NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 78.375 79.525 1.150 1.5% 80.425
High 80.225 80.625 0.400 0.5% 80.925
Low 77.800 79.075 1.275 1.6% 77.950
Close 79.540 80.610 1.070 1.3% 80.620
Range 2.425 1.550 -0.875 -36.1% 2.975
ATR 1.679 1.669 -0.009 -0.5% 0.000
Volume 748 736 -12 -1.6% 2,257
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 84.753 84.232 81.463
R3 83.203 82.682 81.036
R2 81.653 81.653 80.894
R1 81.132 81.132 80.752 81.393
PP 80.103 80.103 80.103 80.234
S1 79.582 79.582 80.468 79.843
S2 78.553 78.553 80.326
S3 77.003 78.032 80.184
S4 75.453 76.482 79.758
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 77.800 3.125 3.9% 2.050 2.5% 90% False False 488
10 82.425 77.800 4.625 5.7% 1.988 2.5% 61% False False 554
20 82.425 76.500 5.925 7.4% 1.694 2.1% 69% False False 389
40 82.425 68.425 14.000 17.4% 1.392 1.7% 87% False False 205
60 82.425 68.425 14.000 17.4% 1.180 1.5% 87% False False 139
80 82.425 68.425 14.000 17.4% 0.910 1.1% 87% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.360
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.213
2.618 84.683
1.618 83.133
1.000 82.175
0.618 81.583
HIGH 80.625
0.618 80.033
0.500 79.850
0.382 79.667
LOW 79.075
0.618 78.117
1.000 77.525
1.618 76.567
2.618 75.017
4.250 72.488
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 80.357 80.144
PP 80.103 79.678
S1 79.850 79.213

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

View Archives - Comment on this page... - Back to Index of Symbols