False 657
10 82.425 77.350 5.075 6.4% 1.740 2.2% 33% False False 471
20 82.425 72.800 9.625 12.2% 1.433 1.8% 65% False False 259
40 82.425 68.425 14.000 17.7% 1.231 1.6% 76% False False 136
60 82.425 68.425 14.000 17.7% 1.000 1.3% 76% False False 93
80 82.425 68.425 14.000 17.7% 0.783 1.0% 76% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.365
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.563
2.618 83.196
1.618 81.746
1.000 80.850
0.618 80.296
HIGH 79.400
0.618 78.846
0.500 78.675
0.382 78.504
LOW 77.950
0.618 77.054
1.000 76.500
1.618 75.604
2.618 74.154
4.250 71.788
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 78.918 80.188
PP 78.797 79.805
S1 78.675 79.423

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

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