NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 80.875 82.200 1.325 1.6% 76.725
High 82.375 82.525 0.150 0.2% 80.350
Low 80.225 80.875 0.650 0.8% 75.525
Close 81.510 81.930 0.420 0.5% 79.100
Range 2.150 1.650 -0.500 -23.3% 4.825
ATR 1.789 1.779 -0.010 -0.6% 0.000
Volume 11,489 13,983 2,494 21.7% 66,831
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 86.727 85.978 82.838
R3 85.077 84.328 82.384
R2 83.427 83.427 82.233
R1 82.678 82.678 82.081 82.228
PP 81.777 81.777 81.777 81.551
S1 81.028 81.028 81.779 80.578
S2 80.127 80.127 81.628
S3 78.477 79.378 81.476
S4 76.827 77.728 81.023
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 92.800 90.775 81.754
R3 87.975 85.950 80.427
R2 83.150 83.150 79.985
R1 81.125 81.125 79.542 82.138
PP 78.325 78.325 78.325 78.831
S1 76.300 76.300 78.658 77.313
S2 73.500 73.500 78.215
S3 68.675 71.475 77.773
S4 63.850 66.650 76.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.525 78.275 4.250 5.2% 1.815 2.2% 86% True False 13,049
10 82.525 75.325 7.200 8.8% 1.918 2.3% 92% True False 13,698
20 82.525 68.650 13.875 16.9% 1.711 2.1% 96% True False 12,569
40 82.525 68.650 13.875 16.9% 1.853 2.3% 96% True False 7,026
60 82.525 68.650 13.875 16.9% 1.479 1.8% 96% True False 4,705
80 82.525 65.950 16.575 20.2% 1.156 1.4% 96% True False 3,531
100 82.525 65.920 16.605 20.3% 0.926 1.1% 96% True False 2,826
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 0.535
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.538
2.618 86.845
1.618 85.195
1.000 84.175
0.618 83.545
HIGH 82.525
0.618 81.895
0.500 81.700
0.382 81.505
LOW 80.875
0.618 79.855
1.000 79.225
1.618 78.205
2.618 76.555
4.250 73.863
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 81.853 81.420
PP 81.777 80.910
S1 81.700 80.400

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

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