NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 82.025 82.800 0.775 0.9% 80.375
High 83.000 85.600 2.600 3.1% 83.000
Low 81.825 82.525 0.700 0.9% 77.800
Close 82.740 85.130 2.390 2.9% 82.740
Range 1.175 3.075 1.900 161.7% 5.200
ATR 1.671 1.771 0.100 6.0% 0.000
Volume 1,299 760 -539 -41.5% 3,811
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 93.643 92.462 86.821
R3 90.568 89.387 85.976
R2 87.493 87.493 85.694
R1 86.312 86.312 85.412 86.903
PP 84.418 84.418 84.418 84.714
S1 83.237 83.237 84.848 83.828
S2 81.343 81.343 84.566
S3 78.268 80.162 84.284
S4 75.193 77.087 83.439
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 85.600 77.800 7.800 9.2% 2.090 2.5% 94% True False 859
10 85.600 77.800 7.800 9.2% 1.923 2.3% 94% True False 598
20 85.600 77.350 8.250 9.7% 1.856 2.2% 94% True False 522
40 85.600 68.425 17.175 20.2% 1.441 1.7% 97% True False 274
60 85.600 68.425 17.175 20.2% 1.278 1.5% 97% True False 186
80 85.600 68.425 17.175 20.2% 0.991 1.2% 97% True False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.283
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 98.669
2.618 93.650
1.618 90.575
1.000 88.675
0.618 87.500
HIGH 85.600
0.618 84.425
0.500 84.063
0.382 83.700
LOW 82.525
0.618 80.625
1.000 79.450
1.618 77.550
2.618 74.475
4.250 69.456
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 84.774 84.449
PP 84.418 83.768
S1 84.063 83.088

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

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