NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 86.92 87.11 0.19 0.2% 88.88
High 88.18 87.50 -0.68 -0.8% 90.47
Low 86.57 83.90 -2.67 -3.1% 86.50
Close 87.11 86.45 -0.66 -0.8% 87.11
Range 1.61 3.60 1.99 123.6% 3.97
ATR 0.00 2.14 2.14 0.00
Volume 16,000 11,286 -4,714 -29.5% 71,708
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.75 95.20 88.43
R3 93.15 91.60 87.44
R2 89.55 89.55 87.11
R1 88.00 88.00 86.78 86.98
PP 85.95 85.95 85.95 85.44
S1 84.40 84.40 86.12 83.38
S2 82.35 82.35 85.79
S3 78.75 80.80 85.46
S4 75.15 77.20 84.47
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 99.94 97.49 89.29
R3 95.97 93.52 88.20
R2 92.00 92.00 87.84
R1 89.55 89.55 87.47 88.79
PP 88.03 88.03 88.03 87.65
S1 85.58 85.58 86.75 84.82
S2 84.06 84.06 86.38
S3 80.09 81.61 86.02
S4 76.12 77.64 84.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.36 83.90 6.46 7.5% 2.32 2.7% 39% False True 13,863
10 93.48 83.90 9.58 11.1% 2.04 2.4% 27% False True 14,990
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 102.80
2.618 96.92
1.618 93.32
1.000 91.10
0.618 89.72
HIGH 87.50
0.618 86.12
0.500 85.70
0.382 85.28
LOW 83.90
0.618 81.68
1.000 80.30
1.618 78.08
2.618 74.48
4.250 68.60
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 86.20 86.41
PP 85.95 86.37
S1 85.70 86.33

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

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