NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 85.34 86.48 1.14 1.3% 85.49
High 85.68 87.15 1.47 1.7% 87.00
Low 84.70 85.12 0.42 0.5% 82.46
Close 85.59 86.48 0.89 1.0% 85.59
Range 0.98 2.03 1.05 107.1% 4.54
ATR 1.49 1.53 0.04 2.6% 0.00
Volume 711 1,118 407 57.2% 2,045
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 92.34 91.44 87.60
R3 90.31 89.41 87.04
R2 88.28 88.28 86.85
R1 87.38 87.38 86.67 87.50
PP 86.25 86.25 86.25 86.31
S1 85.35 85.35 86.29 85.47
S2 84.22 84.22 86.11
S3 82.19 83.32 85.92
S4 80.16 81.29 85.36
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.64 96.65 88.09
R3 94.10 92.11 86.84
R2 89.56 89.56 86.42
R1 87.57 87.57 86.01 88.57
PP 85.02 85.02 85.02 85.51
S1 83.03 83.03 85.17 84.03
S2 80.48 80.48 84.76
S3 75.94 78.49 84.34
S4 71.40 73.95 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.15 82.46 4.69 5.4% 1.88 2.2% 86% True False 612
10 88.40 82.46 5.94 6.9% 1.75 2.0% 68% False False 634
20 88.40 78.79 9.61 11.1% 1.06 1.2% 80% False False 669
40 88.40 73.20 15.20 17.6% 0.60 0.7% 87% False False 533
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.78
2.618 92.46
1.618 90.43
1.000 89.18
0.618 88.40
HIGH 87.15
0.618 86.37
0.500 86.14
0.382 85.90
LOW 85.12
0.618 83.87
1.000 83.09
1.618 81.84
2.618 79.81
4.250 76.49
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 86.37 86.04
PP 86.25 85.59
S1 86.14 85.15

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

View Archives - Comment on this page... - Back to Index of Symbols