NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 78.35 78.35 0.00 0.0% 75.35
High 78.35 78.35 0.00 0.0% 78.35
Low 78.35 78.35 0.00 0.0% 75.35
Close 78.35 80.12 1.77 2.3% 78.35
Range
ATR 0.61 0.56 -0.04 -7.1% 0.00
Volume 410 67 -343 -83.7% 1,422
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 78.94 79.53 80.12
R3 78.94 79.53 80.12
R2 78.94 78.94 80.12
R1 79.53 79.53 80.12 79.24
PP 78.94 78.94 78.94 78.79
S1 79.53 79.53 80.12 79.24
S2 78.94 78.94 80.12
S3 78.94 79.53 80.12
S4 78.94 79.53 80.12
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 75.50 2.85 3.6% 0.09 0.1% 162% True False 256
10 78.35 74.41 3.94 4.9% 0.13 0.2% 145% True False 342
20 78.35 74.41 3.94 4.9% 0.12 0.2% 145% True False 584
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 True
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 15-Oct-2007
Pivot 1 day 3 day
R1 79.53 79.38
PP 78.94 78.64
S1 78.35 77.90

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

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