NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 91.45 91.95 0.50 0.5% 86.40
High 91.45 91.95 0.50 0.5% 88.79
Low 90.20 90.48 0.28 0.3% 84.95
Close 90.93 90.48 -0.45 -0.5% 89.34
Range 1.25 1.47 0.22 17.6% 3.84
ATR 1.19 1.21 0.02 1.7% 0.00
Volume 1,077 1,287 210 19.5% 9,063
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 95.38 94.40 91.29
R3 93.91 92.93 90.88
R2 92.44 92.44 90.75
R1 91.46 91.46 90.61 91.22
PP 90.97 90.97 90.97 90.85
S1 89.99 89.99 90.35 89.75
S2 89.50 89.50 90.21
S3 88.03 88.52 90.08
S4 86.56 87.05 89.67
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 91.95 88.17 3.78 4.2% 0.89 1.0% 61% True False 1,365
10 91.95 84.95 7.00 7.7% 1.10 1.2% 79% True False 1,663
20 91.95 78.25 13.70 15.1% 0.77 0.9% 89% True False 1,398
40 91.95 73.83 18.12 20.0% 0.50 0.5% 92% True False 1,189
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 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.20
2.618 95.80
1.618 94.33
1.000 93.42
0.618 92.86
HIGH 91.95
0.618 91.39
0.500 91.22
0.382 91.04
LOW 90.48
0.618 89.57
1.000 89.01
1.618 88.10
2.618 86.63
4.250 84.23
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 91.22 91.03
PP 90.97 90.84
S1 90.73 90.66

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

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