NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 79.525 80.575 1.050 1.3% 80.425
High 80.625 82.800 2.175 2.7% 80.925
Low 79.075 80.575 1.500 1.9% 77.950
Close 80.610 82.260 1.650 2.0% 80.620
Range 1.550 2.225 0.675 43.5% 2.975
ATR 1.669 1.709 0.040 2.4% 0.000
Volume 736 755 19 2.6% 2,257
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 88.553 87.632 83.484
R3 86.328 85.407 82.872
R2 84.103 84.103 82.668
R1 83.182 83.182 82.464 83.643
PP 81.878 81.878 81.878 82.109
S1 80.957 80.957 82.056 81.418
S2 79.653 79.653 81.852
S3 77.428 78.732 81.648
S4 75.203 76.507 81.036
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 82.800 77.800 5.000 6.1% 1.950 2.4% 89% True False 566
10 82.800 77.800 5.000 6.1% 1.943 2.4% 89% True False 548
20 82.800 76.500 6.300 7.7% 1.780 2.2% 91% True False 425
40 82.800 68.425 14.375 17.5% 1.389 1.7% 96% True False 224
60 82.800 68.425 14.375 17.5% 1.211 1.5% 96% True False 152
80 82.800 68.425 14.375 17.5% 0.938 1.1% 96% True False 115
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 0.353
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.256
2.618 88.625
1.618 86.400
1.000 85.025
0.618 84.175
HIGH 82.800
0.618 81.950
0.500 81.688
0.382 81.425
LOW 80.575
0.618 79.200
1.000 78.350
1.618 76.975
2.618 74.750
4.250 71.119
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 82.069 81.607
PP 81.878 80.953
S1 81.688 80.300

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

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