NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 18-Oct-2007

Day Change Summary
	Previous	Current
	17-Oct-2007	18-Oct-2007	Change	Change %	Previous Week
Open	85.500	85.000	-0.500	-0.6%	79.000
High	86.275	87.125	0.850	1.0%	82.150
Low	84.500	84.950	0.450	0.5%	77.300
Close	85.120	86.890	1.770	2.1%	81.930
Range	1.775	2.175	0.400	22.5%	4.850
ATR	1.285	1.348	0.064	5.0%	0.000
Volume	175	26	-149	-85.1%	34

Daily Pivots for day following 18-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	92.847	92.043	88.086
R3	90.672	89.868	87.488
R2	88.497	88.497	87.289
R1	87.693	87.693	87.089	88.095
PP	86.322	86.322	86.322	86.523
S1	85.518	85.518	86.691	85.920
S2	84.147	84.147	86.491
S3	81.972	83.343	86.292
S4	79.797	81.168	85.694

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	95.010	93.320	84.598
R3	90.160	88.470	83.264
R2	85.310	85.310	82.819
R1	83.620	83.620	82.375	84.465
PP	80.460	80.460	80.460	80.883
S1	78.770	78.770	81.485	79.615
S2	75.610	75.610	81.041
S3	70.760	73.920	80.596
S4	65.910	69.070	79.263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.125	80.950	6.175	7.1%	2.015	2.3%	96%	True	False	48
10	87.125	77.300	9.825	11.3%	1.753	2.0%	98%	True	False	27
20	87.125	76.750	10.375	11.9%	1.261	1.5%	98%	True	False	20

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	0.235
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.369
2.618	92.819
1.618	90.644
1.000	89.300
0.618	88.469
HIGH	87.125
0.618	86.294
0.500	86.038
0.382	85.781
LOW	84.950
0.618	83.606
1.000	82.775
1.618	81.431
2.618	79.256
4.250	75.706

Fisher Pivots for day following 18-Oct-2007
Pivot	1 day	3 day
R1	86.606	86.485
PP	86.322	86.080
S1	86.038	85.675

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