NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 88.68 87.65 -1.03 -1.2% 88.13
High 88.93 88.18 -0.75 -0.8% 90.50
Low 88.20 86.94 -1.26 -1.4% 87.87
Close 89.21 87.58 -1.63 -1.8% 88.25
Range 0.73 1.24 0.51 69.9% 2.63
ATR 1.43 1.49 0.06 4.2% 0.00
Volume 627 318 -309 -49.3% 6,187
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 91.29 90.67 88.26
R3 90.05 89.43 87.92
R2 88.81 88.81 87.81
R1 88.19 88.19 87.69 87.88
PP 87.57 87.57 87.57 87.41
S1 86.95 86.95 87.47 86.64
S2 86.33 86.33 87.35
S3 85.09 85.71 87.24
S4 83.85 84.47 86.90
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.76 95.14 89.70
R3 94.13 92.51 88.97
R2 91.50 91.50 88.73
R1 89.88 89.88 88.49 90.69
PP 88.87 88.87 88.87 89.28
S1 87.25 87.25 88.01 88.06
S2 86.24 86.24 87.77
S3 83.61 84.62 87.53
S4 80.98 81.99 86.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.50 86.94 3.56 4.1% 1.19 1.4% 18% False True 391
10 90.50 84.97 5.53 6.3% 0.91 1.0% 47% False False 1,332
20 93.12 84.60 8.52 9.7% 0.70 0.8% 35% False False 847
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.45
2.618 91.43
1.618 90.19
1.000 89.42
0.618 88.95
HIGH 88.18
0.618 87.71
0.500 87.56
0.382 87.41
LOW 86.94
0.618 86.17
1.000 85.70
1.618 84.93
2.618 83.69
4.250 81.67
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 87.57 88.50
PP 87.57 88.19
S1 87.56 87.89

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

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