NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 76.525 76.725 0.200 0.3% 74.300
High 76.975 78.450 1.475 1.9% 77.525
Low 75.625 75.525 -0.100 -0.1% 73.500
Close 76.700 77.490 0.790 1.0% 76.700
Range 1.350 2.925 1.575 116.7% 4.025
ATR 1.649 1.740 0.091 5.5% 0.000
Volume 21,906 11,441 -10,465 -47.8% 53,737
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 85.930 84.635 79.099
R3 83.005 81.710 78.294
R2 80.080 80.080 78.026
R1 78.785 78.785 77.758 79.433
PP 77.155 77.155 77.155 77.479
S1 75.860 75.860 77.222 76.508
S2 74.230 74.230 76.954
S3 71.305 72.935 76.686
S4 68.380 70.010 75.881
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 87.983 86.367 78.914
R3 83.958 82.342 77.807
R2 79.933 79.933 77.438
R1 78.317 78.317 77.069 79.125
PP 75.908 75.908 75.908 76.313
S1 74.292 74.292 76.331 75.100
S2 71.883 71.883 75.962
S3 67.858 70.267 75.593
S4 63.833 66.242 74.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.450 73.500 4.950 6.4% 1.880 2.4% 81% True False 13,035
10 78.450 70.200 8.250 10.6% 1.693 2.2% 88% True False 11,667
20 78.450 68.650 9.800 12.6% 1.785 2.3% 90% True False 8,951
40 78.450 68.650 9.800 12.6% 1.736 2.2% 90% True False 4,712
60 78.450 68.650 9.800 12.6% 1.313 1.7% 90% True False 3,145
80 78.450 65.950 12.500 16.1% 0.998 1.3% 92% True False 2,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.530
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 90.881
2.618 86.108
1.618 83.183
1.000 81.375
0.618 80.258
HIGH 78.450
0.618 77.333
0.500 76.988
0.382 76.642
LOW 75.525
0.618 73.717
1.000 72.600
1.618 70.792
2.618 67.867
4.250 63.094
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 77.323 77.289
PP 77.155 77.088
S1 76.988 76.888

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

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