NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 80.575 82.025 1.450 1.8% 80.375
High 82.800 83.000 0.200 0.2% 83.000
Low 80.575 81.825 1.250 1.6% 77.800
Close 82.260 82.740 0.480 0.6% 82.740
Range 2.225 1.175 -1.050 -47.2% 5.200
ATR 1.709 1.671 -0.038 -2.2% 0.000
Volume 755 1,299 544 72.1% 3,811
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.047 85.568 83.386
R3 84.872 84.393 83.063
R2 83.697 83.697 82.955
R1 83.218 83.218 82.848 83.458
PP 82.522 82.522 82.522 82.641
S1 82.043 82.043 82.632 82.283
S2 81.347 81.347 82.525
S3 80.172 80.868 82.417
S4 78.997 79.693 82.094
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 96.780 94.960 85.600
R3 91.580 89.760 84.170
R2 86.380 86.380 83.693
R1 84.560 84.560 83.217 85.470
PP 81.180 81.180 81.180 81.635
S1 79.360 79.360 82.263 80.270
S2 75.980 75.980 81.787
S3 70.780 74.160 81.310
S4 65.580 68.960 79.880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.000 77.800 5.200 6.3% 1.990 2.4% 95% True False 762
10 83.000 77.800 5.200 6.3% 1.840 2.2% 95% True False 606
20 83.000 76.500 6.500 7.9% 1.790 2.2% 96% True False 489
40 83.000 68.425 14.575 17.6% 1.387 1.7% 98% True False 255
60 83.000 68.425 14.575 17.6% 1.227 1.5% 98% True False 173
80 83.000 68.425 14.575 17.6% 0.953 1.2% 98% True False 131
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.293
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.994
2.618 86.076
1.618 84.901
1.000 84.175
0.618 83.726
HIGH 83.000
0.618 82.551
0.500 82.413
0.382 82.274
LOW 81.825
0.618 81.099
1.000 80.650
1.618 79.924
2.618 78.749
4.250 76.831
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 82.631 82.173
PP 82.522 81.605
S1 82.413 81.038

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

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