NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 87.87 89.15 1.28 1.5% 87.11
High 89.57 89.94 0.37 0.4% 88.86
Low 87.35 88.74 1.39 1.6% 83.90
Close 89.15 89.52 0.37 0.4% 88.47
Range 2.22 1.20 -1.02 -45.9% 4.96
ATR 2.14 2.08 -0.07 -3.1% 0.00
Volume 21,427 15,134 -6,293 -29.4% 72,180
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.00 92.46 90.18
R3 91.80 91.26 89.85
R2 90.60 90.60 89.74
R1 90.06 90.06 89.63 90.33
PP 89.40 89.40 89.40 89.54
S1 88.86 88.86 89.41 89.13
S2 88.20 88.20 89.30
S3 87.00 87.66 89.19
S4 85.80 86.46 88.86
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.96 100.17 91.20
R3 97.00 95.21 89.83
R2 92.04 92.04 89.38
R1 90.25 90.25 88.92 91.15
PP 87.08 87.08 87.08 87.52
S1 85.29 85.29 88.02 86.19
S2 82.12 82.12 87.56
S3 77.16 80.33 87.11
S4 72.20 75.37 85.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.94 84.50 5.44 6.1% 1.86 2.1% 92% True False 19,491
10 90.36 83.90 6.46 7.2% 2.09 2.3% 87% False False 16,677
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 0.39
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 95.04
2.618 93.08
1.618 91.88
1.000 91.14
0.618 90.68
HIGH 89.94
0.618 89.48
0.500 89.34
0.382 89.20
LOW 88.74
0.618 88.00
1.000 87.54
1.618 86.80
2.618 85.60
4.250 83.64
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 89.46 89.18
PP 89.40 88.84
S1 89.34 88.50

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

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