NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 10-Oct-2007

Day Change Summary
	Previous	Current
	09-Oct-2007	10-Oct-2007	Change	Change %	Previous Week
Open	78.700	78.775	0.075	0.1%	79.750
High	79.325	79.850	0.525	0.7%	80.100
Low	77.300	78.650	1.350	1.7%	77.275
Close	78.830	79.940	1.110	1.4%	79.940
Range	2.025	1.200	-0.825	-40.7%	2.825
ATR	0.976	0.992	0.016	1.6%	0.000
Volume	7	8	1	14.3%	61

Daily Pivots for day following 10-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	83.080	82.710	80.600
R3	81.880	81.510	80.270
R2	80.680	80.680	80.160
R1	80.310	80.310	80.050	80.495
PP	79.480	79.480	79.480	79.573
S1	79.110	79.110	79.830	79.295
S2	78.280	78.280	79.720
S3	77.080	77.910	79.610
S4	75.880	76.710	79.280

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	87.580	86.585	81.494
R3	84.755	83.760	80.717
R2	81.930	81.930	80.458
R1	80.935	80.935	80.199	81.433
PP	79.105	79.105	79.105	79.354
S1	78.110	78.110	79.681	78.608
S2	76.280	76.280	79.422
S3	73.455	75.285	79.163
S4	70.630	72.460	78.386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.100	77.300	2.800	3.5%	1.235	1.5%	94%	False	False	5
10	80.875	77.275	3.600	4.5%	1.078	1.3%	74%	False	False	12
20	80.875	76.000	4.875	6.1%	0.683	0.9%	81%	False	False	8

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	0.173
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.950
2.618	82.992
1.618	81.792
1.000	81.050
0.618	80.592
HIGH	79.850
0.618	79.392
0.500	79.250
0.382	79.108
LOW	78.650
0.618	77.908
1.000	77.450
1.618	76.708
2.618	75.508
4.250	73.550

Fisher Pivots for day following 10-Oct-2007
Pivot	1 day	3 day
R1	79.710	79.485
PP	79.480	79.030
S1	79.250	78.575

Download as Excel Spreadsheet

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

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