NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 80.750 80.375 -0.375 -0.5% 80.425
High 80.900 80.400 -0.500 -0.6% 80.925
Low 79.925 77.825 -2.100 -2.6% 77.950
Close 80.620 78.400 -2.220 -2.8% 80.620
Range 0.975 2.575 1.600 164.1% 2.975
ATR 1.531 1.621 0.090 5.9% 0.000
Volume 322 273 -49 -15.2% 2,257
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.600 85.075 79.816
R3 84.025 82.500 79.108
R2 81.450 81.450 78.872
R1 79.925 79.925 78.636 79.400
PP 78.875 78.875 78.875 78.613
S1 77.350 77.350 78.164 76.825
S2 76.300 76.300 77.928
S3 73.725 74.775 77.692
S4 71.150 72.200 76.984
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 77.825 3.100 4.0% 1.755 2.2% 19% False True 337
10 82.425 77.350 5.075 6.5% 1.958 2.5% 21% False False 495
20 82.425 74.600 7.825 10.0% 1.656 2.1% 49% False False 318
40 82.425 68.425 14.000 17.9% 1.340 1.7% 71% False False 169
60 82.425 68.425 14.000 17.9% 1.123 1.4% 71% False False 115
80 82.425 68.425 14.000 17.9% 0.870 1.1% 71% False False 87
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 0.338
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.344
2.618 87.141
1.618 84.566
1.000 82.975
0.618 81.991
HIGH 80.400
0.618 79.416
0.500 79.113
0.382 78.809
LOW 77.825
0.618 76.234
1.000 75.250
1.618 73.659
2.618 71.084
4.250 66.881
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 79.113 79.375
PP 78.875 79.050
S1 78.638 78.725

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

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