NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 82.62 83.36 0.74 0.9% 78.90
High 82.62 83.85 1.23 1.5% 82.62
Low 82.62 83.36 0.74 0.9% 78.79
Close 82.62 84.90 2.28 2.8% 82.62
Range 0.00 0.49 0.49 3.83
ATR 0.72 0.75 0.04 5.1% 0.00
Volume 156 2,252 2,096 1,343.6% 3,390
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 85.51 85.69 85.17
R3 85.02 85.20 85.03
R2 84.53 84.53 84.99
R1 84.71 84.71 84.94 84.62
PP 84.04 84.04 84.04 83.99
S1 84.22 84.22 84.86 84.13
S2 83.55 83.55 84.81
S3 83.06 83.73 84.77
S4 82.57 83.24 84.63
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 92.83 91.56 84.73
R3 89.00 87.73 83.67
R2 85.17 85.17 83.32
R1 83.90 83.90 82.97 84.54
PP 81.34 81.34 81.34 81.66
S1 80.07 80.07 82.27 80.71
S2 77.51 77.51 81.92
S3 73.68 76.24 81.57
S4 69.85 72.41 80.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.85 78.79 5.06 6.0% 0.15 0.2% 121% True False 1,118
10 83.85 78.37 5.48 6.5% 0.12 0.1% 119% True False 645
20 83.85 73.20 10.65 12.5% 0.15 0.2% 110% True False 597
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 0.00
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 85.93
2.618 85.13
1.618 84.64
1.000 84.34
0.618 84.15
HIGH 83.85
0.618 83.66
0.500 83.61
0.382 83.55
LOW 83.36
0.618 83.06
1.000 82.87
1.618 82.57
2.618 82.08
4.250 81.28
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 84.47 83.95
PP 84.04 83.00
S1 83.61 82.05

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

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