NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 88.79 88.13 -0.66 -0.7% 87.96
High 89.52 88.13 -1.39 -1.6% 90.30
Low 88.31 88.13 -0.18 -0.2% 87.85
Close 90.34 88.13 -2.21 -2.4% 88.13
Range 1.21 0.00 -1.21 -100.0% 2.45
ATR 1.28 1.35 0.07 5.2% 0.00
Volume 581 526 -55 -9.5% 2,792
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 88.13 88.13 88.13
R3 88.13 88.13 88.13
R2 88.13 88.13 88.13
R1 88.13 88.13 88.13 88.13
PP 88.13 88.13 88.13 88.13
S1 88.13 88.13 88.13 88.13
S2 88.13 88.13 88.13
S3 88.13 88.13 88.13
S4 88.13 88.13 88.13
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.11 94.57 89.48
R3 93.66 92.12 88.80
R2 91.21 91.21 88.58
R1 89.67 89.67 88.35 90.44
PP 88.76 88.76 88.76 89.15
S1 87.22 87.22 87.91 87.99
S2 86.31 86.31 87.68
S3 83.86 84.77 87.46
S4 81.41 82.32 86.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.30 87.85 2.45 2.8% 0.73 0.8% 11% False False 558
10 90.30 85.48 4.82 5.5% 0.53 0.6% 55% False False 471
20 95.00 85.48 9.52 10.8% 0.69 0.8% 28% False False 494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.13
2.618 88.13
1.618 88.13
1.000 88.13
0.618 88.13
HIGH 88.13
0.618 88.13
0.500 88.13
0.382 88.13
LOW 88.13
0.618 88.13
1.000 88.13
1.618 88.13
2.618 88.13
4.250 88.13
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 88.13 89.22
PP 88.13 88.85
S1 88.13 88.49

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

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