NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 87.65 88.14 0.49 0.6% 93.63
High 87.70 88.87 1.17 1.3% 93.72
Low 87.44 88.01 0.57 0.7% 89.54
Close 88.24 87.45 -0.79 -0.9% 89.54
Range 0.26 0.86 0.60 230.8% 4.18
ATR
Volume 383 409 26 6.8% 1,996
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 90.69 89.93 87.92
R3 89.83 89.07 87.69
R2 88.97 88.97 87.61
R1 88.21 88.21 87.53 88.16
PP 88.11 88.11 88.11 88.09
S1 87.35 87.35 87.37 87.30
S2 87.25 87.25 87.29
S3 86.39 86.49 87.21
S4 85.53 85.63 86.98
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% 0.44 0.5% 0% False False 268
10 94.17 87.44 6.73 7.7% 0.35 0.4% 0% False False 376
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 0.07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 92.53
2.618 91.12
1.618 90.26
1.000 89.73
0.618 89.40
HIGH 88.87
0.618 88.54
0.500 88.44
0.382 88.34
LOW 88.01
0.618 87.48
1.000 87.15
1.618 86.62
2.618 85.76
4.250 84.36
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 88.44 88.44
PP 88.11 88.11
S1 87.78 87.78

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

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