NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 87.81 87.38 -0.43 -0.5% 90.30
High 88.56 88.13 -0.43 -0.5% 90.58
Low 86.75 87.00 0.25 0.3% 86.75
Close 87.19 87.38 0.19 0.2% 87.38
Range 1.81 1.13 -0.68 -37.6% 3.83
ATR
Volume 358 450 92 25.7% 1,659
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 90.89 90.27 88.00
R3 89.76 89.14 87.69
R2 88.63 88.63 87.59
R1 88.01 88.01 87.48 87.95
PP 87.50 87.50 87.50 87.47
S1 86.88 86.88 87.28 86.82
S2 86.37 86.37 87.17
S3 85.24 85.75 87.07
S4 84.11 84.62 86.76
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 99.73 97.38 89.49
R3 95.90 93.55 88.43
R2 92.07 92.07 88.08
R1 89.72 89.72 87.73 88.98
PP 88.24 88.24 88.24 87.87
S1 85.89 85.89 87.03 85.15
S2 84.41 84.41 86.68
S3 80.58 82.06 86.33
S4 76.75 78.23 85.27
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% 0.99 1.1% 16% False False 331
10 94.27 86.75 7.52 8.6% 0.84 1.0% 8% False False 532
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.93
2.618 91.09
1.618 89.96
1.000 89.26
0.618 88.83
HIGH 88.13
0.618 87.70
0.500 87.57
0.382 87.43
LOW 87.00
0.618 86.30
1.000 85.87
1.618 85.17
2.618 84.04
4.250 82.20
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 87.57 87.66
PP 87.50 87.56
S1 87.44 87.47

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

View Archives - Comment on this page... - Back to Index of Symbols