NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 94.64 93.52 -1.12 -1.2% 93.15
High 94.85 94.72 -0.13 -0.1% 96.35
Low 94.39 92.47 -1.92 -2.0% 92.20
Close 93.89 92.65 -1.24 -1.3% 95.59
Range 0.46 2.25 1.79 389.1% 4.15
ATR 1.61 1.66 0.05 2.8% 0.00
Volume 1,175 1,521 346 29.4% 8,374
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 100.03 98.59 93.89
R3 97.78 96.34 93.27
R2 95.53 95.53 93.06
R1 94.09 94.09 92.86 93.69
PP 93.28 93.28 93.28 93.08
S1 91.84 91.84 92.44 91.44
S2 91.03 91.03 92.24
S3 88.78 89.59 92.03
S4 86.53 87.34 91.41
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 107.16 105.53 97.87
R3 103.01 101.38 96.73
R2 98.86 98.86 96.35
R1 97.23 97.23 95.97 98.05
PP 94.71 94.71 94.71 95.12
S1 93.08 93.08 95.21 93.90
S2 90.56 90.56 94.83
S3 86.41 88.93 94.45
S4 82.26 84.78 93.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.35 92.47 3.88 4.2% 1.27 1.4% 5% False True 1,704
10 96.35 91.81 4.54 4.9% 1.11 1.2% 19% False False 2,010
20 96.35 87.10 9.25 10.0% 1.17 1.3% 60% False False 1,555
40 96.35 85.59 10.76 11.6% 1.17 1.3% 66% False False 1,298
60 96.35 78.35 18.00 19.4% 0.82 0.9% 79% False False 1,264
80 96.35 74.12 22.23 24.0% 0.65 0.7% 83% False False 1,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.28
2.618 100.61
1.618 98.36
1.000 96.97
0.618 96.11
HIGH 94.72
0.618 93.86
0.500 93.60
0.382 93.33
LOW 92.47
0.618 91.08
1.000 90.22
1.618 88.83
2.618 86.58
4.250 82.91
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 93.60 94.03
PP 93.28 93.57
S1 92.97 93.11

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

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