NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 84.53 83.35 -1.18 -1.4% 84.40
High 85.55 85.55 0.00 0.0% 88.40
Low 84.30 83.14 -1.16 -1.4% 84.31
Close 84.97 84.18 -0.79 -0.9% 87.05
Range 1.25 2.41 1.16 92.8% 4.09
ATR 1.42 1.49 0.07 5.0% 0.00
Volume 179 1,039 860 480.4% 3,348
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.52 90.26 85.51
R3 89.11 87.85 84.84
R2 86.70 86.70 84.62
R1 85.44 85.44 84.40 86.07
PP 84.29 84.29 84.29 84.61
S1 83.03 83.03 83.96 83.66
S2 81.88 81.88 83.74
S3 79.47 80.62 83.52
S4 77.06 78.21 82.85
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 87.10 82.46 4.64 5.5% 1.61 1.9% 37% False False 276
10 88.40 82.46 5.94 7.1% 1.62 1.9% 29% False False 483
20 88.40 78.79 9.61 11.4% 0.91 1.1% 56% False False 600
40 88.40 73.20 15.20 18.1% 0.53 0.6% 72% False False 551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.79
2.618 91.86
1.618 89.45
1.000 87.96
0.618 87.04
HIGH 85.55
0.618 84.63
0.500 84.35
0.382 84.06
LOW 83.14
0.618 81.65
1.000 80.73
1.618 79.24
2.618 76.83
4.250 72.90
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 84.35 84.12
PP 84.29 84.06
S1 84.24 84.01

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

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