NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 85.35 87.30 1.95 2.3% 87.11
High 86.85 88.86 2.01 2.3% 88.86
Low 84.75 87.05 2.30 2.7% 83.90
Close 86.65 88.47 1.82 2.1% 88.47
Range 2.10 1.81 -0.29 -13.8% 4.96
ATR 2.13 2.14 0.01 0.3% 0.00
Volume 15,232 20,801 5,569 36.6% 72,180
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.56 92.82 89.47
R3 91.75 91.01 88.97
R2 89.94 89.94 88.80
R1 89.20 89.20 88.64 89.57
PP 88.13 88.13 88.13 88.31
S1 87.39 87.39 88.30 87.76
S2 86.32 86.32 88.14
S3 84.51 85.58 87.97
S4 82.70 83.77 87.47
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.96 100.17 91.20
R3 97.00 95.21 89.83
R2 92.04 92.04 89.38
R1 90.25 90.25 88.92 91.15
PP 87.08 87.08 87.08 87.52
S1 85.29 85.29 88.02 86.19
S2 82.12 82.12 87.56
S3 77.16 80.33 87.11
S4 72.20 75.37 85.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.86 83.90 4.96 5.6% 2.22 2.5% 92% True False 17,636
10 90.47 83.90 6.57 7.4% 2.05 2.3% 70% False False 16,232
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.55
2.618 93.60
1.618 91.79
1.000 90.67
0.618 89.98
HIGH 88.86
0.618 88.17
0.500 87.96
0.382 87.74
LOW 87.05
0.618 85.93
1.000 85.24
1.618 84.12
2.618 82.31
4.250 79.36
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 88.30 87.87
PP 88.13 87.28
S1 87.96 86.68

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

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