NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 77.45 78.35 0.90 1.2% 75.35
High 77.45 78.35 0.90 1.2% 78.35
Low 77.45 78.35 0.90 1.2% 75.35
Close 78.10 78.35 0.25 0.3% 78.35
Range
ATR 0.63 0.61 -0.03 -4.3% 0.00
Volume 68 410 342 502.9% 1,422
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 78.35 78.35 78.35
R3 78.35 78.35 78.35
R2 78.35 78.35 78.35
R1 78.35 78.35 78.35 78.35
PP 78.35 78.35 78.35 78.35
S1 78.35 78.35 78.35 78.35
S2 78.35 78.35 78.35
S3 78.35 78.35 78.35
S4 78.35 78.35 78.35
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.35 85.35 80.00
R3 83.35 82.35 79.18
R2 80.35 80.35 78.90
R1 79.35 79.35 78.63 79.85
PP 77.35 77.35 77.35 77.60
S1 76.35 76.35 78.08 76.85
S2 74.35 74.35 77.80
S3 71.35 73.35 77.53
S4 68.35 70.35 76.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.35 75.35 3.00 3.8% 0.09 0.1% 100% True False 284
10 78.35 74.41 3.94 5.0% 0.13 0.2% 100% True False 398
20 78.35 74.12 4.23 5.4% 0.12 0.2% 100% True False 594
Crabel Price Patterns
NR False
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 0.01
Fibonacci Retracements and Extensions
4.250 78.35
2.618 78.35
1.618 78.35
1.000 78.35
0.618 78.35
HIGH 78.35
0.618 78.35
0.500 78.35
0.382 78.35
LOW 78.35
0.618 78.35
1.000 78.35
1.618 78.35
2.618 78.35
4.250 78.35
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 78.35 78.07
PP 78.35 77.78
S1 78.35 77.50

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

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