NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 72.025 71.575 -0.450 -0.6% 71.575
High 72.275 73.650 1.375 1.9% 71.650
Low 71.200 71.400 0.200 0.3% 68.650
Close 71.730 73.510 1.780 2.5% 71.090
Range 1.075 2.250 1.175 109.3% 3.000
ATR 1.702 1.741 0.039 2.3% 0.000
Volume 9,751 10,256 505 5.2% 54,158
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.603 78.807 74.748
R3 77.353 76.557 74.129
R2 75.103 75.103 73.923
R1 74.307 74.307 73.716 74.705
PP 72.853 72.853 72.853 73.053
S1 72.057 72.057 73.304 72.455
S2 70.603 70.603 73.098
S3 68.353 69.807 72.891
S4 66.103 67.557 72.273
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.463 78.277 72.740
R3 76.463 75.277 71.915
R2 73.463 73.463 71.640
R1 72.277 72.277 71.365 71.370
PP 70.463 70.463 70.463 70.010
S1 69.277 69.277 70.815 68.370
S2 67.463 67.463 70.540
S3 64.463 66.277 70.265
S4 61.463 63.277 69.440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.650 69.025 4.625 6.3% 1.635 2.2% 97% True False 11,012
10 73.650 68.650 5.000 6.8% 1.873 2.5% 97% True False 8,863
20 77.025 68.650 8.375 11.4% 1.855 2.5% 58% False False 4,837
40 78.125 68.650 9.475 12.9% 1.558 2.1% 51% False False 2,533
60 78.125 66.500 11.625 15.8% 1.136 1.5% 60% False False 1,690
80 78.125 65.920 12.205 16.6% 0.852 1.2% 62% False False 1,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.433
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.213
2.618 79.541
1.618 77.291
1.000 75.900
0.618 75.041
HIGH 73.650
0.618 72.791
0.500 72.525
0.382 72.260
LOW 71.400
0.618 70.010
1.000 69.150
1.618 67.760
2.618 65.510
4.250 61.838
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 73.182 72.982
PP 72.853 72.453
S1 72.525 71.925

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

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