NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 95.300 93.600 -1.700 -1.8% 91.725
High 96.225 96.025 -0.200 -0.2% 96.225
Low 92.050 93.050 1.000 1.1% 88.900
Close 93.490 95.930 2.440 2.6% 95.930
Range 4.175 2.975 -1.200 -28.7% 7.325
ATR 2.694 2.714 0.020 0.7% 0.000
Volume 33,686 29,982 -3,704 -11.0% 124,144
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 103.927 102.903 97.566
R3 100.952 99.928 96.748
R2 97.977 97.977 96.475
R1 96.953 96.953 96.203 97.465
PP 95.002 95.002 95.002 95.258
S1 93.978 93.978 95.657 94.490
S2 92.027 92.027 95.385
S3 89.052 91.003 95.112
S4 86.077 88.028 94.294
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 115.660 113.120 99.959
R3 108.335 105.795 97.944
R2 101.010 101.010 97.273
R1 98.470 98.470 96.601 99.740
PP 93.685 93.685 93.685 94.320
S1 91.145 91.145 95.259 92.415
S2 86.360 86.360 94.587
S3 79.035 83.820 93.916
S4 71.710 76.495 91.901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.225 88.900 7.325 7.6% 4.015 4.2% 96% False False 24,828
10 96.225 84.700 11.525 12.0% 3.235 3.4% 97% False False 21,268
20 96.225 77.800 18.425 19.2% 2.750 2.9% 98% False False 12,012
40 96.225 74.025 22.200 23.1% 2.149 2.2% 99% False False 6,159
60 96.225 68.425 27.800 29.0% 1.781 1.9% 99% False False 4,113
80 96.225 68.425 27.800 29.0% 1.497 1.6% 99% False False 3,086
100 96.225 68.425 27.800 29.0% 1.220 1.3% 99% False False 2,469
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.420
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.669
2.618 103.814
1.618 100.839
1.000 99.000
0.618 97.864
HIGH 96.025
0.618 94.889
0.500 94.538
0.382 94.186
LOW 93.050
0.618 91.211
1.000 90.075
1.618 88.236
2.618 85.261
4.250 80.406
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 95.466 94.808
PP 95.002 93.685
S1 94.538 92.563

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

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