NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 80.525 81.675 1.150 1.4% 77.500
High 81.900 82.350 0.450 0.5% 82.350
Low 80.275 80.550 0.275 0.3% 77.275
Close 81.780 81.620 -0.160 -0.2% 81.620
Range 1.625 1.800 0.175 10.8% 5.075
ATR 1.514 1.535 0.020 1.3% 0.000
Volume 15,482 11,740 -3,742 -24.2% 35,743
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 86.907 86.063 82.610
R3 85.107 84.263 82.115
R2 83.307 83.307 81.950
R1 82.463 82.463 81.785 81.985
PP 81.507 81.507 81.507 81.268
S1 80.663 80.663 81.455 80.185
S2 79.707 79.707 81.290
S3 77.907 78.863 81.125
S4 76.107 77.063 80.630
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 95.640 93.705 84.411
R3 90.565 88.630 83.016
R2 85.490 85.490 82.550
R1 83.555 83.555 82.085 84.523
PP 80.415 80.415 80.415 80.899
S1 78.480 78.480 81.155 79.448
S2 75.340 75.340 80.690
S3 70.265 73.405 80.224
S4 65.190 68.330 78.829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.350 77.275 5.075 6.2% 1.920 2.4% 86% True False 7,148
10 82.350 74.550 7.800 9.6% 1.770 2.2% 91% True False 3,912
20 82.350 69.875 12.475 15.3% 1.505 1.8% 94% True False 2,094
40 82.350 68.525 13.825 16.9% 1.299 1.6% 95% True False 1,077
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 0.450
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.000
2.618 87.062
1.618 85.262
1.000 84.150
0.618 83.462
HIGH 82.350
0.618 81.662
0.500 81.450
0.382 81.238
LOW 80.550
0.618 79.438
1.000 78.750
1.618 77.638
2.618 75.838
4.250 72.900
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 81.563 81.438
PP 81.507 81.257
S1 81.450 81.075

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.