NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 75.70 75.70 0.00 0.0% 76.17
High 75.70 76.95 1.25 1.7% 76.87
Low 75.70 75.69 -0.01 0.0% 75.05
Close 75.70 76.60 0.90 1.2% 77.46
Range 0.00 1.26 1.26 1.82
ATR 0.59 0.64 0.05 8.1% 0.00
Volume 887 298 -589 -66.4% 4,272
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 80.19 79.66 77.29
R3 78.93 78.40 76.95
R2 77.67 77.67 76.83
R1 77.14 77.14 76.72 77.41
PP 76.41 76.41 76.41 76.55
S1 75.88 75.88 76.48 76.15
S2 75.15 75.15 76.37
S3 73.89 74.62 76.25
S4 72.63 73.36 75.91
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 81.92 81.51 78.46
R3 80.10 79.69 77.96
R2 78.28 78.28 77.79
R1 77.87 77.87 77.63 78.08
PP 76.46 76.46 76.46 76.56
S1 76.05 76.05 77.29 76.26
S2 74.64 74.64 77.13
S3 72.82 74.23 76.96
S4 71.00 72.41 76.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.95 75.05 1.90 2.5% 0.26 0.3% 82% True False 396
10 77.75 75.05 2.70 3.5% 0.40 0.5% 57% False False 780
20 77.75 73.20 4.55 5.9% 0.25 0.3% 75% False False 840
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 0.01
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.31
2.618 80.25
1.618 78.99
1.000 78.21
0.618 77.73
HIGH 76.95
0.618 76.47
0.500 76.32
0.382 76.17
LOW 75.69
0.618 74.91
1.000 74.43
1.618 73.65
2.618 72.39
4.250 70.34
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 76.51 76.51
PP 76.41 76.41
S1 76.32 76.32

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

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