NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 24-Jan-2008

Day Change Summary
	Previous	Current
	23-Jan-2008	24-Jan-2008	Change	Change %	Previous Week
Open	85.67	87.07	1.40	1.6%	90.65
High	85.69	87.07	1.38	1.6%	90.98
Low	84.97	87.07	2.10	2.5%	87.24
Close	84.99	87.07	2.08	2.4%	87.65
Range	0.72	0.00	-0.72	-100.0%	3.74
ATR	1.37	1.42	0.05	3.7%	0.00
Volume	623	2,177	1,554	249.4%	1,597

Daily Pivots for day following 24-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	87.07	87.07	87.07
R3	87.07	87.07	87.07
R2	87.07	87.07	87.07
R1	87.07	87.07	87.07	87.07
PP	87.07	87.07	87.07	87.07
S1	87.07	87.07	87.07	87.07
S2	87.07	87.07	87.07
S3	87.07	87.07	87.07
S4	87.07	87.07	87.07

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	88.87	84.60	4.27	4.9%	0.84	1.0%	58%	False	False	776
10	90.98	84.60	6.38	7.3%	0.55	0.6%	39%	False	False	510

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	0.12
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	87.07
2.618	87.07
1.618	87.07
1.000	87.07
0.618	87.07
HIGH	87.07
0.618	87.07
0.500	87.07
0.382	87.07
LOW	87.07
0.618	87.07
1.000	87.07
1.618	87.07
2.618	87.07
4.250	87.07

Fisher Pivots for day following 24-Jan-2008
Pivot	1 day	3 day
R1	87.07	86.66
PP	87.07	86.25
S1	87.07	85.84

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