NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 88.44 87.00 -1.44 -1.6% 90.25
High 89.03 87.70 -1.33 -1.5% 91.90
Low 87.69 84.33 -3.36 -3.8% 87.69
Close 88.23 87.47 -0.76 -0.9% 88.23
Range 1.34 3.37 2.03 151.5% 4.21
ATR 1.70 1.86 0.16 9.3% 0.00
Volume 2,342 4,135 1,793 76.6% 12,189
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.61 95.41 89.32
R3 93.24 92.04 88.40
R2 89.87 89.87 88.09
R1 88.67 88.67 87.78 89.27
PP 86.50 86.50 86.50 86.80
S1 85.30 85.30 87.16 85.90
S2 83.13 83.13 86.85
S3 79.76 81.93 86.54
S4 76.39 78.56 85.62
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.90 99.28 90.55
R3 97.69 95.07 89.39
R2 93.48 93.48 89.00
R1 90.86 90.86 88.62 90.07
PP 89.27 89.27 89.27 88.88
S1 86.65 86.65 87.84 85.86
S2 85.06 85.06 87.46
S3 80.85 82.44 87.07
S4 76.64 78.23 85.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.19 84.33 5.86 6.7% 1.78 2.0% 54% False True 2,581
10 94.85 84.33 10.52 12.0% 1.63 1.9% 30% False True 2,441
20 96.35 84.33 12.02 13.7% 1.25 1.4% 26% False True 2,260
40 96.35 84.33 12.02 13.7% 1.30 1.5% 26% False True 1,726
60 96.35 84.02 12.33 14.1% 1.03 1.2% 28% False False 1,516
80 96.35 74.41 21.94 25.1% 0.80 0.9% 60% False False 1,285
100 96.35 69.56 26.79 30.6% 0.66 0.8% 67% False False 1,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 102.02
2.618 96.52
1.618 93.15
1.000 91.07
0.618 89.78
HIGH 87.70
0.618 86.41
0.500 86.02
0.382 85.62
LOW 84.33
0.618 82.25
1.000 80.96
1.618 78.88
2.618 75.51
4.250 70.01
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 86.99 87.27
PP 86.50 87.07
S1 86.02 86.88

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

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