NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 89.24 88.17 -1.07 -1.2% 90.88
High 90.11 89.40 -0.71 -0.8% 92.25
Low 87.95 87.96 0.01 0.0% 87.95
Close 88.30 88.53 0.23 0.3% 88.53
Range 2.16 1.44 -0.72 -33.3% 4.30
ATR 2.05 2.01 -0.04 -2.1% 0.00
Volume 5,219 3,348 -1,871 -35.8% 26,519
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.95 92.18 89.32
R3 91.51 90.74 88.93
R2 90.07 90.07 88.79
R1 89.30 89.30 88.66 89.69
PP 88.63 88.63 88.63 88.82
S1 87.86 87.86 88.40 88.25
S2 87.19 87.19 88.27
S3 85.75 86.42 88.13
S4 84.31 84.98 87.74
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 102.48 99.80 90.90
R3 98.18 95.50 89.71
R2 93.88 93.88 89.32
R1 91.20 91.20 88.92 90.39
PP 89.58 89.58 89.58 89.17
S1 86.90 86.90 88.14 86.09
S2 85.28 85.28 87.74
S3 80.98 82.60 87.35
S4 76.68 78.30 86.17
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% 1.71 1.9% 13% False False 5,303
10 96.33 87.95 8.38 9.5% 1.86 2.1% 7% False False 4,303
20 97.22 87.95 9.27 10.5% 1.51 1.7% 6% False False 3,941
40 97.22 85.12 12.10 13.7% 1.95 2.2% 28% False False 3,171
60 97.22 81.15 16.07 18.2% 1.62 1.8% 46% False False 2,586
80 97.22 75.05 22.17 25.0% 1.30 1.5% 61% False False 2,226
100 97.22 69.23 27.99 31.6% 1.05 1.2% 69% False False 1,953
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.52
2.618 93.17
1.618 91.73
1.000 90.84
0.618 90.29
HIGH 89.40
0.618 88.85
0.500 88.68
0.382 88.51
LOW 87.96
0.618 87.07
1.000 86.52
1.618 85.63
2.618 84.19
4.250 81.84
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 88.68 89.03
PP 88.63 88.86
S1 88.58 88.70

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

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