NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 89.20 87.65 -1.55 -1.7% 93.63
High 89.44 87.70 -1.74 -1.9% 93.72
Low 89.07 87.44 -1.63 -1.8% 89.54
Close 89.42 88.24 -1.18 -1.3% 89.54
Range 0.37 0.26 -0.11 -29.7% 4.18
ATR
Volume 229 383 154 67.2% 1,996
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 88.57 88.67 88.38
R3 88.31 88.41 88.31
R2 88.05 88.05 88.29
R1 88.15 88.15 88.26 88.10
PP 87.79 87.79 87.79 87.77
S1 87.89 87.89 88.22 87.84
S2 87.53 87.53 88.19
S3 87.27 87.63 88.17
S4 87.01 87.37 88.10
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 103.47 100.69 91.84
R3 99.29 96.51 90.69
R2 95.11 95.11 90.31
R1 92.33 92.33 89.92 91.63
PP 90.93 90.93 90.93 90.59
S1 88.15 88.15 89.16 87.45
S2 86.75 86.75 88.77
S3 82.57 83.97 88.39
S4 78.39 79.79 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.98 87.44 3.54 4.0% 0.27 0.3% 23% False True 245
10 95.00 87.44 7.56 8.6% 0.27 0.3% 11% False True 359
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 0.06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.81
2.618 88.38
1.618 88.12
1.000 87.96
0.618 87.86
HIGH 87.70
0.618 87.60
0.500 87.57
0.382 87.54
LOW 87.44
0.618 87.28
1.000 87.18
1.618 87.02
2.618 86.76
4.250 86.34
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 88.02 89.21
PP 87.79 88.89
S1 87.57 88.56

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

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