NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 85.70 88.15 2.45 2.9% 84.93
High 87.15 89.34 2.19 2.5% 89.34
Low 85.68 88.15 2.47 2.9% 84.70
Close 87.29 89.14 1.85 2.1% 89.14
Range 1.47 1.19 -0.28 -19.0% 4.64
ATR 1.70 1.73 0.02 1.5% 0.00
Volume 3,211 2,706 -505 -15.7% 11,261
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.45 91.98 89.79
R3 91.26 90.79 89.47
R2 90.07 90.07 89.36
R1 89.60 89.60 89.25 89.84
PP 88.88 88.88 88.88 88.99
S1 88.41 88.41 89.03 88.65
S2 87.69 87.69 88.92
S3 86.50 87.22 88.81
S4 85.31 86.03 88.49
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.65 100.03 91.69
R3 97.01 95.39 90.42
R2 92.37 92.37 89.99
R1 90.75 90.75 89.57 91.56
PP 87.73 87.73 87.73 88.13
S1 86.11 86.11 88.71 86.92
S2 83.09 83.09 88.29
S3 78.45 81.47 87.86
S4 73.81 76.83 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.34 84.70 4.64 5.2% 1.44 1.6% 96% True False 2,485
10 91.32 84.70 6.62 7.4% 1.39 1.6% 67% False False 1,794
20 96.00 84.70 11.30 12.7% 1.12 1.3% 39% False False 1,802
40 96.00 84.34 11.66 13.1% 1.20 1.3% 41% False False 1,902
60 96.00 84.34 11.66 13.1% 0.98 1.1% 41% False False 1,754
80 96.00 74.47 21.53 24.2% 0.79 0.9% 68% False False 1,592
100 96.00 70.23 25.77 28.9% 0.65 0.7% 73% False False 1,527
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.40
2.618 92.46
1.618 91.27
1.000 90.53
0.618 90.08
HIGH 89.34
0.618 88.89
0.500 88.75
0.382 88.60
LOW 88.15
0.618 87.41
1.000 86.96
1.618 86.22
2.618 85.03
4.250 83.09
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 89.01 88.50
PP 88.88 87.86
S1 88.75 87.23

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

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