NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 80.55 80.73 0.18 0.2% 75.70
High 80.55 81.40 0.85 1.1% 78.81
Low 80.55 80.73 0.18 0.2% 75.69
Close 80.55 81.40 0.85 1.1% 78.71
Range 0.00 0.67 0.67 3.12
ATR 0.71 0.72 0.01 1.4% 0.00
Volume 435 519 84 19.3% 6,756
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.19 82.96 81.77
R3 82.52 82.29 81.58
R2 81.85 81.85 81.52
R1 81.62 81.62 81.46 81.74
PP 81.18 81.18 81.18 81.23
S1 80.95 80.95 81.34 81.07
S2 80.51 80.51 81.28
S3 79.84 80.28 81.22
S4 79.17 79.61 81.03
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 87.10 86.02 80.43
R3 83.98 82.90 79.57
R2 80.86 80.86 79.28
R1 79.78 79.78 79.00 80.32
PP 77.74 77.74 77.74 78.01
S1 76.66 76.66 78.42 77.20
S2 74.62 74.62 78.14
S3 71.50 73.54 77.85
S4 68.38 70.42 76.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.40 76.40 5.00 6.1% 0.25 0.3% 100% True False 1,305
10 81.40 75.05 6.35 7.8% 0.26 0.3% 100% True False 850
20 81.40 75.05 6.35 7.8% 0.26 0.3% 100% True False 957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.25
2.618 83.15
1.618 82.48
1.000 82.07
0.618 81.81
HIGH 81.40
0.618 81.14
0.500 81.07
0.382 80.99
LOW 80.73
0.618 80.32
1.000 80.06
1.618 79.65
2.618 78.98
4.250 77.88
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 81.29 80.88
PP 81.18 80.35
S1 81.07 79.83

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

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