NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 92.800 94.900 2.100 2.3% 90.850
High 94.875 95.000 0.125 0.1% 94.875
Low 92.150 92.825 0.675 0.7% 88.200
Close 94.810 93.120 -1.690 -1.8% 94.810
Range 2.725 2.175 -0.550 -20.2% 6.675
ATR 2.274 2.267 -0.007 -0.3% 0.000
Volume 617 313 -304 -49.3% 2,834
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.173 98.822 94.316
R3 97.998 96.647 93.718
R2 95.823 95.823 93.519
R1 94.472 94.472 93.319 94.060
PP 93.648 93.648 93.648 93.443
S1 92.297 92.297 92.921 91.885
S2 91.473 91.473 92.721
S3 89.298 90.122 92.522
S4 87.123 87.947 91.924
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 112.653 110.407 98.481
R3 105.978 103.732 96.646
R2 99.303 99.303 96.034
R1 97.057 97.057 95.422 98.180
PP 92.628 92.628 92.628 93.190
S1 90.382 90.382 94.198 91.505
S2 85.953 85.953 93.586
S3 79.278 83.707 92.974
S4 72.603 77.032 91.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.000 88.200 6.800 7.3% 3.665 3.9% 72% True False 554
10 95.000 83.975 11.025 11.8% 2.960 3.2% 83% True False 410
20 95.000 77.300 17.700 19.0% 2.405 2.6% 89% True False 223
40 95.000 74.700 20.300 21.8% 1.463 1.6% 91% True False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.470
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.244
2.618 100.694
1.618 98.519
1.000 97.175
0.618 96.344
HIGH 95.000
0.618 94.169
0.500 93.913
0.382 93.656
LOW 92.825
0.618 91.481
1.000 90.650
1.618 89.306
2.618 87.131
4.250 83.581
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 93.913 93.080
PP 93.648 93.040
S1 93.384 93.000

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.