NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 77.825 78.100 0.275 0.4% 74.300
High 78.375 80.200 1.825 2.3% 77.525
Low 76.925 78.025 1.100 1.4% 73.500
Close 78.230 79.910 1.680 2.1% 76.700
Range 1.450 2.175 0.725 50.0% 4.025
ATR 1.720 1.752 0.033 1.9% 0.000
Volume 12,533 15,881 3,348 26.7% 53,737
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 85.903 85.082 81.106
R3 83.728 82.907 80.508
R2 81.553 81.553 80.309
R1 80.732 80.732 80.109 81.143
PP 79.378 79.378 79.378 79.584
S1 78.557 78.557 79.711 78.968
S2 77.203 77.203 79.511
S3 75.028 76.382 79.312
S4 72.853 74.207 78.714
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 80.200 75.325 4.875 6.1% 2.020 2.5% 94% True False 14,346
10 80.200 71.400 8.800 11.0% 1.753 2.2% 97% True False 12,596
20 80.200 68.650 11.550 14.5% 1.799 2.3% 97% True False 10,278
40 80.200 68.650 11.550 14.5% 1.779 2.2% 97% True False 5,422
60 80.200 68.650 11.550 14.5% 1.363 1.7% 97% True False 3,618
80 80.200 65.950 14.250 17.8% 1.043 1.3% 98% True False 2,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.480
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.444
2.618 85.894
1.618 83.719
1.000 82.375
0.618 81.544
HIGH 80.200
0.618 79.369
0.500 79.113
0.382 78.856
LOW 78.025
0.618 76.681
1.000 75.850
1.618 74.506
2.618 72.331
4.250 68.781
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 79.644 79.228
PP 79.378 78.545
S1 79.113 77.863

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.