NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 88.13 88.94 0.81 0.9% 87.96
High 88.13 88.98 0.85 1.0% 90.30
Low 88.13 88.10 -0.03 0.0% 87.85
Close 88.13 89.07 0.94 1.1% 88.13
Range 0.00 0.88 0.88 2.45
ATR 1.35 1.31 -0.03 -2.5% 0.00
Volume 526 584 58 11.0% 2,792
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 91.36 91.09 89.55
R3 90.48 90.21 89.31
R2 89.60 89.60 89.23
R1 89.33 89.33 89.15 89.47
PP 88.72 88.72 88.72 88.78
S1 88.45 88.45 88.99 88.59
S2 87.84 87.84 88.91
S3 86.96 87.57 88.83
S4 86.08 86.69 88.59
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 88.10 2.20 2.5% 0.57 0.6% 44% False True 506
10 90.30 85.48 4.82 5.4% 0.51 0.6% 74% False False 484
20 94.27 85.48 8.79 9.9% 0.67 0.8% 41% False False 508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.72
2.618 91.28
1.618 90.40
1.000 89.86
0.618 89.52
HIGH 88.98
0.618 88.64
0.500 88.54
0.382 88.44
LOW 88.10
0.618 87.56
1.000 87.22
1.618 86.68
2.618 85.80
4.250 84.36
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 88.89 88.98
PP 88.72 88.90
S1 88.54 88.81

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

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