NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 84.96 83.70 -1.26 -1.5% 78.90
High 84.96 85.00 0.04 0.0% 82.62
Low 84.96 83.70 -1.26 -1.5% 78.79
Close 84.96 83.96 -1.00 -1.2% 82.62
Range 0.00 1.30 1.30 3.83
ATR 0.85 0.88 0.03 3.8% 0.00
Volume 206 811 605 293.7% 3,390
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 88.12 87.34 84.68
R3 86.82 86.04 84.32
R2 85.52 85.52 84.20
R1 84.74 84.74 84.08 85.13
PP 84.22 84.22 84.22 84.42
S1 83.44 83.44 83.84 83.83
S2 82.92 82.92 83.72
S3 81.62 82.14 83.60
S4 80.32 80.84 83.25
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 85.00 82.62 2.38 2.8% 0.36 0.4% 56% True False 708
10 85.00 78.79 6.21 7.4% 0.21 0.2% 83% True False 717
20 85.00 74.49 10.51 12.5% 0.17 0.2% 90% True False 585
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 0.00
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 90.53
2.618 88.40
1.618 87.10
1.000 86.30
0.618 85.80
HIGH 85.00
0.618 84.50
0.500 84.35
0.382 84.20
LOW 83.70
0.618 82.90
1.000 82.40
1.618 81.60
2.618 80.30
4.250 78.18
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 84.35 84.35
PP 84.22 84.22
S1 84.09 84.09

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

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