NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 79.400 77.900 -1.500 -1.9% 76.700
High 79.400 78.000 -1.400 -1.8% 80.200
Low 78.200 76.750 -1.450 -1.9% 76.700
Close 78.020 77.960 -0.060 -0.1% 79.990
Range 1.200 1.250 0.050 4.2% 3.500
ATR 0.520 0.574 0.054 10.3% 0.000
Volume 17 15 -2 -11.8% 9
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 81.320 80.890 78.648
R3 80.070 79.640 78.304
R2 78.820 78.820 78.189
R1 78.390 78.390 78.075 78.605
PP 77.570 77.570 77.570 77.678
S1 77.140 77.140 77.845 77.355
S2 76.320 76.320 77.731
S3 75.070 75.890 77.616
S4 73.820 74.640 77.273
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 89.463 88.227 81.915
R3 85.963 84.727 80.953
R2 82.463 82.463 80.632
R1 81.227 81.227 80.311 81.845
PP 78.963 78.963 78.963 79.273
S1 77.727 77.727 79.669 78.345
S2 75.463 75.463 79.348
S3 71.963 74.227 79.028
S4 68.463 70.727 78.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.200 76.750 3.450 4.4% 0.575 0.7% 35% False True 7
10 80.200 76.000 4.200 5.4% 0.288 0.4% 47% False False 4
20 80.200 71.400 8.800 11.3% 0.174 0.2% 75% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 83.313
2.618 81.273
1.618 80.023
1.000 79.250
0.618 78.773
HIGH 78.000
0.618 77.523
0.500 77.375
0.382 77.228
LOW 76.750
0.618 75.978
1.000 75.500
1.618 74.728
2.618 73.478
4.250 71.438
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 77.765 78.438
PP 77.570 78.278
S1 77.375 78.119

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

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