NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 85.60 85.84 0.24 0.3% 84.76
High 85.60 87.13 1.53 1.8% 87.83
Low 84.59 84.59 0.00 0.0% 83.94
Close 87.13 85.84 -1.29 -1.5% 85.84
Range 1.01 2.54 1.53 151.5% 3.89
ATR 1.63 1.70 0.06 4.0% 0.00
Volume 1,918 1,359 -559 -29.1% 5,821
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.47 92.20 87.24
R3 90.93 89.66 86.54
R2 88.39 88.39 86.31
R1 87.12 87.12 86.07 87.11
PP 85.85 85.85 85.85 85.85
S1 84.58 84.58 85.61 84.57
S2 83.31 83.31 85.37
S3 80.77 82.04 85.14
S4 78.23 79.50 84.44
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.54 95.58 87.98
R3 93.65 91.69 86.91
R2 89.76 89.76 86.55
R1 87.80 87.80 86.20 88.78
PP 85.87 85.87 85.87 86.36
S1 83.91 83.91 85.48 84.89
S2 81.98 81.98 85.13
S3 78.09 80.02 84.77
S4 74.20 76.13 83.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.83 83.94 3.89 4.5% 2.17 2.5% 49% False False 1,164
10 89.67 83.94 5.73 6.7% 1.73 2.0% 33% False False 984
20 89.67 82.46 7.21 8.4% 1.53 1.8% 47% False False 846
40 89.67 78.37 11.30 13.2% 1.03 1.2% 66% False False 701
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 93.78
1.618 91.24
1.000 89.67
0.618 88.70
HIGH 87.13
0.618 86.16
0.500 85.86
0.382 85.56
LOW 84.59
0.618 83.02
1.000 82.05
1.618 80.48
2.618 77.94
4.250 73.80
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 85.86 86.21
PP 85.85 86.09
S1 85.85 85.96

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

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