NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 87.44 86.56 -0.88 -1.0% 87.96
High 87.44 87.51 0.07 0.1% 90.30
Low 87.24 86.22 -1.02 -1.2% 87.85
Close 87.44 86.44 -1.00 -1.1% 88.13
Range 0.20 1.29 1.09 545.0% 2.45
ATR 1.35 1.35 0.00 -0.3% 0.00
Volume 409 1,164 755 184.6% 2,792
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 90.59 89.81 87.15
R3 89.30 88.52 86.79
R2 88.01 88.01 86.68
R1 87.23 87.23 86.56 86.98
PP 86.72 86.72 86.72 86.60
S1 85.94 85.94 86.32 85.69
S2 85.43 85.43 86.20
S3 84.14 84.65 86.09
S4 82.85 83.36 85.73
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 89.52 86.22 3.30 3.8% 0.72 0.8% 7% False True 652
10 90.30 86.22 4.08 4.7% 0.60 0.7% 5% False True 593
20 92.75 85.48 7.27 8.4% 0.63 0.7% 13% False False 542
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 0.10
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.99
2.618 90.89
1.618 89.60
1.000 88.80
0.618 88.31
HIGH 87.51
0.618 87.02
0.500 86.87
0.382 86.71
LOW 86.22
0.618 85.42
1.000 84.93
1.618 84.13
2.618 82.84
4.250 80.74
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 86.87 87.60
PP 86.72 87.21
S1 86.58 86.83

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

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