NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 89.80 89.24 -0.56 -0.6% 96.33
High 89.80 90.11 0.31 0.3% 96.33
Low 87.98 87.95 -0.03 0.0% 90.40
Close 89.09 88.30 -0.79 -0.9% 90.58
Range 1.82 2.16 0.34 18.7% 5.93
ATR 2.04 2.05 0.01 0.4% 0.00
Volume 3,594 5,219 1,625 45.2% 16,511
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.27 93.94 89.49
R3 93.11 91.78 88.89
R2 90.95 90.95 88.70
R1 89.62 89.62 88.50 89.21
PP 88.79 88.79 88.79 88.58
S1 87.46 87.46 88.10 87.05
S2 86.63 86.63 87.90
S3 84.47 85.30 87.71
S4 82.31 83.14 87.11
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 87.95 4.30 4.9% 1.61 1.8% 8% False True 5,412
10 96.33 87.95 8.38 9.5% 1.80 2.0% 4% False True 4,424
20 97.22 87.95 9.27 10.5% 1.50 1.7% 4% False True 3,903
40 97.22 85.12 12.10 13.7% 1.96 2.2% 26% False False 3,104
60 97.22 81.04 16.18 18.3% 1.60 1.8% 45% False False 2,531
80 97.22 75.05 22.17 25.1% 1.28 1.5% 60% False False 2,194
100 97.22 69.18 28.04 31.8% 1.04 1.2% 68% False False 1,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.29
2.618 95.76
1.618 93.60
1.000 92.27
0.618 91.44
HIGH 90.11
0.618 89.28
0.500 89.03
0.382 88.78
LOW 87.95
0.618 86.62
1.000 85.79
1.618 84.46
2.618 82.30
4.250 78.77
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 89.03 89.73
PP 88.79 89.25
S1 88.54 88.78

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

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