NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 85.45 84.40 -1.05 -1.2% 83.36
High 85.45 86.00 0.55 0.6% 85.45
Low 85.45 84.31 -1.14 -1.3% 83.36
Close 85.68 84.51 -1.17 -1.4% 85.68
Range 0.00 1.69 1.69 2.09
ATR 0.92 0.98 0.05 5.9% 0.00
Volume 152 171 19 12.5% 3,536
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.01 88.95 85.44
R3 88.32 87.26 84.97
R2 86.63 86.63 84.82
R1 85.57 85.57 84.66 86.10
PP 84.94 84.94 84.94 85.21
S1 83.88 83.88 84.36 84.41
S2 83.25 83.25 84.20
S3 81.56 82.19 84.05
S4 79.87 80.50 83.58
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.10 90.48 86.83
R3 89.01 88.39 86.25
R2 86.92 86.92 86.06
R1 86.30 86.30 85.87 86.61
PP 84.83 84.83 84.83 84.99
S1 84.21 84.21 85.49 84.52
S2 82.74 82.74 85.30
S3 80.65 82.12 85.11
S4 78.56 80.03 84.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.00 83.70 2.30 2.7% 0.60 0.7% 35% True False 291
10 86.00 78.79 7.21 8.5% 0.37 0.4% 79% True False 704
20 86.00 75.30 10.70 12.7% 0.25 0.3% 86% True False 454
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 0.01
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 93.18
2.618 90.42
1.618 88.73
1.000 87.69
0.618 87.04
HIGH 86.00
0.618 85.35
0.500 85.16
0.382 84.96
LOW 84.31
0.618 83.27
1.000 82.62
1.618 81.58
2.618 79.89
4.250 77.13
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 85.16 84.85
PP 84.94 84.74
S1 84.73 84.62

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

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