NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 94.475 96.925 2.450 2.6% 91.725
High 97.075 98.600 1.525 1.6% 96.225
Low 94.425 94.575 0.150 0.2% 88.900
Close 96.700 96.370 -0.330 -0.3% 95.930
Range 2.650 4.025 1.375 51.9% 7.325
ATR 2.721 2.814 0.093 3.4% 0.000
Volume 17,023 19,512 2,489 14.6% 124,144
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 108.590 106.505 98.584
R3 104.565 102.480 97.477
R2 100.540 100.540 97.108
R1 98.455 98.455 96.739 97.485
PP 96.515 96.515 96.515 96.030
S1 94.430 94.430 96.001 93.460
S2 92.490 92.490 95.632
S3 88.465 90.405 95.263
S4 84.440 86.380 94.156
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 115.660 113.120 99.959
R3 108.335 105.795 97.944
R2 101.010 101.010 97.273
R1 98.470 98.470 96.601 99.740
PP 93.685 93.685 93.685 94.320
S1 91.145 91.145 95.259 92.415
S2 86.360 86.360 94.587
S3 79.035 83.820 93.916
S4 71.710 76.495 91.901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.600 92.050 6.550 6.8% 3.245 3.4% 66% True False 22,974
10 98.600 87.550 11.050 11.5% 3.415 3.5% 80% True False 21,330
20 98.600 80.575 18.025 18.7% 2.876 3.0% 88% True False 14,485
40 98.600 76.500 22.100 22.9% 2.285 2.4% 90% True False 7,437
60 98.600 68.425 30.175 31.3% 1.887 2.0% 93% True False 4,965
80 98.600 68.425 30.175 31.3% 1.604 1.7% 93% True False 3,726
100 98.600 68.425 30.175 31.3% 1.304 1.4% 93% True False 2,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.473
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.706
2.618 109.137
1.618 105.112
1.000 102.625
0.618 101.087
HIGH 98.600
0.618 97.062
0.500 96.588
0.382 96.113
LOW 94.575
0.618 92.088
1.000 90.550
1.618 88.063
2.618 84.038
4.250 77.469
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 96.588 96.301
PP 96.515 96.232
S1 96.443 96.163

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

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