NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 89.15 90.00 0.85 1.0% 87.11
High 89.94 90.23 0.29 0.3% 88.86
Low 88.74 89.17 0.43 0.5% 83.90
Close 89.52 90.20 0.68 0.8% 88.47
Range 1.20 1.06 -0.14 -11.7% 4.96
ATR 2.08 2.00 -0.07 -3.5% 0.00
Volume 15,134 14,941 -193 -1.3% 72,180
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.05 92.68 90.78
R3 91.99 91.62 90.49
R2 90.93 90.93 90.39
R1 90.56 90.56 90.30 90.75
PP 89.87 89.87 89.87 89.96
S1 89.50 89.50 90.10 89.69
S2 88.81 88.81 90.01
S3 87.75 88.44 89.91
S4 86.69 87.38 89.62
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 90.23 84.75 5.48 6.1% 1.68 1.9% 99% True False 17,507
10 90.23 83.90 6.33 7.0% 1.98 2.2% 100% True False 17,290
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 0.38
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 94.74
2.618 93.01
1.618 91.95
1.000 91.29
0.618 90.89
HIGH 90.23
0.618 89.83
0.500 89.70
0.382 89.57
LOW 89.17
0.618 88.51
1.000 88.11
1.618 87.45
2.618 86.39
4.250 84.67
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 90.03 89.73
PP 89.87 89.26
S1 89.70 88.79

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

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