NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 90.525 88.300 -2.225 -2.5% 88.800
High 90.625 89.775 -0.850 -0.9% 90.700
Low 87.075 87.100 0.025 0.0% 85.850
Close 88.280 87.860 -0.420 -0.5% 88.280
Range 3.550 2.675 -0.875 -24.6% 4.850
ATR 3.186 3.150 -0.037 -1.1% 0.000
Volume 21,353 16,814 -4,539 -21.3% 102,895
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 96.270 94.740 89.331
R3 93.595 92.065 88.596
R2 90.920 90.920 88.350
R1 89.390 89.390 88.105 88.818
PP 88.245 88.245 88.245 87.959
S1 86.715 86.715 87.615 86.143
S2 85.570 85.570 87.370
S3 82.895 84.040 87.124
S4 80.220 81.365 86.389
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 102.827 100.403 90.948
R3 97.977 95.553 89.614
R2 93.127 93.127 89.169
R1 90.703 90.703 88.725 89.490
PP 88.277 88.277 88.277 87.670
S1 85.853 85.853 87.835 84.640
S2 83.427 83.427 87.391
S3 78.577 81.003 86.946
S4 73.727 76.153 85.613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.700 85.850 4.850 5.5% 3.460 3.9% 41% False False 19,705
10 97.300 85.850 11.450 13.0% 3.598 4.1% 18% False False 20,681
20 99.200 85.850 13.350 15.2% 3.284 3.7% 15% False False 15,389
40 99.200 81.575 17.625 20.1% 2.956 3.4% 36% False False 7,900
60 99.200 76.700 22.500 25.6% 2.247 2.6% 50% False False 5,269
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.820
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.144
2.618 96.778
1.618 94.103
1.000 92.450
0.618 91.428
HIGH 89.775
0.618 88.753
0.500 88.438
0.382 88.122
LOW 87.100
0.618 85.447
1.000 84.425
1.618 82.772
2.618 80.097
4.250 75.731
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 88.438 88.275
PP 88.245 88.137
S1 88.053 87.998

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

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