NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 91.03 90.25 -0.78 -0.9% 87.61
High 91.03 90.86 -0.17 -0.2% 91.03
Low 87.60 89.85 2.25 2.6% 85.90
Close 90.37 90.16 -0.21 -0.2% 90.16
Range 3.43 1.01 -2.42 -70.6% 5.13
ATR 1.83 1.78 -0.06 -3.2% 0.00
Volume 705 1,395 690 97.9% 5,535
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.32 92.75 90.72
R3 92.31 91.74 90.44
R2 91.30 91.30 90.35
R1 90.73 90.73 90.25 90.51
PP 90.29 90.29 90.29 90.18
S1 89.72 89.72 90.07 89.50
S2 89.28 89.28 89.97
S3 88.27 88.71 89.88
S4 87.26 87.70 89.60
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 104.42 102.42 92.98
R3 99.29 97.29 91.57
R2 94.16 94.16 91.10
R1 92.16 92.16 90.63 93.16
PP 89.03 89.03 89.03 89.53
S1 87.03 87.03 89.69 88.03
S2 83.90 83.90 89.22
S3 78.77 81.90 88.75
S4 73.64 76.77 87.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.03 85.90 5.13 5.7% 1.57 1.7% 83% False False 1,107
10 91.03 85.59 5.44 6.0% 1.48 1.6% 84% False False 1,600
20 92.10 85.59 6.51 7.2% 1.41 1.6% 70% False False 1,130
40 92.10 80.08 12.02 13.3% 0.78 0.9% 84% False False 1,071
60 92.10 74.41 17.69 19.6% 0.58 0.6% 89% False False 950
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.15
2.618 93.50
1.618 92.49
1.000 91.87
0.618 91.48
HIGH 90.86
0.618 90.47
0.500 90.36
0.382 90.24
LOW 89.85
0.618 89.23
1.000 88.84
1.618 88.22
2.618 87.21
4.250 85.56
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 90.36 89.88
PP 90.29 89.60
S1 90.23 89.32

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

View Archives - Comment on this page... - Back to Index of Symbols