NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 88.75 86.23 -2.52 -2.8% 88.83
High 89.24 86.33 -2.91 -3.3% 91.95
Low 88.75 85.75 -3.00 -3.4% 88.17
Close 89.10 86.33 -2.77 -3.1% 90.81
Range 0.49 0.58 0.09 18.4% 3.78
ATR 1.19 1.35 0.15 12.9% 0.00
Volume 1,896 882 -1,014 -53.5% 7,938
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 87.88 87.68 86.65
R3 87.30 87.10 86.49
R2 86.72 86.72 86.44
R1 86.52 86.52 86.38 86.62
PP 86.14 86.14 86.14 86.19
S1 85.94 85.94 86.28 86.04
S2 85.56 85.56 86.22
S3 84.98 85.36 86.17
S4 84.40 84.78 86.01
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.65 100.01 92.89
R3 97.87 96.23 91.85
R2 94.09 94.09 91.50
R1 92.45 92.45 91.16 93.27
PP 90.31 90.31 90.31 90.72
S1 88.67 88.67 90.46 89.49
S2 86.53 86.53 90.12
S3 82.75 84.89 89.77
S4 78.97 81.11 88.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.95 85.75 6.20 7.2% 0.76 0.9% 9% False True 1,430
10 91.95 85.39 6.56 7.6% 0.83 1.0% 14% False False 1,486
20 91.95 81.00 10.95 12.7% 0.76 0.9% 49% False False 1,563
40 91.95 75.05 16.90 19.6% 0.51 0.6% 67% False False 1,260
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.80
2.618 87.85
1.618 87.27
1.000 86.91
0.618 86.69
HIGH 86.33
0.618 86.11
0.500 86.04
0.382 85.97
LOW 85.75
0.618 85.39
1.000 85.17
1.618 84.81
2.618 84.23
4.250 83.29
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 86.23 88.11
PP 86.14 87.52
S1 86.04 86.92

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

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