NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 87.65 84.75 -2.90 -3.3% 90.65
High 88.42 86.05 -2.37 -2.7% 90.98
Low 87.24 84.60 -2.64 -3.0% 87.24
Close 87.65 86.94 -0.71 -0.8% 87.65
Range 1.18 1.45 0.27 22.9% 3.74
ATR 0.00 1.32 1.32 0.00
Volume 315 358 43 13.7% 1,597
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 90.21 90.03 87.74
R3 88.76 88.58 87.34
R2 87.31 87.31 87.21
R1 87.13 87.13 87.07 87.22
PP 85.86 85.86 85.86 85.91
S1 85.68 85.68 86.81 85.77
S2 84.41 84.41 86.67
S3 82.96 84.23 86.54
S4 81.51 82.78 86.14
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 99.84 97.49 89.71
R3 96.10 93.75 88.68
R2 92.36 92.36 88.34
R1 90.01 90.01 87.99 89.32
PP 88.62 88.62 88.62 88.28
S1 86.27 86.27 87.31 85.58
S2 84.88 84.88 86.96
S3 81.14 82.53 86.62
S4 77.40 78.79 85.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.44 84.60 4.84 5.6% 0.82 0.9% 48% False True 338
10 93.12 84.60 8.52 9.8% 0.48 0.6% 27% False True 362
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 0.12
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 92.21
2.618 89.85
1.618 88.40
1.000 87.50
0.618 86.95
HIGH 86.05
0.618 85.50
0.500 85.33
0.382 85.15
LOW 84.60
0.618 83.70
1.000 83.15
1.618 82.25
2.618 80.80
4.250 78.44
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 86.40 86.87
PP 85.86 86.80
S1 85.33 86.74

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

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