NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 86.02 85.10 -0.92 -1.1% 80.46
High 86.02 85.25 -0.77 -0.9% 84.59
Low 86.02 85.10 -0.92 -1.1% 79.86
Close 84.34 86.93 2.59 3.1% 84.59
Range 0.00 0.15 0.15 4.73
ATR 0.92 0.92 0.00 -0.1% 0.00
Volume 994 3,688 2,694 271.0% 6,529
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.21 86.72 87.01
R3 86.06 86.57 86.97
R2 85.91 85.91 86.96
R1 86.42 86.42 86.94 86.17
PP 85.76 85.76 85.76 85.63
S1 86.27 86.27 86.92 86.02
S2 85.61 85.61 86.90
S3 85.46 86.12 86.89
S4 85.31 85.97 86.85
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 83.49 3.16 3.6% 0.32 0.4% 109% False False 2,388
10 86.65 79.86 6.79 7.8% 0.27 0.3% 104% False False 1,833
20 86.65 74.47 12.18 14.0% 0.23 0.3% 102% False False 1,267
40 86.65 71.11 15.54 17.9% 0.15 0.2% 102% False False 1,278
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.89
2.618 85.64
1.618 85.49
1.000 85.40
0.618 85.34
HIGH 85.25
0.618 85.19
0.500 85.18
0.382 85.16
LOW 85.10
0.618 85.01
1.000 84.95
1.618 84.86
2.618 84.71
4.250 84.46
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 86.35 86.58
PP 85.76 86.23
S1 85.18 85.88

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

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