NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 78.775 79.675 0.900 1.1% 79.750
High 79.850 81.425 1.575 2.0% 80.100
Low 78.650 79.675 1.025 1.3% 77.275
Close 79.940 81.490 1.550 1.9% 79.940
Range 1.200 1.750 0.550 45.8% 2.825
ATR 0.992 1.046 0.054 5.5% 0.000
Volume 8 5 -3 -37.5% 61
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.113 85.552 82.453
R3 84.363 83.802 81.971
R2 82.613 82.613 81.811
R1 82.052 82.052 81.650 82.333
PP 80.863 80.863 80.863 81.004
S1 80.302 80.302 81.330 80.583
S2 79.113 79.113 81.169
S3 77.363 78.552 81.009
S4 75.613 76.802 80.528
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 81.425 77.300 4.125 5.1% 1.490 1.8% 102% True False 6
10 81.425 77.275 4.150 5.1% 1.253 1.5% 102% True False 8
20 81.425 76.150 5.275 6.5% 0.770 0.9% 101% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.863
2.618 86.007
1.618 84.257
1.000 83.175
0.618 82.507
HIGH 81.425
0.618 80.757
0.500 80.550
0.382 80.344
LOW 79.675
0.618 78.594
1.000 77.925
1.618 76.844
2.618 75.094
4.250 72.238
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 81.177 80.781
PP 80.863 80.072
S1 80.550 79.363

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

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