NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 90.10 90.20 0.10 0.1% 84.93
High 90.50 90.69 0.19 0.2% 89.34
Low 89.44 89.90 0.46 0.5% 84.70
Close 90.15 90.86 0.71 0.8% 89.14
Range 1.06 0.79 -0.27 -25.5% 4.64
ATR 1.69 1.63 -0.06 -3.8% 0.00
Volume 1,662 1,662 0 0.0% 11,261
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.85 92.65 91.29
R3 92.06 91.86 91.08
R2 91.27 91.27 91.00
R1 91.07 91.07 90.93 91.17
PP 90.48 90.48 90.48 90.54
S1 90.28 90.28 90.79 90.38
S2 89.69 89.69 90.72
S3 88.90 89.49 90.64
S4 88.11 88.70 90.43
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 90.69 85.68 5.01 5.5% 1.28 1.4% 103% True False 2,655
10 90.69 84.70 5.99 6.6% 1.36 1.5% 103% True False 2,162
20 96.00 84.70 11.30 12.4% 1.18 1.3% 55% False False 1,903
40 96.00 84.34 11.66 12.8% 1.25 1.4% 56% False False 1,951
60 96.00 84.34 11.66 12.8% 1.03 1.1% 56% False False 1,746
80 96.00 75.25 20.75 22.8% 0.83 0.9% 75% False False 1,660
100 96.00 71.25 24.75 27.2% 0.68 0.8% 79% False False 1,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 94.05
2.618 92.76
1.618 91.97
1.000 91.48
0.618 91.18
HIGH 90.69
0.618 90.39
0.500 90.30
0.382 90.20
LOW 89.90
0.618 89.41
1.000 89.11
1.618 88.62
2.618 87.83
4.250 86.54
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 90.67 90.36
PP 90.48 89.85
S1 90.30 89.35

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

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