NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 75.25 75.50 0.25 0.3% 74.70
High 75.25 76.13 0.88 1.2% 76.60
Low 75.25 75.40 0.15 0.2% 74.47
Close 75.25 76.13 0.88 1.2% 76.95
Range 0.00 0.73 0.73 2.13
ATR 0.60 0.62 0.02 3.4% 0.00
Volume 1,221 444 -777 -63.6% 2,382
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 78.08 77.83 76.53
R3 77.35 77.10 76.33
R2 76.62 76.62 76.26
R1 76.37 76.37 76.20 76.50
PP 75.89 75.89 75.89 75.95
S1 75.64 75.64 76.06 75.77
S2 75.16 75.16 76.00
S3 74.43 74.91 75.93
S4 73.70 74.18 75.73
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.40 81.80 78.12
R3 80.27 79.67 77.54
R2 78.14 78.14 77.34
R1 77.54 77.54 77.15 77.84
PP 76.01 76.01 76.01 76.16
S1 75.41 75.41 76.75 75.71
S2 73.88 73.88 76.56
S3 71.75 73.28 76.36
S4 69.62 71.15 75.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.60 74.47 2.13 2.8% 0.30 0.4% 78% False False 590
10 76.60 74.47 2.13 2.8% 0.21 0.3% 78% False False 666
20 77.13 73.60 3.53 4.6% 0.12 0.2% 72% False False 1,288
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 0.02
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 79.23
2.618 78.04
1.618 77.31
1.000 76.86
0.618 76.58
HIGH 76.13
0.618 75.85
0.500 75.77
0.382 75.68
LOW 75.40
0.618 74.95
1.000 74.67
1.618 74.22
2.618 73.49
4.250 72.30
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 76.01 76.06
PP 75.89 75.99
S1 75.77 75.93

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

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