NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 88.60 87.80 -0.80 -0.9% 93.89
High 88.70 88.75 0.05 0.1% 94.50
Low 86.73 86.50 -0.23 -0.3% 88.57
Close 87.72 86.93 -0.79 -0.9% 88.88
Range 1.97 2.25 0.28 14.2% 5.93
ATR
Volume 14,092 19,134 5,042 35.8% 81,887
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 94.14 92.79 88.17
R3 91.89 90.54 87.55
R2 89.64 89.64 87.34
R1 88.29 88.29 87.14 87.84
PP 87.39 87.39 87.39 87.17
S1 86.04 86.04 86.72 85.59
S2 85.14 85.14 86.52
S3 82.89 83.79 86.31
S4 80.64 81.54 85.69
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 108.44 104.59 92.14
R3 102.51 98.66 90.51
R2 96.58 96.58 89.97
R1 92.73 92.73 89.42 91.69
PP 90.65 90.65 90.65 90.13
S1 86.80 86.80 88.34 85.76
S2 84.72 84.72 87.79
S3 78.79 80.87 87.25
S4 72.86 74.94 85.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.47 86.50 3.97 4.6% 1.89 2.2% 11% False True 14,829
10 94.74 86.50 8.24 9.5% 2.00 2.3% 5% False True 15,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.31
2.618 94.64
1.618 92.39
1.000 91.00
0.618 90.14
HIGH 88.75
0.618 87.89
0.500 87.63
0.382 87.36
LOW 86.50
0.618 85.11
1.000 84.25
1.618 82.86
2.618 80.61
4.250 76.94
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 87.63 88.43
PP 87.39 87.93
S1 87.16 87.43

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

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