NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 88.05 87.62 -0.43 -0.5% 86.30
High 88.20 88.67 0.47 0.5% 94.71
Low 86.09 87.62 1.53 1.8% 85.12
Close 86.75 88.54 1.79 2.1% 86.92
Range 2.11 1.05 -1.06 -50.2% 9.59
ATR 2.45 2.41 -0.04 -1.5% 0.00
Volume 1,954 1,902 -52 -2.7% 17,058
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.43 91.03 89.12
R3 90.38 89.98 88.83
R2 89.33 89.33 88.73
R1 88.93 88.93 88.64 89.13
PP 88.28 88.28 88.28 88.38
S1 87.88 87.88 88.44 88.08
S2 87.23 87.23 88.35
S3 86.18 86.83 88.25
S4 85.13 85.78 87.96
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 117.69 111.89 92.19
R3 108.10 102.30 89.56
R2 98.51 98.51 88.68
R1 92.71 92.71 87.80 95.61
PP 88.92 88.92 88.92 90.37
S1 83.12 83.12 86.04 86.02
S2 79.33 79.33 85.16
S3 69.74 73.53 84.28
S4 60.15 63.94 81.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.71 85.12 9.59 10.8% 4.33 4.9% 36% False False 3,078
10 94.71 85.12 9.59 10.8% 2.95 3.3% 36% False False 2,714
20 94.71 85.12 9.59 10.8% 2.03 2.3% 36% False False 1,962
40 94.71 80.73 13.98 15.8% 1.40 1.6% 56% False False 1,753
60 94.71 74.80 19.91 22.5% 1.01 1.1% 69% False False 1,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.63
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.13
2.618 91.42
1.618 90.37
1.000 89.72
0.618 89.32
HIGH 88.67
0.618 88.27
0.500 88.15
0.382 88.02
LOW 87.62
0.618 86.97
1.000 86.57
1.618 85.92
2.618 84.87
4.250 83.16
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 88.41 88.08
PP 88.28 87.63
S1 88.15 87.17

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

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