NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 90.00 89.20 -0.80 -0.9% 87.11
High 90.23 90.65 0.42 0.5% 88.86
Low 89.17 88.15 -1.02 -1.1% 83.90
Close 90.20 90.17 -0.03 0.0% 88.47
Range 1.06 2.50 1.44 135.8% 4.96
ATR 2.00 2.04 0.04 1.8% 0.00
Volume 14,941 17,381 2,440 16.3% 72,180
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 97.16 96.16 91.55
R3 94.66 93.66 90.86
R2 92.16 92.16 90.63
R1 91.16 91.16 90.40 91.66
PP 89.66 89.66 89.66 89.91
S1 88.66 88.66 89.94 89.16
S2 87.16 87.16 89.71
S3 84.66 86.16 89.48
S4 82.16 83.66 88.80
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 90.65 87.05 3.60 4.0% 1.76 1.9% 87% True False 17,936
10 90.65 83.90 6.75 7.5% 2.03 2.3% 93% True False 17,619
20 94.74 83.90 10.84 12.0% 1.96 2.2% 58% False False 16,042
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 0.48
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.28
2.618 97.20
1.618 94.70
1.000 93.15
0.618 92.20
HIGH 90.65
0.618 89.70
0.500 89.40
0.382 89.11
LOW 88.15
0.618 86.61
1.000 85.65
1.618 84.11
2.618 81.61
4.250 77.53
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 89.91 89.91
PP 89.66 89.66
S1 89.40 89.40

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

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