NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 22-Oct-2007

Day Change Summary
	Previous	Current
	19-Oct-2007	22-Oct-2007	Change	Change %	Previous Week
Open	86.875	85.925	-0.950	-1.1%	81.575
High	87.175	85.975	-1.200	-1.4%	87.175
Low	85.400	84.300	-1.100	-1.3%	81.575
Close	85.920	85.210	-0.710	-0.8%	85.920
Range	1.775	1.675	-0.100	-5.6%	5.600
ATR	1.379	1.400	0.021	1.5%	0.000
Volume	25	76	51	204.0%	257

Daily Pivots for day following 22-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	90.187	89.373	86.131
R3	88.512	87.698	85.671
R2	86.837	86.837	85.517
R1	86.023	86.023	85.364	85.593
PP	85.162	85.162	85.162	84.946
S1	84.348	84.348	85.056	83.918
S2	83.487	83.487	84.903
S3	81.812	82.673	84.749
S4	80.137	80.998	84.289

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	101.690	99.405	89.000
R3	96.090	93.805	87.460
R2	90.490	90.490	86.947
R1	88.205	88.205	86.433	89.348
PP	84.890	84.890	84.890	85.461
S1	82.605	82.605	85.407	83.748
S2	79.290	79.290	84.893
S3	73.690	77.005	84.380
S4	68.090	71.405	82.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.175	84.225	2.950	3.5%	1.820	2.1%	33%	False	False	63
10	87.175	77.300	9.875	11.6%	1.850	2.2%	80%	False	False	36
20	87.175	76.750	10.425	12.2%	1.425	1.7%	81%	False	False	25
40	87.175	70.170	17.005	20.0%	0.738	0.9%	88%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.235
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.094
2.618	90.360
1.618	88.685
1.000	87.650
0.618	87.010
HIGH	85.975
0.618	85.335
0.500	85.138
0.382	84.940
LOW	84.300
0.618	83.265
1.000	82.625
1.618	81.590
2.618	79.915
4.250	77.181

Fisher Pivots for day following 22-Oct-2007
Pivot	1 day	3 day
R1	85.186	85.738
PP	85.162	85.562
S1	85.138	85.386

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