NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 80.73 81.32 0.59 0.7% 75.70
High 81.40 81.32 -0.08 -0.1% 78.81
Low 80.73 81.00 0.27 0.3% 75.69
Close 81.40 80.82 -0.58 -0.7% 78.71
Range 0.67 0.32 -0.35 -52.2% 3.12
ATR 0.72 0.70 -0.02 -3.2% 0.00
Volume 519 928 409 78.8% 6,756
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.01 81.73 81.00
R3 81.69 81.41 80.91
R2 81.37 81.37 80.88
R1 81.09 81.09 80.85 81.07
PP 81.05 81.05 81.05 81.04
S1 80.77 80.77 80.79 80.75
S2 80.73 80.73 80.76
S3 80.41 80.45 80.73
S4 80.09 80.13 80.64
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 78.25 3.15 3.9% 0.31 0.4% 82% False False 558
10 81.40 75.05 6.35 7.9% 0.29 0.4% 91% False False 909
20 81.40 75.05 6.35 7.9% 0.28 0.3% 91% False False 928
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.68
2.618 82.16
1.618 81.84
1.000 81.64
0.618 81.52
HIGH 81.32
0.618 81.20
0.500 81.16
0.382 81.12
LOW 81.00
0.618 80.80
1.000 80.68
1.618 80.48
2.618 80.16
4.250 79.64
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 81.16 80.98
PP 81.05 80.92
S1 80.93 80.87

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

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