NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 22-Jan-2008

Day Change Summary
	Previous	Current
	18-Jan-2008	22-Jan-2008	Change	Change %	Previous Week
Open	87.65	84.75	-2.90	-3.3%	90.65
High	88.42	86.05	-2.37	-2.7%	90.98
Low	87.24	84.60	-2.64	-3.0%	87.24
Close	87.65	86.94	-0.71	-0.8%	87.65
Range	1.18	1.45	0.27	22.9%	3.74
ATR	0.00	1.32	1.32		0.00
Volume	315	358	43	13.7%	1,597

Daily Pivots for day following 22-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	90.21	90.03	87.74
R3	88.76	88.58	87.34
R2	87.31	87.31	87.21
R1	87.13	87.13	87.07	87.22
PP	85.86	85.86	85.86	85.91
S1	85.68	85.68	86.81	85.77
S2	84.41	84.41	86.67
S3	82.96	84.23	86.54
S4	81.51	82.78	86.14

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	99.84	97.49	89.71
R3	96.10	93.75	88.68
R2	92.36	92.36	88.34
R1	90.01	90.01	87.99	89.32
PP	88.62	88.62	88.62	88.28
S1	86.27	86.27	87.31	85.58
S2	84.88	84.88	86.96
S3	81.14	82.53	86.62
S4	77.40	78.79	85.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.44	84.60	4.84	5.6%	0.82	0.9%	48%	False	True	338
10	93.12	84.60	8.52	9.8%	0.48	0.6%	27%	False	True	362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	92.21
2.618	89.85
1.618	88.40
1.000	87.50
0.618	86.95
HIGH	86.05
0.618	85.50
0.500	85.33
0.382	85.15
LOW	84.60
0.618	83.70
1.000	83.15
1.618	82.25
2.618	80.80
4.250	78.44

Fisher Pivots for day following 22-Jan-2008
Pivot	1 day	3 day
R1	86.40	86.87
PP	85.86	86.80
S1	85.33	86.74

Download as Excel Spreadsheet

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

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