NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 88.25 89.55 1.30 1.5% 85.63
High 89.99 90.37 0.38 0.4% 89.99
Low 88.19 88.29 0.10 0.1% 85.17
Close 89.63 90.12 0.49 0.5% 89.63
Range 1.80 2.08 0.28 15.6% 4.82
ATR 2.13 2.13 0.00 -0.2% 0.00
Volume 10,207 22,197 11,990 117.5% 29,267
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.83 95.06 91.26
R3 93.75 92.98 90.69
R2 91.67 91.67 90.50
R1 90.90 90.90 90.31 91.29
PP 89.59 89.59 89.59 89.79
S1 88.82 88.82 89.93 89.21
S2 87.51 87.51 89.74
S3 85.43 86.74 89.55
S4 83.35 84.66 88.98
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 102.72 101.00 92.28
R3 97.90 96.18 90.96
R2 93.08 93.08 90.51
R1 91.36 91.36 90.07 92.22
PP 88.26 88.26 88.26 88.70
S1 86.54 86.54 89.19 87.40
S2 83.44 83.44 88.75
S3 78.62 81.72 88.30
S4 73.80 76.90 86.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.37 85.17 5.20 5.8% 2.22 2.5% 95% True False 10,292
10 92.25 85.17 7.08 7.9% 1.97 2.2% 70% False False 7,798
20 97.22 85.17 12.05 13.4% 1.78 2.0% 41% False False 6,017
40 97.22 85.12 12.10 13.4% 2.03 2.3% 41% False False 4,277
60 97.22 85.12 12.10 13.4% 1.71 1.9% 41% False False 3,314
80 97.22 75.05 22.17 24.6% 1.40 1.6% 68% False False 2,797
100 97.22 70.45 26.77 29.7% 1.16 1.3% 73% False False 2,444
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.21
2.618 95.82
1.618 93.74
1.000 92.45
0.618 91.66
HIGH 90.37
0.618 89.58
0.500 89.33
0.382 89.08
LOW 88.29
0.618 87.00
1.000 86.21
1.618 84.92
2.618 82.84
4.250 79.45
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 89.86 89.46
PP 89.59 88.80
S1 89.33 88.14

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

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