NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 86.40 87.15 0.75 0.9% 81.74
High 87.29 87.15 -0.14 -0.2% 85.65
Low 86.33 84.95 -1.38 -1.6% 81.04
Close 87.99 85.39 -2.60 -3.0% 85.77
Range 0.96 2.20 1.24 129.2% 4.61
ATR 0.82 0.98 0.16 19.3% 0.00
Volume 2,501 2,415 -86 -3.4% 3,607
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 92.43 91.11 86.60
R3 90.23 88.91 86.00
R2 88.03 88.03 85.79
R1 86.71 86.71 85.59 86.27
PP 85.83 85.83 85.83 85.61
S1 84.51 84.51 85.19 84.07
S2 83.63 83.63 84.99
S3 81.43 82.31 84.79
S4 79.23 80.11 84.18
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.98 96.49 88.31
R3 93.37 91.88 87.04
R2 88.76 88.76 86.62
R1 87.27 87.27 86.19 88.02
PP 84.15 84.15 84.15 84.53
S1 82.66 82.66 85.35 83.41
S2 79.54 79.54 84.92
S3 74.93 78.05 84.50
S4 70.32 73.44 83.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.29 81.15 6.14 7.2% 1.15 1.3% 69% False False 1,555
10 87.29 81.00 6.29 7.4% 0.70 0.8% 70% False False 1,641
20 87.29 75.05 12.24 14.3% 0.48 0.6% 84% False False 1,246
40 87.29 70.45 16.84 19.7% 0.34 0.4% 89% False False 1,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 96.50
2.618 92.91
1.618 90.71
1.000 89.35
0.618 88.51
HIGH 87.15
0.618 86.31
0.500 86.05
0.382 85.79
LOW 84.95
0.618 83.59
1.000 82.75
1.618 81.39
2.618 79.19
4.250 75.60
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 86.05 86.12
PP 85.83 85.88
S1 85.61 85.63

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

View Archives - Comment on this page... - Back to Index of Symbols