NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 90.50 88.70 -1.80 -2.0% 84.75
High 90.50 90.00 -0.50 -0.6% 88.91
Low 90.00 88.61 -1.39 -1.5% 84.60
Close 90.64 90.51 -0.13 -0.1% 88.91
Range 0.50 1.39 0.89 178.0% 4.31
ATR 1.35 1.40 0.05 3.6% 0.00
Volume 321 250 -71 -22.1% 6,552
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.88 93.58 91.27
R3 92.49 92.19 90.89
R2 91.10 91.10 90.76
R1 90.80 90.80 90.64 90.95
PP 89.71 89.71 89.71 89.78
S1 89.41 89.41 90.38 89.56
S2 88.32 88.32 90.26
S3 86.93 88.02 90.13
S4 85.54 86.63 89.75
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 100.40 98.97 91.28
R3 96.09 94.66 90.10
R2 91.78 91.78 89.70
R1 90.35 90.35 89.31 91.07
PP 87.47 87.47 87.47 87.83
S1 86.04 86.04 88.51 86.76
S2 83.16 83.16 88.12
S3 78.85 81.73 87.72
S4 74.54 77.42 86.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.50 87.87 2.63 2.9% 0.87 1.0% 100% False False 1,828
10 90.50 84.60 5.90 6.5% 0.85 0.9% 100% False False 1,302
20 95.00 84.60 10.40 11.5% 0.56 0.6% 57% False False 831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.91
2.618 93.64
1.618 92.25
1.000 91.39
0.618 90.86
HIGH 90.00
0.618 89.47
0.500 89.31
0.382 89.14
LOW 88.61
0.618 87.75
1.000 87.22
1.618 86.36
2.618 84.97
4.250 82.70
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 90.11 90.19
PP 89.71 89.87
S1 89.31 89.56

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

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