NYMEX Light Sweet Crude Oil Future November 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 87.39 87.81 0.42 0.5% 94.27
High 88.16 88.56 0.40 0.5% 94.27
Low 87.23 86.75 -0.48 -0.6% 89.30
Close 87.98 87.19 -0.79 -0.9% 89.21
Range 0.93 1.81 0.88 94.6% 4.97
ATR
Volume 237 358 121 51.1% 3,665
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.93 91.87 88.19
R3 91.12 90.06 87.69
R2 89.31 89.31 87.52
R1 88.25 88.25 87.36 87.88
PP 87.50 87.50 87.50 87.31
S1 86.44 86.44 87.02 86.07
S2 85.69 85.69 86.86
S3 83.88 84.63 86.69
S4 82.07 82.82 86.19
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 105.84 102.49 91.94
R3 100.87 97.52 90.58
R2 95.90 95.90 90.12
R1 92.55 92.55 89.67 91.74
PP 90.93 90.93 90.93 90.52
S1 87.58 87.58 88.75 86.77
S2 85.96 85.96 88.30
S3 80.99 82.61 87.84
S4 76.02 77.64 86.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.58 86.75 3.83 4.4% 0.87 1.0% 11% False True 694
10 95.00 86.75 8.25 9.5% 0.84 1.0% 5% False True 518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 96.25
2.618 93.30
1.618 91.49
1.000 90.37
0.618 89.68
HIGH 88.56
0.618 87.87
0.500 87.66
0.382 87.44
LOW 86.75
0.618 85.63
1.000 84.94
1.618 83.82
2.618 82.01
4.250 79.06
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 87.66 87.94
PP 87.50 87.69
S1 87.35 87.44

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

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