NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 87.50 88.61 1.11 1.3% 86.40
High 87.80 88.79 0.99 1.1% 88.79
Low 87.33 88.28 0.95 1.1% 84.95
Close 87.33 89.34 2.01 2.3% 89.34
Range 0.47 0.51 0.04 8.5% 3.84
ATR 1.06 1.09 0.03 2.7% 0.00
Volume 1,291 898 -393 -30.4% 9,063
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.33 90.35 89.62
R3 89.82 89.84 89.48
R2 89.31 89.31 89.43
R1 89.33 89.33 89.39 89.32
PP 88.80 88.80 88.80 88.80
S1 88.82 88.82 89.29 88.81
S2 88.29 88.29 89.25
S3 87.78 88.31 89.20
S4 87.27 87.80 89.06
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.21 98.12 91.45
R3 95.37 94.28 90.40
R2 91.53 91.53 90.04
R1 90.44 90.44 89.69 90.99
PP 87.69 87.69 87.69 87.97
S1 86.60 86.60 88.99 87.15
S2 83.85 83.85 88.64
S3 80.01 82.76 88.28
S4 76.17 78.92 87.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.79 84.95 3.84 4.3% 1.29 1.4% 114% True False 1,812
10 88.79 81.04 7.75 8.7% 0.93 1.0% 107% True False 1,267
20 88.79 75.69 13.10 14.7% 0.64 0.7% 104% True False 1,413
40 88.79 72.25 16.54 18.5% 0.42 0.5% 103% True False 1,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.96
2.618 90.13
1.618 89.62
1.000 89.30
0.618 89.11
HIGH 88.79
0.618 88.60
0.500 88.54
0.382 88.47
LOW 88.28
0.618 87.96
1.000 87.77
1.618 87.45
2.618 86.94
4.250 86.11
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 89.07 88.59
PP 88.80 87.84
S1 88.54 87.09

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

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