NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 85.49 84.76 -0.73 -0.9% 84.40
High 87.00 85.21 -1.79 -2.1% 88.40
Low 85.38 82.46 -2.92 -3.4% 84.31
Close 85.49 83.35 -2.14 -2.5% 87.05
Range 1.62 2.75 1.13 69.8% 4.09
ATR 1.23 1.36 0.13 10.4% 0.00
Volume 101 15 -86 -85.1% 3,348
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.92 90.39 84.86
R3 89.17 87.64 84.11
R2 86.42 86.42 83.85
R1 84.89 84.89 83.60 84.28
PP 83.67 83.67 83.67 83.37
S1 82.14 82.14 83.10 81.53
S2 80.92 80.92 82.85
S3 78.17 79.39 82.59
S4 75.42 76.64 81.84
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.86 97.04 89.30
R3 94.77 92.95 88.17
R2 90.68 90.68 87.80
R1 88.86 88.86 87.42 89.77
PP 86.59 86.59 86.59 87.04
S1 84.77 84.77 86.68 85.68
S2 82.50 82.50 86.30
S3 78.41 80.68 85.93
S4 74.32 76.59 84.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.40 82.46 5.94 7.1% 1.78 2.1% 15% False True 451
10 88.40 82.46 5.94 7.1% 1.38 1.7% 15% False True 463
20 88.40 78.37 10.03 12.0% 0.73 0.9% 50% False False 555
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 0.25
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 96.90
2.618 92.41
1.618 89.66
1.000 87.96
0.618 86.91
HIGH 85.21
0.618 84.16
0.500 83.84
0.382 83.51
LOW 82.46
0.618 80.76
1.000 79.71
1.618 78.01
2.618 75.26
4.250 70.77
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 83.84 84.78
PP 83.67 84.30
S1 83.51 83.83

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

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