NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 72.33 72.25 -0.08 -0.1% 70.84
High 72.33 72.60 0.27 0.4% 71.75
Low 72.33 72.25 -0.08 -0.1% 70.45
Close 72.33 73.10 0.77 1.1% 71.88
Range 0.00 0.35 0.35 1.30
ATR
Volume 682 269 -413 -60.6% 4,922
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 73.70 73.75 73.29
R3 73.35 73.40 73.20
R2 73.00 73.00 73.16
R1 73.05 73.05 73.13 73.03
PP 72.65 72.65 72.65 72.64
S1 72.70 72.70 73.07 72.68
S2 72.30 72.30 73.04
S3 71.95 72.35 73.00
S4 71.60 72.00 72.91
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 75.26 74.87 72.60
R3 73.96 73.57 72.24
R2 72.66 72.66 72.12
R1 72.27 72.27 72.00 72.47
PP 71.36 71.36 71.36 71.46
S1 70.97 70.97 71.76 71.17
S2 70.06 70.06 71.64
S3 68.76 69.67 71.52
S4 67.46 68.37 71.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.60 70.45 2.15 2.9% 0.07 0.1% 123% True False 1,162
10 72.60 69.23 3.37 4.6% 0.04 0.0% 115% True False 823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 74.09
2.618 73.52
1.618 73.17
1.000 72.95
0.618 72.82
HIGH 72.60
0.618 72.47
0.500 72.43
0.382 72.38
LOW 72.25
0.618 72.03
1.000 71.90
1.618 71.68
2.618 71.33
4.250 70.76
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 72.88 72.79
PP 72.65 72.48
S1 72.43 72.18

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

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