NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 85.800 88.275 2.475 2.9% 82.800
High 88.275 88.475 0.200 0.2% 88.475
Low 85.800 86.250 0.450 0.5% 82.525
Close 88.040 86.950 -1.090 -1.2% 86.950
Range 2.475 2.225 -0.250 -10.1% 5.950
ATR 1.907 1.930 0.023 1.2% 0.000
Volume 6,672 10,066 3,394 50.9% 23,758
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 93.900 92.650 88.174
R3 91.675 90.425 87.562
R2 89.450 89.450 87.358
R1 88.200 88.200 87.154 87.713
PP 87.225 87.225 87.225 86.981
S1 85.975 85.975 86.746 85.488
S2 85.000 85.000 86.542
S3 82.775 83.750 86.338
S4 80.550 81.525 85.726
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 103.833 101.342 90.223
R3 97.883 95.392 88.586
R2 91.933 91.933 88.041
R1 89.442 89.442 87.495 90.688
PP 85.983 85.983 85.983 86.606
S1 83.492 83.492 86.405 84.738
S2 80.033 80.033 85.859
S3 74.083 77.542 85.314
S4 68.133 71.592 83.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.475 82.525 5.950 6.8% 2.540 2.9% 74% True False 4,751
10 88.475 77.800 10.675 12.3% 2.265 2.6% 86% True False 2,756
20 88.475 77.350 11.125 12.8% 2.034 2.3% 86% True False 1,636
40 88.475 69.800 18.675 21.5% 1.574 1.8% 92% True False 848
60 88.475 68.425 20.050 23.1% 1.360 1.6% 92% True False 569
80 88.475 68.425 20.050 23.1% 1.093 1.3% 92% True False 428
100 88.475 67.980 20.495 23.6% 0.900 1.0% 93% True False 342
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 0.273
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.931
2.618 94.300
1.618 92.075
1.000 90.700
0.618 89.850
HIGH 88.475
0.618 87.625
0.500 87.363
0.382 87.100
LOW 86.250
0.618 84.875
1.000 84.025
1.618 82.650
2.618 80.425
4.250 76.794
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 87.363 87.088
PP 87.225 87.042
S1 87.088 86.996

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.