NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 69.125 70.675 1.550 2.2% 70.150
High 70.200 70.675 0.475 0.7% 70.550
Low 69.125 69.800 0.675 1.0% 68.425
Close 70.230 70.850 0.620 0.9% 70.230
Range 1.075 0.875 -0.200 -18.6% 2.125
ATR 1.164 1.144 -0.021 -1.8% 0.000
Volume 20 10 -10 -50.0% 66
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 73.067 72.833 71.331
R3 72.192 71.958 71.091
R2 71.317 71.317 71.010
R1 71.083 71.083 70.930 71.200
PP 70.442 70.442 70.442 70.500
S1 70.208 70.208 70.770 70.325
S2 69.567 69.567 70.690
S3 68.692 69.333 70.609
S4 67.817 68.458 70.369
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.110 75.295 71.399
R3 73.985 73.170 70.814
R2 71.860 71.860 70.620
R1 71.045 71.045 70.425 71.453
PP 69.735 69.735 69.735 69.939
S1 68.920 68.920 70.035 69.328
S2 67.610 67.610 69.840
S3 65.485 66.795 69.646
S4 63.360 64.670 69.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.675 68.425 2.250 3.2% 1.040 1.5% 108% True False 13
10 73.000 68.425 4.575 6.5% 1.160 1.6% 53% False False 17
20 75.825 68.425 7.400 10.4% 0.971 1.4% 33% False False 11
40 75.900 68.425 7.475 10.6% 0.634 0.9% 32% False False 7
60 75.900 67.980 7.920 11.2% 0.466 0.7% 36% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.133
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 74.394
2.618 72.966
1.618 72.091
1.000 71.550
0.618 71.216
HIGH 70.675
0.618 70.341
0.500 70.238
0.382 70.134
LOW 69.800
0.618 69.259
1.000 68.925
1.618 68.384
2.618 67.509
4.250 66.081
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 70.646 70.417
PP 70.442 69.983
S1 70.238 69.550

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.