NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 90.50 88.63 -1.87 -2.1% 89.55
High 90.73 90.16 -0.57 -0.6% 91.48
Low 88.39 88.48 0.09 0.1% 88.29
Close 88.64 89.65 1.01 1.1% 88.64
Range 2.34 1.68 -0.66 -28.2% 3.19
ATR 2.07 2.04 -0.03 -1.3% 0.00
Volume 5,327 7,458 2,131 40.0% 41,102
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 94.47 93.74 90.57
R3 92.79 92.06 90.11
R2 91.11 91.11 89.96
R1 90.38 90.38 89.80 90.75
PP 89.43 89.43 89.43 89.61
S1 88.70 88.70 89.50 89.07
S2 87.75 87.75 89.34
S3 86.07 87.02 89.19
S4 84.39 85.34 88.73
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.04 97.03 90.39
R3 95.85 93.84 89.52
R2 92.66 92.66 89.22
R1 90.65 90.65 88.93 90.06
PP 89.47 89.47 89.47 89.18
S1 87.46 87.46 88.35 86.87
S2 86.28 86.28 88.06
S3 83.09 84.27 87.76
S4 79.90 81.08 86.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.48 88.39 3.09 3.4% 1.74 1.9% 41% False False 5,272
10 91.48 85.17 6.31 7.0% 1.98 2.2% 71% False False 7,782
20 96.33 85.17 11.16 12.4% 1.92 2.1% 40% False False 6,042
40 97.22 85.12 12.10 13.5% 1.97 2.2% 37% False False 4,509
60 97.22 85.12 12.10 13.5% 1.78 2.0% 37% False False 3,625
80 97.22 76.40 20.82 23.2% 1.50 1.7% 64% False False 3,102
100 97.22 73.20 24.02 26.8% 1.25 1.4% 68% False False 2,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.30
2.618 94.56
1.618 92.88
1.000 91.84
0.618 91.20
HIGH 90.16
0.618 89.52
0.500 89.32
0.382 89.12
LOW 88.48
0.618 87.44
1.000 86.80
1.618 85.76
2.618 84.08
4.250 81.34
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 89.54 89.94
PP 89.43 89.84
S1 89.32 89.75

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

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