NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 85.67 87.07 1.40 1.6% 90.65
High 85.69 87.07 1.38 1.6% 90.98
Low 84.97 87.07 2.10 2.5% 87.24
Close 84.99 87.07 2.08 2.4% 87.65
Range 0.72 0.00 -0.72 -100.0% 3.74
ATR 1.37 1.42 0.05 3.7% 0.00
Volume 623 2,177 1,554 249.4% 1,597
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 87.07 87.07 87.07
R3 87.07 87.07 87.07
R2 87.07 87.07 87.07
R1 87.07 87.07 87.07 87.07
PP 87.07 87.07 87.07 87.07
S1 87.07 87.07 87.07 87.07
S2 87.07 87.07 87.07
S3 87.07 87.07 87.07
S4 87.07 87.07 87.07
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 88.87 84.60 4.27 4.9% 0.84 1.0% 58% False False 776
10 90.98 84.60 6.38 7.3% 0.55 0.6% 39% False False 510
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.07
2.618 87.07
1.618 87.07
1.000 87.07
0.618 87.07
HIGH 87.07
0.618 87.07
0.500 87.07
0.382 87.07
LOW 87.07
0.618 87.07
1.000 87.07
1.618 87.07
2.618 87.07
4.250 87.07
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 87.07 86.66
PP 87.07 86.25
S1 87.07 85.84

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

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