NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 85.400 86.400 1.000 1.2% 80.375
High 88.150 87.575 -0.575 -0.7% 83.000
Low 85.100 85.700 0.600 0.7% 77.800
Close 86.580 86.190 -0.390 -0.5% 82.740
Range 3.050 1.875 -1.175 -38.5% 5.200
ATR 1.863 1.864 0.001 0.0% 0.000
Volume 1,866 4,394 2,528 135.5% 3,811
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 92.113 91.027 87.221
R3 90.238 89.152 86.706
R2 88.363 88.363 86.534
R1 87.277 87.277 86.362 86.883
PP 86.488 86.488 86.488 86.291
S1 85.402 85.402 86.018 85.008
S2 84.613 84.613 85.846
S3 82.738 83.527 85.674
S4 80.863 81.652 85.159
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 88.150 80.575 7.575 8.8% 2.280 2.6% 74% False False 1,814
10 88.150 77.800 10.350 12.0% 2.165 2.5% 81% False False 1,151
20 88.150 77.350 10.800 12.5% 1.946 2.3% 82% False False 826
40 88.150 68.425 19.725 22.9% 1.506 1.7% 90% False False 430
60 88.150 68.425 19.725 22.9% 1.314 1.5% 90% False False 290
80 88.150 68.425 19.725 22.9% 1.040 1.2% 90% False False 218
100 88.150 67.350 20.800 24.1% 0.853 1.0% 91% False False 175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.328
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.544
2.618 92.484
1.618 90.609
1.000 89.450
0.618 88.734
HIGH 87.575
0.618 86.859
0.500 86.638
0.382 86.416
LOW 85.700
0.618 84.541
1.000 83.825
1.618 82.666
2.618 80.791
4.250 77.731
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 86.638 85.906
PP 86.488 85.622
S1 86.339 85.338

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

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