NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 72.150 71.550 -0.600 -0.8% 75.075
High 72.375 71.675 -0.700 -1.0% 75.075
Low 70.500 70.075 -0.425 -0.6% 70.075
Close 71.590 71.470 -0.120 -0.2% 71.470
Range 1.875 1.600 -0.275 -14.7% 5.000
ATR 1.816 1.801 -0.015 -0.8% 0.000
Volume 16,109 21,132 5,023 31.2% 87,393
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.873 75.272 72.350
R3 74.273 73.672 71.910
R2 72.673 72.673 71.763
R1 72.072 72.072 71.617 71.573
PP 71.073 71.073 71.073 70.824
S1 70.472 70.472 71.323 69.973
S2 69.473 69.473 71.177
S3 67.873 68.872 71.030
S4 66.273 67.272 70.590
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.207 84.338 74.220
R3 82.207 79.338 72.845
R2 77.207 77.207 72.387
R1 74.338 74.338 71.928 73.273
PP 72.207 72.207 72.207 71.674
S1 69.338 69.338 71.012 68.273
S2 67.207 67.207 70.553
S3 62.207 64.338 70.095
S4 57.207 59.338 68.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.075 70.075 5.000 7.0% 1.940 2.7% 28% False True 17,478
10 78.775 70.075 8.700 12.2% 1.958 2.7% 16% False True 17,458
20 78.775 70.075 8.700 12.2% 1.870 2.6% 16% False True 14,281
40 78.775 67.600 11.175 15.6% 1.621 2.3% 35% False False 7,585
60 78.775 64.550 14.225 19.9% 1.306 1.8% 49% False False 5,061
80 78.775 64.550 14.225 19.9% 1.016 1.4% 49% False False 3,796
100 78.775 64.550 14.225 19.9% 0.823 1.2% 49% False False 3,038
120 78.775 62.840 15.935 22.3% 0.687 1.0% 54% False False 2,532
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 0.418
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.475
2.618 75.864
1.618 74.264
1.000 73.275
0.618 72.664
HIGH 71.675
0.618 71.064
0.500 70.875
0.382 70.686
LOW 70.075
0.618 69.086
1.000 68.475
1.618 67.486
2.618 65.886
4.250 63.275
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 71.272 71.625
PP 71.073 71.573
S1 70.875 71.522

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

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