NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 91.400 94.100 2.700 3.0% 95.925
High 94.375 94.600 0.225 0.2% 98.600
Low 91.200 91.850 0.650 0.7% 93.725
Close 94.090 93.430 -0.660 -0.7% 96.320
Range 3.175 2.750 -0.425 -13.4% 4.875
ATR 2.917 2.905 -0.012 -0.4% 0.000
Volume 32,549 21,151 -11,398 -35.0% 122,874
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.543 100.237 94.943
R3 98.793 97.487 94.186
R2 96.043 96.043 93.934
R1 94.737 94.737 93.682 94.015
PP 93.293 93.293 93.293 92.933
S1 91.987 91.987 93.178 91.265
S2 90.543 90.543 92.926
S3 87.793 89.237 92.674
S4 85.043 86.487 91.918
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 110.840 108.455 99.001
R3 105.965 103.580 97.661
R2 101.090 101.090 97.214
R1 98.705 98.705 96.767 99.898
PP 96.215 96.215 96.215 96.811
S1 93.830 93.830 95.873 95.023
S2 91.340 91.340 95.426
S3 86.465 88.955 94.979
S4 81.590 84.080 93.639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.675 90.100 6.575 7.0% 3.065 3.3% 51% False False 24,862
10 98.600 90.100 8.500 9.1% 3.018 3.2% 39% False False 25,001
20 98.600 84.700 13.900 14.9% 3.089 3.3% 63% False False 22,138
40 98.600 77.350 21.250 22.7% 2.541 2.7% 76% False False 11,645
60 98.600 69.125 29.475 31.5% 2.060 2.2% 82% False False 7,777
80 98.600 68.425 30.175 32.3% 1.765 1.9% 83% False False 5,836
100 98.600 68.425 30.175 32.3% 1.470 1.6% 83% False False 4,669
120 98.600 67.980 30.620 32.8% 1.246 1.3% 83% False False 3,891
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.600
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.288
2.618 101.800
1.618 99.050
1.000 97.350
0.618 96.300
HIGH 94.600
0.618 93.550
0.500 93.225
0.382 92.901
LOW 91.850
0.618 90.151
1.000 89.100
1.618 87.401
2.618 84.651
4.250 80.163
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 93.362 93.083
PP 93.293 92.735
S1 93.225 92.388

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

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