NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 90.85 89.98 -0.87 -1.0% 87.46
High 90.85 89.98 -0.87 -1.0% 90.85
Low 89.54 89.98 0.44 0.5% 87.46
Close 89.81 90.13 0.32 0.4% 90.13
Range 1.31 0.00 -1.31 -100.0% 3.39
ATR 1.18 1.11 -0.07 -6.1% 0.00
Volume 1,679 2,197 518 30.9% 5,181
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.03 90.08 90.13
R3 90.03 90.08 90.13
R2 90.03 90.03 90.13
R1 90.08 90.08 90.13 90.06
PP 90.03 90.03 90.03 90.02
S1 90.08 90.08 90.13 90.06
S2 90.03 90.03 90.13
S3 90.03 90.08 90.13
S4 90.03 90.08 90.13
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.65 98.28 91.99
R3 96.26 94.89 91.06
R2 92.87 92.87 90.75
R1 91.50 91.50 90.44 92.19
PP 89.48 89.48 89.48 89.82
S1 88.11 88.11 89.82 88.80
S2 86.09 86.09 89.51
S3 82.70 84.72 89.20
S4 79.31 81.33 88.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.85 87.46 3.39 3.8% 0.26 0.3% 79% False False 1,036
10 90.85 84.86 5.99 6.6% 0.13 0.1% 88% False False 1,624
20 90.85 78.35 12.50 13.9% 0.12 0.1% 94% False False 1,197
40 90.85 74.12 16.73 18.6% 0.12 0.1% 96% False False 895
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.98
2.618 89.98
1.618 89.98
1.000 89.98
0.618 89.98
HIGH 89.98
0.618 89.98
0.500 89.98
0.382 89.98
LOW 89.98
0.618 89.98
1.000 89.98
1.618 89.98
2.618 89.98
4.250 89.98
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 90.08 90.20
PP 90.03 90.17
S1 89.98 90.15

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

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