NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 89.525 88.300 -1.225 -1.4% 98.175
High 89.975 90.400 0.425 0.5% 99.100
Low 87.325 86.825 -0.500 -0.6% 88.450
Close 88.320 87.490 -0.830 -0.9% 88.710
Range 2.650 3.575 0.925 34.9% 10.650
ATR 2.986 3.028 0.042 1.4% 0.000
Volume 21,720 17,373 -4,347 -20.0% 94,839
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 98.963 96.802 89.456
R3 95.388 93.227 88.473
R2 91.813 91.813 88.145
R1 89.652 89.652 87.818 88.945
PP 88.238 88.238 88.238 87.885
S1 86.077 86.077 87.162 85.370
S2 84.663 84.663 86.835
S3 81.088 82.502 86.507
S4 77.513 78.927 85.524
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 124.037 117.023 94.568
R3 113.387 106.373 91.639
R2 102.737 102.737 90.663
R1 95.723 95.723 89.686 93.905
PP 92.087 92.087 92.087 91.178
S1 85.073 85.073 87.734 83.255
S2 81.437 81.437 86.758
S3 70.787 74.423 85.781
S4 60.137 63.773 82.853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.175 86.825 8.350 9.5% 3.380 3.9% 8% False True 22,535
10 99.200 86.825 12.375 14.1% 3.265 3.7% 5% False True 19,319
20 99.200 86.825 12.375 14.1% 3.139 3.6% 5% False True 12,574
40 99.200 78.650 20.550 23.5% 2.783 3.2% 43% False False 6,414
60 99.200 75.550 23.650 27.0% 2.063 2.4% 50% False False 4,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.835
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.594
2.618 99.759
1.618 96.184
1.000 93.975
0.618 92.609
HIGH 90.400
0.618 89.034
0.500 88.613
0.382 88.191
LOW 86.825
0.618 84.616
1.000 83.250
1.618 81.041
2.618 77.466
4.250 71.631
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 88.613 88.613
PP 88.238 88.238
S1 87.864 87.864

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.