NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 89.30 87.84 -1.46 -1.6% 89.55
High 89.47 88.37 -1.10 -1.2% 91.48
Low 87.32 86.62 -0.70 -0.8% 88.29
Close 88.02 86.96 -1.06 -1.2% 88.64
Range 2.15 1.75 -0.40 -18.6% 3.19
ATR 2.06 2.04 -0.02 -1.1% 0.00
Volume 3,640 3,803 163 4.5% 41,102
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 92.57 91.51 87.92
R3 90.82 89.76 87.44
R2 89.07 89.07 87.28
R1 88.01 88.01 87.12 87.67
PP 87.32 87.32 87.32 87.14
S1 86.26 86.26 86.80 85.92
S2 85.57 85.57 86.64
S3 83.82 84.51 86.48
S4 82.07 82.76 86.00
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 86.62 4.86 5.6% 2.07 2.4% 7% False True 4,803
10 91.48 85.90 5.58 6.4% 1.84 2.1% 19% False False 7,522
20 95.27 85.17 10.10 11.6% 1.83 2.1% 18% False False 6,162
40 97.22 85.17 12.05 13.9% 1.76 2.0% 15% False False 4,582
60 97.22 85.12 12.10 13.9% 1.80 2.1% 15% False False 3,709
80 97.22 78.25 18.97 21.8% 1.55 1.8% 46% False False 3,131
100 97.22 73.83 23.39 26.9% 1.28 1.5% 56% False False 2,701
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.81
2.618 92.95
1.618 91.20
1.000 90.12
0.618 89.45
HIGH 88.37
0.618 87.70
0.500 87.50
0.382 87.29
LOW 86.62
0.618 85.54
1.000 84.87
1.618 83.79
2.618 82.04
4.250 79.18
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 87.50 88.39
PP 87.32 87.91
S1 87.14 87.44

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

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