NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 84.84 85.84 1.00 1.2% 86.48
High 84.84 87.18 2.34 2.8% 89.32
Low 84.84 85.18 0.34 0.4% 85.12
Close 84.84 85.63 0.79 0.9% 89.35
Range 0.00 2.00 2.00 4.20
ATR 1.47 1.54 0.06 4.2% 0.00
Volume 3,490 464 -3,026 -86.7% 5,042
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 92.00 90.81 86.73
R3 90.00 88.81 86.18
R2 88.00 88.00 86.00
R1 86.81 86.81 85.81 86.41
PP 86.00 86.00 86.00 85.79
S1 84.81 84.81 85.45 84.41
S2 84.00 84.00 85.26
S3 82.00 82.81 85.08
S4 80.00 80.81 84.53
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.53 99.14 91.66
R3 96.33 94.94 90.51
R2 92.13 92.13 90.12
R1 90.74 90.74 89.74 91.44
PP 87.93 87.93 87.93 88.28
S1 86.54 86.54 88.97 87.24
S2 83.73 83.73 88.58
S3 79.53 82.34 88.20
S4 75.33 78.14 87.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 84.84 4.83 5.6% 1.13 1.3% 16% False False 897
10 89.67 84.70 4.97 5.8% 1.10 1.3% 19% False False 975
20 89.67 82.46 7.21 8.4% 1.36 1.6% 44% False False 729
40 89.67 74.49 15.18 17.7% 0.76 0.9% 73% False False 657
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 0.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.68
2.618 92.42
1.618 90.42
1.000 89.18
0.618 88.42
HIGH 87.18
0.618 86.42
0.500 86.18
0.382 85.94
LOW 85.18
0.618 83.94
1.000 83.18
1.618 81.94
2.618 79.94
4.250 76.68
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 86.18 86.80
PP 86.00 86.41
S1 85.81 86.02

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

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