NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 78.800 80.750 1.950 2.5% 80.425
High 80.925 80.900 -0.025 0.0% 80.925
Low 78.200 79.925 1.725 2.2% 77.950
Close 80.640 80.620 -0.020 0.0% 80.620
Range 2.725 0.975 -1.750 -64.2% 2.975
ATR 1.574 1.531 -0.043 -2.7% 0.000
Volume 365 322 -43 -11.8% 2,257
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.407 82.988 81.156
R3 82.432 82.013 80.888
R2 81.457 81.457 80.799
R1 81.038 81.038 80.709 80.760
PP 80.482 80.482 80.482 80.343
S1 80.063 80.063 80.531 79.785
S2 79.507 79.507 80.441
S3 78.532 79.088 80.352
S4 77.557 78.113 80.084
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 88.757 87.663 82.256
R3 85.782 84.688 81.438
R2 82.807 82.807 81.165
R1 81.713 81.713 80.893 82.260
PP 79.832 79.832 79.832 80.105
S1 78.738 78.738 80.347 79.285
S2 76.857 76.857 80.075
S3 73.882 75.763 79.802
S4 70.907 72.788 78.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.925 77.950 2.975 3.7% 1.690 2.1% 90% False False 451
10 82.425 77.350 5.075 6.3% 1.803 2.2% 64% False False 516
20 82.425 74.025 8.400 10.4% 1.549 1.9% 79% False False 305
40 82.425 68.425 14.000 17.4% 1.296 1.6% 87% False False 163
60 82.425 68.425 14.000 17.4% 1.080 1.3% 87% False False 110
80 82.425 68.425 14.000 17.4% 0.838 1.0% 87% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.375
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 85.044
2.618 83.453
1.618 82.478
1.000 81.875
0.618 81.503
HIGH 80.900
0.618 80.528
0.500 80.413
0.382 80.297
LOW 79.925
0.618 79.322
1.000 78.950
1.618 78.347
2.618 77.372
4.250 75.781
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 80.551 80.268
PP 80.482 79.915
S1 80.413 79.563

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

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