NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 91.49 89.80 -1.69 -1.8% 96.33
High 91.50 89.80 -1.70 -1.9% 96.33
Low 89.75 87.98 -1.77 -2.0% 90.40
Close 90.41 89.09 -1.32 -1.5% 90.58
Range 1.75 1.82 0.07 4.0% 5.93
ATR 2.01 2.04 0.03 1.5% 0.00
Volume 3,968 3,594 -374 -9.4% 16,511
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 94.42 93.57 90.09
R3 92.60 91.75 89.59
R2 90.78 90.78 89.42
R1 89.93 89.93 89.26 89.45
PP 88.96 88.96 88.96 88.71
S1 88.11 88.11 88.92 87.63
S2 87.14 87.14 88.76
S3 85.32 86.29 88.59
S4 83.50 84.47 88.09
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 110.23 106.33 93.84
R3 104.30 100.40 92.21
R2 98.37 98.37 91.67
R1 94.47 94.47 91.12 93.46
PP 92.44 92.44 92.44 91.93
S1 88.54 88.54 90.04 87.53
S2 86.51 86.51 89.49
S3 80.58 82.61 88.95
S4 74.65 76.68 87.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.25 87.98 4.27 4.8% 1.39 1.6% 26% False True 5,295
10 97.22 87.98 9.24 10.4% 1.69 1.9% 12% False True 4,453
20 97.22 87.98 9.24 10.4% 1.54 1.7% 12% False True 3,694
40 97.22 85.12 12.10 13.6% 1.93 2.2% 33% False False 3,012
60 97.22 81.04 16.18 18.2% 1.57 1.8% 50% False False 2,455
80 97.22 75.05 22.17 24.9% 1.25 1.4% 63% False False 2,132
100 97.22 69.18 28.04 31.5% 1.02 1.1% 71% False False 1,882
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 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.54
2.618 94.56
1.618 92.74
1.000 91.62
0.618 90.92
HIGH 89.80
0.618 89.10
0.500 88.89
0.382 88.68
LOW 87.98
0.618 86.86
1.000 86.16
1.618 85.04
2.618 83.22
4.250 80.25
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 89.02 90.12
PP 88.96 89.77
S1 88.89 89.43

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

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