NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 79.225 78.800 -0.425 -0.5% 80.275
High 79.700 80.925 1.225 1.5% 82.425
Low 78.650 78.200 -0.450 -0.6% 77.350
Close 79.020 80.640 1.620 2.1% 80.480
Range 1.050 2.725 1.675 159.5% 5.075
ATR 1.485 1.574 0.089 6.0% 0.000
Volume 392 365 -27 -6.9% 2,904
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 88.097 87.093 82.139
R3 85.372 84.368 81.389
R2 82.647 82.647 81.140
R1 81.643 81.643 80.890 82.145
PP 79.922 79.922 79.922 80.173
S1 78.918 78.918 80.390 79.420
S2 77.197 77.197 80.140
S3 74.472 76.193 79.891
S4 71.747 73.468 79.141
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 77.950 4.475 5.5% 1.935 2.4% 60% False False 529
10 82.425 77.350 5.075 6.3% 1.848 2.3% 65% False False 523
20 82.425 73.700 8.725 10.8% 1.546 1.9% 80% False False 294
40 82.425 68.425 14.000 17.4% 1.292 1.6% 87% False False 155
60 82.425 68.425 14.000 17.4% 1.063 1.3% 87% False False 105
80 82.425 68.425 14.000 17.4% 0.826 1.0% 87% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.420
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 92.506
2.618 88.059
1.618 85.334
1.000 83.650
0.618 82.609
HIGH 80.925
0.618 79.884
0.500 79.563
0.382 79.241
LOW 78.200
0.618 76.516
1.000 75.475
1.618 73.791
2.618 71.066
4.250 66.619
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 80.281 80.239
PP 79.922 79.838
S1 79.563 79.438

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

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