NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 86.42 88.35 1.93 2.2% 86.65
High 87.73 89.17 1.44 1.6% 86.93
Low 86.40 88.35 1.95 2.3% 85.10
Close 86.78 89.07 2.29 2.6% 87.93
Range 1.33 0.82 -0.51 -38.3% 1.83
ATR 0.93 1.04 0.10 11.1% 0.00
Volume 3,236 428 -2,808 -86.8% 13,275
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.32 91.02 89.52
R3 90.50 90.20 89.30
R2 89.68 89.68 89.22
R1 89.38 89.38 89.15 89.53
PP 88.86 88.86 88.86 88.94
S1 88.56 88.56 88.99 88.71
S2 88.04 88.04 88.92
S3 87.22 87.74 88.84
S4 86.40 86.92 88.62
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 92.14 91.87 88.94
R3 90.31 90.04 88.43
R2 88.48 88.48 88.27
R1 88.21 88.21 88.10 88.35
PP 86.65 86.65 86.65 86.72
S1 86.38 86.38 87.76 86.52
S2 84.82 84.82 87.59
S3 82.99 84.55 87.43
S4 81.16 82.72 86.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.17 85.10 4.07 4.6% 0.52 0.6% 98% True False 2,882
10 89.17 81.51 7.66 8.6% 0.40 0.5% 99% True False 2,322
20 89.17 76.45 12.72 14.3% 0.29 0.3% 99% True False 1,683
40 89.17 73.60 15.57 17.5% 0.21 0.2% 99% True False 1,485
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 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.66
2.618 91.32
1.618 90.50
1.000 89.99
0.618 89.68
HIGH 89.17
0.618 88.86
0.500 88.76
0.382 88.66
LOW 88.35
0.618 87.84
1.000 87.53
1.618 87.02
2.618 86.20
4.250 84.87
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 88.97 88.64
PP 88.86 88.21
S1 88.76 87.79

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

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