NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 86.65 86.02 -0.63 -0.7% 80.46
High 86.65 86.02 -0.63 -0.7% 84.59
Low 85.20 86.02 0.82 1.0% 79.86
Close 86.83 84.34 -2.49 -2.9% 84.59
Range 1.45 0.00 -1.45 -100.0% 4.73
ATR 0.93 0.92 -0.01 -0.9% 0.00
Volume 1,531 994 -537 -35.1% 6,529
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 85.46 84.90 84.34
R3 85.46 84.90 84.34
R2 85.46 85.46 84.34
R1 84.90 84.90 84.34 85.18
PP 85.46 85.46 85.46 85.60
S1 84.90 84.90 84.34 85.18
S2 85.46 85.46 84.34
S3 85.46 84.90 84.34
S4 85.46 84.90 84.34
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.20 95.63 87.19
R3 92.47 90.90 85.89
R2 87.74 87.74 85.46
R1 86.17 86.17 85.02 86.96
PP 83.01 83.01 83.01 83.41
S1 81.44 81.44 84.16 82.23
S2 78.28 78.28 83.72
S3 73.55 76.71 83.29
S4 68.82 71.98 81.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.65 81.51 5.14 6.1% 0.29 0.3% 55% False False 1,762
10 86.65 79.86 6.79 8.1% 0.25 0.3% 66% False False 1,573
20 86.65 74.47 12.18 14.4% 0.24 0.3% 81% False False 1,109
40 86.65 70.23 16.42 19.5% 0.16 0.2% 86% False False 1,209
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 86.02
2.618 86.02
1.618 86.02
1.000 86.02
0.618 86.02
HIGH 86.02
0.618 86.02
0.500 86.02
0.382 86.02
LOW 86.02
0.618 86.02
1.000 86.02
1.618 86.02
2.618 86.02
4.250 86.02
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 86.02 85.62
PP 85.46 85.19
S1 84.90 84.77

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

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